Understanding directional dependence through angular correlation

Engin A. Sungur, Jessica M. Orth

    Research output: Contribution to journalArticlepeer-review

    Abstract

    In this article, we will suggest a way of understanding dependence structure depending according to direction in three-dimensional case. Directions will be associated with angles so that informative graphical displays can be produced.

    Original languageEnglish (US)
    Pages (from-to)4143-4155
    Number of pages13
    JournalCommunications in Statistics - Theory and Methods
    Volume43
    Issue number19
    DOIs
    StatePublished - Oct 1 2014

    Keywords

    • Angular correlation
    • Copulas
    • Directional dependence
    • Spatial statistics

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