Process-Driven Direction-Dependent Asymmetry: Identification and Quantification of Directional Dependence in Spatial Fields
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DOI: 10.1007/s11004-017-9682-1
Abstract: Natural processes generate spatial fields which reflect their specific properties. In this paper the effect of the direction of processes on the resulting spatial fields is investigated. This is done by extending the concept of… read more here.
Keywords: spatial fields; direction; dependence; measure ... See more keywords
Nonparametric Directional Dependence Estimation and Its Application to Cryptocurrency
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DOI: 10.3390/axioms12030293
Abstract: This paper proposes a nonparametric directional dependence by using the local polynomial regression technique. With data generated from a bivariate copula having a nonmonotone regression structure, we show that our nonparametric directional dependence is superior… read more here.
Keywords: estimation application; nonparametric directional; directional dependence; dependence estimation ... See more keywords