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LOCAL: Sala de seminários ?
DEs/UFSCar TITLE: A New Index to Measure
Positive Dependence SPEAKER:
Profa. Dra.
Verónica González-López - IMECC-Unicamp ABSTRACT:
We introduce a new index to detect dependence in trivariate
distributions. The index is based on the maximization of the coefficients of
directional dependence over the set of directions. We show how to calculate the
index using the three pairwise Spearman's rho coefficients and the three common
3-dimensional versions of Spearman's rho. We display examples where the index
identifies dependence undetected by the aforementioned 3-dimensional versions of
Spearman's rho. The value of the new index and the direction in which the
maximal dependence occurs are easily computed and we illustrate with a
simulation study and a real data
set. |