论文标题
基于AUK的指数，用于测量和测试随机矢量的关节依赖性
An AUK-based index for measuring and testing the joint dependence of a random vector
论文作者
论文摘要
我们提出了一个依赖指数，该指数允许一个人用$ d> 2 $来测量$ d $二维随机向量的关节或相互依赖。该索引基于$ D $维的Kendall流程。我们进一步提出了依赖索引的标准化版本，该版本易于解释，并为其计算提供了算法。我们根据肯德尔曲线下面积的一致估计来讨论总独立性的测试。我们通过模拟评估程序的性能，并将我们的方法应用于真实的数据集。
We present an index of dependence that allows one to measure the joint or mutual dependence of a $d$-dimensional random vector with $d>2$. The index is based on a $d$-dimensional Kendall process. We further propose a standardized version of our index of dependence that is easy to interpret, and provide an algorithm for its computation. We discuss tests of total independence based on consistent estimates of the area under the Kendall curve. We evaluate the performance of our procedures via simulation, and apply our methods to a real data set.
