Dependence Measure for non-additive model

10/06/2013

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by   Hangjin Jiang, et al.

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We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two sets of variables based on copula. It is robust to outliers, easy to implement, powerful and appropriate to high-dimensional variables. These properties are important in many applications. Experimental results show that CDC can detect the dependence between variables in both additive and non-additive models.