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Generalized R-squared for detecting dependence
Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation coefficient is effective for capturing linear dependence, it can be entirely powerless for detecting nonlinear and/or heteroscedastic patterns. We introduce a new measure, G-squared, to test...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Oxford University Press
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5793683/ https://www.ncbi.nlm.nih.gov/pubmed/29430028 http://dx.doi.org/10.1093/biomet/asw071 |