Abstract
Assume that one is given the two bivariate data sets displayed in Fig. 1.1 and asked to compare them in terms of the “dependence” between the two underlying variables. The first (respectively, second) data set, denoted by (x i1, x i2), i ∈{1, …, n} (respectively, (y i1, y i2), i ∈{1, …, n}), is assumed to consist of n = 1000 independent observations (that is, a realization of independent copies) of a bivariate random vector (X 1, X 2) (respectively, (Y 1, Y 2)). Roughly speaking, comparing the two data sets in terms of dependence means comparing the way X 1 and X 2 are related with the way Y 1 and Y 2 are related.
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Hofert, M., Kojadinovic, I., Mächler, M., Yan, J. (2018). Introduction. In: Elements of Copula Modeling with R. Use R!. Springer, Cham. https://doi.org/10.1007/978-3-319-89635-9_1
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