Micheas, Athanasios C.; Zografos, Konstantinos - In: Journal of Multivariate Analysis 97 (2006) 3, pp. 765-784
The problem of bivariate (multivariate) dependence has enjoyed the attention of researchers for over a century, since independence in the data is often a desired property. There exists a vast literature on measures of dependence, based mostly on the distance of the joint distribution of the data...