“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment

• David E. Allen ^[1] ; Michael McAleer ^[1]
  1. [1] University of Sydney

     University of Sydney

     Australia

     
• Localización: Documentos de Trabajo (ICAE), ISSN-e 2341-2356, Nº. 23, 2018, págs. 1-9
• Idioma: inglés
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• Resumen

  • This note comments on the Generalised Measure of Correlation (GMC) suggested by Zheng et al. (2012). The GMC concept was largely anticipated in a publication 115 years earlier, undertaken by Yule (1897), in the proceedings of the Royal Society. The note is directed at giving Yule (1897) credit for covering the foundations of the topic comprehensively.