Document Type: Original Scientific Paper
Management and Planning Organization, Yazd, Iran
Department of Statistics, Yazd University, 89175-741, Yazd, Iran
In this article we study a copula-based measure of dependence constructed based on the concept of average quadrant dependence. The rank-based estimator of this index and its asymptotic normality is investigated. An algorithm for independent component analysis is developed whose contrast function is the proposed dependence coefficient.