Measures of multivariate dependence based on a distance between Fisher information matrices

DOI10.1016/S0378-3758(00)00096-3zbMath0954.62076MaRDI QIDQ1582361

R. Smith

Publication date: 18 February 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

positive dependencetotal positivitynegative dependencemeasures of dependencemultivariate normalFisher information matricesordering of dependence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical aspects of information-theoretic topics (62B10)

Related Items (7)

Concomitants of generalized order statistics from bivariate Cambanis family: some information measures ⋮ On Two Forms of Fisher's Measure of Information ⋮ On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures ⋮ Concomitants of generalized order statistics from Huang-Kotz Farlie-Gumble-Morgenstern bivariate distribution: some information measures ⋮ Measuring stochastic dependence using \(\phi\)-divergence ⋮ Concomitants of generalized order statistics from bivariate Cambanis family of distributions under a general setting ⋮ Some information measures in concomitants of generalized order statistics under iterated Farlie-Gumbel-Morgenstern bivariate type

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