Measuring stochastic dependence using \(\phi\)-divergence

DOI10.1016/j.jmva.2005.04.007zbMath1085.62077OpenAlexW1995026624MaRDI QIDQ2489782

Athanasios C. Micheas, Konstantinos G. Zografos

Publication date: 28 April 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.04.007

Mathematics Subject Classification ID

Multivariate analysis (62H99) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10)

Related Items (13)

Normalizing Random Vector Anisotropy Magnitude ⋮ EVALUATION OF MUTUAL INFORMATION ESTIMATORS FOR TIME SERIES ⋮ Elaboration Models with Symmetric Information Divergence ⋮ A nonparametric two‐sample test using a general φ‐divergence‐based mutual information ⋮ Comparison, utility, and partition of dependence under absolutely continuous and singular distributions ⋮ On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures ⋮ The Hellinger Correlation ⋮ Discrimination among bivariate beta-generated distributions ⋮ Entropy measure for the quantification of upper quantile interdependence in multivariate distributions ⋮ On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables ⋮ Mining and visualising ordinal data with non-parametric continuous BBNs ⋮ A measure of mutual complete dependence ⋮ A note on the notion of informative composite density

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