Comparison, utility, and partition of dependence under absolutely continuous and singular distributions

DOI10.1016/j.jmva.2014.06.014zbMath1298.62013OpenAlexW1965054760MaRDI QIDQ406508

Nima Y. Jalali, Ehsan S. Soofi, Nader Ebrahimi

Publication date: 8 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.06.014

zbMATH Keywords

copulaentropyutilityconvolutionmutual informationshock modelspredictabilityelliptical distributionMarshall-OlkinSarmanov families

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Measures of information, entropy (94A17) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

Related Items (7)

An application of copulas to OPEC’s changing influence on fossil fuel prices ⋮ On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures ⋮ Copula theory and probabilistic sensitivity analysis: is there a connection? ⋮ Component importance based on dependence measures ⋮ Some properties of the cumulative residual entropy of coherent and mixed systems ⋮ Probabilistic sensitivity measures as information value ⋮ Information measures of kernel estimation

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