The essential dependence for a group of random vectors

DOI10.1080/03610926.2020.1737128OpenAlexW3012478184MaRDI QIDQ5079179

Dawei Lu, Xiaoguang Wang, Lingyue Zhang

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1737128

zbMATH Keywords

copulaRadon-Nikodym derivativeKullback-Leibler divergencerandom vectorthe essential dependence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics (62-XX) Probabilistic measure theory (60A10) Measures of information, entropy (94A17) Statistical aspects of fuzziness, sufficiency, and information (62B86)

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