Parametric dependence between random vectors via copula-based divergence measures

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Mutual information is copula entropy
Densities of nested Archimedean copulas
Measuring association and dependence between random vectors
A multivariate version of Hoeffding's phi-square
An introduction to copulas.
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
Multivariate extensions of Spearman's rho and related statistics
Estimation of entropy and other functionals of a multivariate density
A smoothed bootstrap test for independence based on mutual information
On nonparametric measures of dependence for random variables
Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
A new class of metric divergences on probability spaces and its applicability in statistics
A wavelet-based approach to test for financial market contagion
A framework for measuring association of random vectors via collapsed random variables
Measuring dependence between random vectors via optimal transport
On the specification of multivariate association measures and their behaviour with increasing dimension
Vector copulas
On measures of dependence
On Divergences and Informations in Statistics and Information Theory
A new class of random vector entropy estimators and its applications in testing statistical hypotheses
Mutual information as a measure of multivariate association: analytical properties and statistical estimation
Elements of Information Theory
Correlation and Complete Dependence of Random Variables
RELATIONS BETWEEN TWO SETS OF VARIATES
The Hellinger Correlation

This page was built for publication: Parametric dependence between random vectors via copula-based divergence measures