On dominations between measures of dependence
type: Item
instance of: scholarly article
title: On dominations between measures of dependence
zbMATH Open document ID: 0627.60009
DOI: 10.1016/0047-259X(87)90160-6
author: Włodek Bryc
author: Richard C. Bradley
author: Svante Janson
published in: Journal of Multivariate Analysis
publication date: 1987-01-01T00:00:00Z
review text: This paper is best summarized by the authors' abstract: Suppose one has two measures of dependence between two or more families of random variables. One of the measures is said to ``dominate'' the other if the latter becomes arbitrarily small as the former becomes sufficiently small. A description is given of the entire pattern of dominations between arbitrary pairs of measures of dependence that are based on the usual norms of the bilinear form ``covariance''. Also, for a broader class of measures of dependence, some earlier ``domination inequalities'' are shown to be essentially sharp.
Mathematics Subject Classification ID: 60B05
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 4020077
zbMATH Keywords: measures of dependence
zbMATH Keywords: pattern of dominations between arbitrary pairs of measures
reviewed by: Allan Gut
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4020077