Mutual information as a measure of multivariate association: analytical properties and statistical estimation
Publication:5300813
DOI10.1080/00949655.2011.575782zbMath1431.62248OpenAlexW2013987542MaRDI QIDQ5300813
Friedrich Schmid, Thomas Blumentritt
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.575782
histogrammutual informationMonte Carlo simulationKullback-Leibler divergencenonparametric estimationnearest neighbour estimatorBernstein estimatorcopula densitybeta kernel
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (8)
Cites Work
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