Pages that link to "Item:Q3833444"
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The following pages link to Relative Entropy Measures of Multivariate Dependence (Q3833444):
Displayed 28 items.
- Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) (Q820203) (← links)
- Estimation of entropy and other functionals of a multivariate density (Q912528) (← links)
- On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables (Q951048) (← links)
- Agglomerative hierarchical clustering of continuous variables based on mutual information (Q956926) (← links)
- Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information (Q957296) (← links)
- Mining and visualising ordinal data with non-parametric continuous BBNs (Q962305) (← links)
- A generalized model for the analysis of association in ordinal contingency tables (Q1205459) (← links)
- Relative entropy under mappings by stochastic matrices (Q1208313) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Multivariate dependence measures and data analysis (Q1361574) (← links)
- An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications (Q1373381) (← links)
- Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals. (Q1427597) (← links)
- Measures of multivariate dependence based on a distance between Fisher information matrices (Q1582361) (← links)
- Multivariate concordance (Q1813538) (← links)
- Information indices: Unification and applications. (Q1858923) (← links)
- On the recovery of joint distributions from limited information (Q1858943) (← links)
- Entropy and predictability of stock market returns. (Q1858946) (← links)
- Nonparametric density estimation applied to population pharmacokinetics (Q1914200) (← links)
- A measure of mutual complete dependence (Q2268377) (← links)
- Measuring stochastic dependence using \(\phi\)-divergence (Q2489782) (← links)
- Mathematical properties of the multivariate \(t\) distribution (Q2492711) (← links)
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
- Measures of dependence for the multivariate t distribution with applications to the stock market (Q4246301) (← links)
- USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (Q4319838) (← links)
- An R<sup>2</sup>criterion based on optimal predictors (Q4355148) (← links)
- Multivariate mutual information (Q4843803) (← links)
- Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions (Q5421539) (← links)
- A Procedure for Identification of Principal Variables by Least Generalized Dependence (Q5451126) (← links)