Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Entropy measure for the quantification of upper quantile interdependence in multivariate distributions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Entropy measure for the quantification of upper quantile interdependence in multivariate distributions |
scientific article |
Statements
Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (English)
0 references
10 September 2015
0 references
multivariate interdependence
0 references
entropy
0 references
extremal coefficient
0 references
0 references
0 references
0 references
0 references
0.92316467
0 references
0.89559233
0 references
0.8936136
0 references
0.8907421
0 references
0.8887646
0 references
0.88559204
0 references
0 references
0.87915504
0 references
