Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358)
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scientific article; zbMATH DE number 6480462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Entropy measure for the quantification of upper quantile interdependence in multivariate distributions |
scientific article; zbMATH DE number 6480462 |
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Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (English)
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10 September 2015
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multivariate interdependence
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entropy
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extremal coefficient
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0.92316467
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0.89559233
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0.8936136
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0.8907421
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0.8887646
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0.88559204
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0.87915504
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