Multivariate dependence measures and data analysis

DOI10.1016/0167-9473(93)90130-LMaRDI QIDQ1361574zbMATH OpenFDO

Authors Harry Joe

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(93)90130-L

zbMATH Keywords

categorical dataKendall's taumeasures of dependencemixed datarelative entropy

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Relative Entropy Measures of Multivariate Dependence
• On measurement of stochastic dependence in multivariate data
• On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables
• On generalized measures of entropy and dependence

Cites work

• Correlation Between a Discrete and a Continuous Variable. Point-Biserial Correlation
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• Majorization, randomness and dependence for multivariate distributions
• Multivariate concordance
• Multivariate Correlation Models with Mixed Discrete and Continuous Variables
• Relative Entropy Measures of Multivariate Dependence

Cited in

(33)

• Extremal attractors of Liouville copulas
• On some entropy methods in data analysis
• The knowledge content of statistical data
• Descriptive measures of multivariate scatter and linear dependence
• The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
• Regression analysis and dependence
• Lectures on dependency. Selected topics in multivariate statistics
• Estimation and inference for dependence in multivariate data
• Measuring stochastic dependence using \(\phi\)-divergence
• Discover dependency pattern among attributes by using a new type of nonlinear multiregression
• A generalized measure of covariant relations based on relative neighborhood relations
• Lorenz zonoids and dependence measures: a proposal
• Extremal behavior of Archimedean copulas
• scientific article; zbMATH DE number 3858149 (Why is no real title available?)
• Assessment of Linear Dependencies in Multivariate Data
• scientific article; zbMATH DE number 3965211 (Why is no real title available?)
• Relative Entropy Measures of Multivariate Dependence
• scientific article; zbMATH DE number 1943777 (Why is no real title available?)
• The Application of a New Dependency Measure to Principal Component Analysis
• scientific article; zbMATH DE number 2079515 (Why is no real title available?)
• Mutual information and redundancy for categorical data
• Dependence measure: a comparative study
• scientific article; zbMATH DE number 954238 (Why is no real title available?)
• A measure of general functional dependence between two continuous variables
• Multivariate dependence modeling based on comonotonic factors
• A note on learning dependence under severe uncertainty
• scientific article; zbMATH DE number 6467841 (Why is no real title available?)
• A Primer on Copulas for Count Data
• On measurement of stochastic dependence in multivariate data
• scientific article; zbMATH DE number 7713275 (Why is no real title available?)
• Asymptotics of joint maxima for discontinuous random variables
• On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables
• From Archimedean to Liouville copulas

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