Multivariate dependence measures and data analysis

DOI10.1016/0167-9473(93)90130-LMaRDI QIDQ1361574zbMATHFDO

Authors Harry Joe

Publication date 31 August 1997

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

zbMATH Keywords

Kendall's taumixed datacategorical datameasures of dependencerelative 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

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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Correlation Between a Discrete and a Continuous Variable. Point-Biserial Correlation
• Estimation of entropy and other functionals of a multivariate density
• Majorization, randomness and dependence for multivariate distributions
• Multivariate Correlation Models with Mixed Discrete and Continuous Variables
• Multivariate concordance
• Relative Entropy Measures of Multivariate Dependence

Cited in

(32)

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

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