Multivariate dependence measures and data analysis

DOI10.1016/0167-9473(93)90130-LzbMATH Open0937.62601MaRDI QIDQ1361574FDOQ1361574

Authors: Harry Joe 

Publication date: 31 August 1997

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

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• Relative Entropy Measures of Multivariate Dependence
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zbMATH Keywords

Kendall's taumixed datacategorical datameasures of dependencerelative entropy

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (29)

• Lorenz zonoids and dependence measures: a proposal
• A generalized measure of covariant relations based on relative neighborhood relations
• On measurement of stochastic dependence in multivariate data
• Assessment of Linear Dependencies in Multivariate Data
• Asymptotics of joint maxima for discontinuous random variables
• Title not available (Why is that?)
• Regression analysis and dependence
• Lectures on dependency. Selected topics in multivariate statistics
• Descriptive measures of multivariate scatter and linear dependence
• Estimation and inference for dependence in multivariate data
• Discover dependency pattern among attributes by using a new type of nonlinear multiregression
• Title not available (Why is that?)
• Mutual information and redundancy for categorical data
• On some entropy methods in data analysis
• Extremal behavior of Archimedean copulas
• Title not available (Why is that?)
• The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
• Measuring stochastic dependence using \(\phi\)-divergence
• Extremal attractors of Liouville copulas
• Relative Entropy Measures of Multivariate Dependence
• On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables
• A Primer on Copulas for Count Data
• The Application of a New Dependency Measure to Principal Component Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multivariate dependence modeling based on comonotonic factors
• Title not available (Why is that?)
• From Archimedean to Liouville copulas

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