Measuring stochastic dependence using \(\phi\)-divergence
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Publication:2489782
DOI10.1016/j.jmva.2005.04.007zbMath1085.62077MaRDI QIDQ2489782
Konstantinos G. Zografos, Athanasios C. Micheas
Publication date: 28 April 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.04.007
62H99: Multivariate analysis
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
65C05: Monte Carlo methods
62B10: Statistical aspects of information-theoretic topics
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