Relative Entropy Measures of Multivariate Dependence

correlation; nonparametric measures of dependence; relative entropies; bivariate measures of association; Pearson's phi-square; conditional measures of dependence; measures of multivariate dependence; multiple- correlation; nominal categorical; ordinal-categorical variables; partial-correlation coefficients; relative reduction in variability

Mathematics Subject Classification ID

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

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