Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
DOI10.1016/J.JMVA.2014.06.014zbMATH Open1298.62013OpenAlexW1965054760MaRDI QIDQ406508FDOQ406508
Authors: Nima Y. Jalali, Ehsan S. Soofi, Nader Ebrahimi 
Publication date: 8 September 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.06.014
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copulautilityentropymutual informationconvolutionelliptical distributionMarshall-Olkinpredictabilityshock modelsSarmanov families
Statistical aspects of information-theoretic topics (62B10) Measures of association (correlation, canonical correlation, etc.) (62H20) Information theory (general) (94A15) Measures of information, entropy (94A17)
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Cited In (8)
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Component importance based on dependence measures
- On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
- An application of copulas to OPEC’s changing influence on fossil fuel prices
- Probabilistic sensitivity measures as information value
- Lautum Information
- Information measures of kernel estimation
- Some properties of the cumulative residual entropy of coherent and mixed systems
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