On a measure of dependence based on fisher's information matrix
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Publication:4214012
DOI10.1080/03610929808832186zbMath0930.62063OpenAlexW2085972995MaRDI QIDQ4214012
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Publication date: 13 February 2000
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929808832186
measures of dependencemultivariate normalcanonical correlationsFisher's information matrixinterclass correlationRenyi's axioms
Related Items (5)
On Two Forms of Fisher's Measure of Information ⋮ On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures ⋮ Measuring stochastic dependence using \(\phi\)-divergence ⋮ A measure of mutual complete dependence ⋮ Measures of multivariate dependence based on a distance between Fisher information matrices
Cites Work
- Superadditivity of Fisher's information and logarithmic Sobolev inequalities
- The Cramér-Rao functional and limiting laws
- Majorization, randomness and dependence for multivariate distributions
- On nonparametric measures of dependence for random variables
- Some characteristic properties of the Fisher information matrix via Cacoullos-type inequalities
- Theory of statistical inference and information. Transl. from the Slovak by the author
- Statistical meaning of Carlen's superadditivity of the Fisher information
- An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications
- An informational measure of correlation
- On measures of dependence
- Information gain and a general measure of correlation
- Dependence function for continuous bivariate densities
- A general correlation coefficient for directional data and related regression problems
- A new condition to check the independence of random variables
- Measures of Dependence and Tests of Independence
- Measures of Asociation between vectors
- Measures of dependence in normal models and exponential models by information gain
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