A class of models for uncorrelated random variables

DOI10.1016/J.JMVA.2010.03.011MaRDI QIDQ979239zbMATH OpenOpenAlexFDO

Authors Nader Ebrahimi, Ehsan S. Soofi, G. G. Hamedani, Hans W. Volkmer

Publication date 25 June 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://epublications.marquette.edu/mscs_fac/9

zbMATH Keywords

dependenceKendall's taumutual informationconvolutionSpearman's rhostochastic equivalenceFarlie-Gumbel-Morgensternsub-independence

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

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Cited in

(11)

• On dynamic mutual information for bivariate lifetimes
• Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
• Convolution without independence
• Semiparametric identification of the bid-ask spread in extended Roll models
• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
• Models based on partial information about survival and hazard gradient
• Bayesian Instrumental Variables: Priors and Likelihoods
• Sets of random variables with a given uncorrelation structure
• Uncorrelatedness sets for random variables with given distributions
• scientific article; zbMATH DE number 7688003 (Why is no real title available?)
• Sub-independence: an expository perspective

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