On a measure of dependence based on Fisher's information matrix

dc.contributor.authorZografos, K.en
dc.date.accessioned2015-11-24T17:25:59Z
dc.date.available2015-11-24T17:25:59Z
dc.identifier.issn0361-0926-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/13130
dc.rightsDefault Licence-
dc.subjectmeasures of dependenceen
dc.subjectrenyi's axioms for measures of dependenceen
dc.subjectfisher's information matrixen
dc.subjectcanonical correlationen
dc.subjectmultivariate normalen
dc.subjectinterclass correlationen
dc.subjectrandom-variablesen
dc.subjectinequalitiesen
dc.titleOn a measure of dependence based on Fisher's information matrixen
heal.abstractA class of measures of dependence between two random vectors is defined, in terms of the canonical correlations obtained from Fisher's information matrix. Some basic properties are proved for this class of measures. Examples are given to illustrate that the class gives good measures, under normal models. Interesting measures are also arise for bivariate models where the correlation coefficient does not exist for some values of the parameters of the model.en
heal.accesscampus-
heal.fullTextAvailabilityTRUE-
heal.identifier.primaryDoi 10.1080/03610929808832186-
heal.identifier.secondary<Go to ISI>://000074669900007-
heal.identifier.secondaryhttp://www.tandfonline.com/doi/pdf/10.1080/03610929808832186-
heal.journalNameCommunications in Statistics-Theory and Methodsen
heal.journalTypepeer reviewed-
heal.languageen-
heal.publicationDate1998-
heal.publisherTaylor & Francisen
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικώνel
heal.typejournalArticle-
heal.type.elΆρθρο Περιοδικούel
heal.type.enJournal articleen

Αρχεία

Φάκελος/Πακέτο αδειών

Προβολή: 1 - 1 of 1
Φόρτωση...
Μικρογραφία εικόνας
Ονομα:
license.txt
Μέγεθος:
1.74 KB
Μορφότυπο:
Item-specific license agreed upon to submission
Περιγραφή: