Measures of multivariate dependence based on a distance between Fisher information matrices
| dc.contributor.author | Zografos, K. | en |
| dc.date.accessioned | 2015-11-24T17:25:15Z | |
| dc.date.available | 2015-11-24T17:25:15Z | |
| dc.identifier.issn | 0378-3758 | - |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/13013 | |
| dc.rights | Default Licence | - |
| dc.subject | measures of dependence | en |
| dc.subject | positive dependence | en |
| dc.subject | negative dependence | en |
| dc.subject | total positivity | en |
| dc.subject | fisher's information matrix | en |
| dc.subject | multivariate normal | en |
| dc.subject | ordering of dependence | en |
| dc.subject | distributions | en |
| dc.subject | inequalities | en |
| dc.subject | superadditivity | en |
| dc.subject | covariance | en |
| dc.title | Measures of multivariate dependence based on a distance between Fisher information matrices | en |
| heal.abstract | A distance measure between Fisher information matrices is used to define a class of measures of multivariate dependence between the components of a random vector. Some basic properties are proved for this class of measures. Examples are given to illustrate that the class gives good measures under multivariate normal, multivariate inverted Dirichlet distribution, as well as the bivariate exponential distribution of Arnold and Strauss (1988. J. Amer. Statist. Assoc. 83, 522-527). An ordering of multivariate distributions, when marginals are fixed, is also introduced. (C) 2000 Elsevier Science B.V. All rights reserved. | en |
| heal.access | campus | - |
| heal.fullTextAvailability | TRUE | - |
| heal.identifier.primary | Doi 10.1016/S0378-3758(00)00096-3 | - |
| heal.identifier.secondary | <Go to ISI>://000088487800005 | - |
| heal.identifier.secondary | http://ac.els-cdn.com/S0378375800000963/1-s2.0-S0378375800000963-main.pdf?_tid=5e09b4ce-c6b0-11e2-b360-00000aab0f27&acdnat=1369647337_d72b134be24a174ba2ce2a3982695b69 | - |
| heal.journalName | Journal of Statistical Planning and Inference | en |
| heal.journalType | peer reviewed | - |
| heal.language | en | - |
| heal.publicationDate | 2000 | - |
| heal.publisher | Elsevier | en |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών | el |
| heal.type | journalArticle | - |
| heal.type.el | Άρθρο Περιοδικού | el |
| heal.type.en | Journal article | en |
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