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dc.contributor.authorZografos, K.en
dc.date.accessioned2015-11-24T17:25:15Z-
dc.date.available2015-11-24T17:25:15Z-
dc.identifier.issn0378-3758-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/13013-
dc.rightsDefault Licence-
dc.subjectmeasures of dependenceen
dc.subjectpositive dependenceen
dc.subjectnegative dependenceen
dc.subjecttotal positivityen
dc.subjectfisher's information matrixen
dc.subjectmultivariate normalen
dc.subjectordering of dependenceen
dc.subjectdistributionsen
dc.subjectinequalitiesen
dc.subjectsuperadditivityen
dc.subjectcovarianceen
dc.titleMeasures of multivariate dependence based on a distance between Fisher information matricesen
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.primaryDoi 10.1016/S0378-3758(00)00096-3-
heal.identifier.secondary<Go to ISI>://000088487800005-
heal.identifier.secondaryhttp://ac.els-cdn.com/S0378375800000963/1-s2.0-S0378375800000963-main.pdf?_tid=5e09b4ce-c6b0-11e2-b360-00000aab0f27&acdnat=1369647337_d72b134be24a174ba2ce2a3982695b69-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικώνel
heal.publicationDate2000-
heal.abstractA 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.publisherElsevieren
heal.journalNameJournal of Statistical Planning and Inferenceen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά). ΜΑΘ

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