Measuring stochastic dependence using φ-divergence

Journal of Multivariate Analysis

Volumn 97, Issue 3, 2006, Pages 765-784

  Micheas, Athanasios C ^a   Zografos, Konstantinos ^b  

^a UNIVERSITY OF MISSOURI   (United States)

^b UNIVERSITY OF IOANNINA   (Greece)

Author keywords

divergence measures of dependence; Elliptical family of distributions; Monte Carlo methods; Multivariate dependence; Renyi's axioms

Indexed keywords

EID: 32044469148     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.04.007     Document Type: Article

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