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"Entropy measure for the quantification of upper quantile interdependence ..."

Jhan Rodríguez, András Bárdossy (2015)

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DOI: 10.1016/J.JMVA.2015.05.004

access: open

type: Journal Article

metadata version: 2021-02-17

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  dblp key:
  - journals/ma/RodriguezB15
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  - https://dblp.org/rec/journals/ma/RodriguezB15
Jhan Rodríguez, András Bárdossy:
Entropy measure for the quantification of upper quantile interdependence in multivariate distributions. J. Multivar. Anal. 140: 317-324 (2015)

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