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Entropy measure for the quantification of upper quantile interdependence in multivariate distributions

Lookup NU author(s): Professor Andras BardossyORCiD

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Publication metadata

Author(s): Rodríguez J, Bárdossy A

Publication type: Article

Publication status: Published

Journal: Journal of Multivariate Analysis

Year: 2015

Volume: 140

Pages: 317-324

Print publication date: 01/09/2015

Online publication date: 10/06/2015

Acceptance date: 22/08/2014

ISSN (print): 0047-259X

ISSN (electronic): 1095-7243

Publisher: Academic Press

URL: http://dx.doi.org/10.1016/j.jmva.2015.05.004

DOI: 10.1016/j.jmva.2015.05.004

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