On dominations between measures of dependence

Richard C. Bradley, Wlodzimierz Bryc and Svante Janson

Journal of Multivariate Analysis, 1987, vol. 23, issue 2, 312-329

Abstract: Suppose one has two measures of dependence between two or more families of random variables. One of the measures is said to "dominate" the other if the latter becomes arbitrarily small as the former becomes sufficiently small. A description is given of the entire pattern of dominations between arbitrary pairs of measures of dependence that are based on the usual norms of the bilinear form "covariance". Also, for a broader class of measures of dependence, some carlier "domination inequalities" are shown to be essentially sharp.

Keywords: Measures; of; dependence; domination; equivalence; interpolation (search for similar items in EconPapers)
Date: 1987
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(87)90160-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:23:y:1987:i:2:p:312-329

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().