On dominations between measures of dependence
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.
Year of publication: |
1987
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Authors: | Bradley, Richard C. ; Bryc, Wlodzimierz ; Janson, Svante |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 23.1987, 2, p. 312-329
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Publisher: |
Elsevier |
Keywords: | Measures of dependence domination equivalence interpolation |
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