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Relationship Between Kendall's tau Correlation and Mutual Information
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References

  • 1999An Introduction to Copulas7,812 cited
  • 1938A NEW MEASURE OF RANK CORRELATION7,315 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,354 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals806 cited
  • 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données412 cited
  • 1986Properties of a one-parameter family of bivariate distributions with specified marginals101 cited
  • 1960Distributions des valeurs extrêmes en plusieurs dimensions86 cited
  • 2013The Bivariate Normal Copula83 cited
  • n.d.An information theoretic approach to statistical dependence: copula information60 cited
  • 2009An information-theoretic approach to statistical dependence: Copula information50 cited
  • 2011Estimation of mutual information using copula density function45 cited
  • 2011Mutual information as a measure of multivariate association: analytical properties and statistical estimation26 cited

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