Romagnoli, Silvia Measure-invariance of copula functions as tool for testing no-arbitrage assumption. (English) Zbl 1384.62302 J. Comput. Appl. Math. 338, 80-90 (2018). MSC: 62P05 62M10 62H05 62G10 91G20 PDF BibTeX XML Cite \textit{S. Romagnoli}, J. Comput. Appl. Math. 338, 80--90 (2018; Zbl 1384.62302) Full Text: DOI
Wang, Wenzhou; Shi, Limeng; Zhu, Xiaoqian Operational risk aggregation based on business line dependence: a mutual information approach. (English) Zbl 1422.91786 Discrete Dyn. Nat. Soc. 2016, Article ID 6546318, 7 p. (2016). MSC: 91G70 PDF BibTeX XML Cite \textit{W. Wang} et al., Discrete Dyn. Nat. Soc. 2016, Article ID 6546318, 7 p. (2016; Zbl 1422.91786) Full Text: DOI
Guha, Apratim Assessing the dependence structure of the components of hybrid time series processes using mutual information. (English) Zbl 1329.62378 Sankhyā, Ser. B 77, No. 2, 256-292 (2015). MSC: 62M10 60G55 62G05 PDF BibTeX XML Cite \textit{A. Guha}, Sankhyā, Ser. B 77, No. 2, 256--292 (2015; Zbl 1329.62378) Full Text: DOI
Biswas, Atanu; del Carmen Pardo, Maria; Guha, Apratim Auto-association measures for stationary time series of categorical data. (English) Zbl 1309.62147 Test 23, No. 3, 487-514 (2014). MSC: 62M10 62H10 60G10 PDF BibTeX XML Cite \textit{A. Biswas} et al., Test 23, No. 3, 487--514 (2014; Zbl 1309.62147) Full Text: DOI
Bagnato, Luca; De Capitani, Lucio; Punzo, Antonio Testing serial independence via density-based measures of divergence. (English) Zbl 1378.62057 Methodol. Comput. Appl. Probab. 16, No. 3, 627-641 (2014). MSC: 62M10 62G10 62G07 PDF BibTeX XML Cite \textit{L. Bagnato} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 627--641 (2014; Zbl 1378.62057) Full Text: DOI
Biswas, Atanu; Guha, Apratim Time series analysis of categorical data using auto-mutual information. (English) Zbl 1168.62078 J. Stat. Plann. Inference 139, No. 9, 3076-3087 (2009). MSC: 62M10 65C60 PDF BibTeX XML Cite \textit{A. Biswas} and \textit{A. Guha}, J. Stat. Plann. Inference 139, No. 9, 3076--3087 (2009; Zbl 1168.62078) Full Text: DOI
Painlevé, P. Sur les équations différentielles du second ordre et d’ordre supérieur dont l’intégrale générale est uniforme. (French) JFM 32.0340.01 Acta Math. 25, 1-85 (1901). Reviewer: Hamburger, Prof. (Berlin) PDF BibTeX XML Cite \textit{P. Painlevé}, Acta Math. 25, 1--85 (1901; JFM 32.0340.01) Full Text: DOI