Academic literature on the topic 'Mutual independence'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Mutual independence.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Mutual independence"
Wise, Gary L., and Eric B. Hall. "On mutual independence." Statistics & Probability Letters 17, no. 5 (August 1993): 395–98. http://dx.doi.org/10.1016/0167-7152(93)90260-p.
Full textMUROFUSHI, T., and M. SUGENO. "CHOQUET INTEGRAL MODELS AND INDEPENDENCE CONCEPTS IN MULTIATTRIBUTE UTILITY THEORY." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 08, no. 04 (August 2000): 385–415. http://dx.doi.org/10.1142/s0218488500000289.
Full textPeek. "MUTUAL INDEPENDENCE OF CONVERGENCE CONDITIONS." Real Analysis Exchange 19, no. 1 (1993): 39. http://dx.doi.org/10.2307/44153801.
Full textMeo, R. "Maximum independence and mutual information." IEEE Transactions on Information Theory 48, no. 1 (2002): 318–24. http://dx.doi.org/10.1109/18.971763.
Full textMonfort, Alain. "Mutual Independence off Test Statistics–Solution." Econometric Theory 3, no. 3 (June 1987): 464. http://dx.doi.org/10.1017/s0266466600010501.
Full textMonfort, Alain. "Mutual Independence of F Test Statistics." Econometric Theory 2, no. 1 (April 1986): 156. http://dx.doi.org/10.1017/s0266466600011439.
Full textBerrett, T. B., and R. J. Samworth. "Nonparametric independence testing via mutual information." Biometrika 106, no. 3 (June 4, 2019): 547–66. http://dx.doi.org/10.1093/biomet/asz024.
Full textBukhori, Saiful, Wiji Uta, and Anang Andrianto. "Development of Networks Model in The Serious Game of Agribusiness Management for Decision Making." INTERNATIONAL JOURNAL OF COMPUTERS & TECHNOLOGY 10, no. 8 (August 30, 2013): 1934–42. http://dx.doi.org/10.24297/ijct.v10i8.1476.
Full textNelsen, Roger B., and Manuel Úbeda-Flores. "How close are pairwise and mutual independence?" Statistics & Probability Letters 82, no. 10 (October 2012): 1823–28. http://dx.doi.org/10.1016/j.spl.2012.06.006.
Full textFu, Richard, and Lei Wedge. "Board Independence and Mutual Fund Manager Turnover." Financial Review 46, no. 4 (October 5, 2011): 621–41. http://dx.doi.org/10.1111/j.1540-6288.2011.00314.x.
Full textDissertations / Theses on the topic "Mutual independence"
Plaxco, David Bryant. "Relationship Between Students' Proof Schemes and Definitions." Thesis, Virginia Tech, 2011. http://hdl.handle.net/10919/32930.
Full textMaster of Science
Li, Yi. "Goodness-of-Fit Tests For Dirichlet Distributions With Applications." Bowling Green State University / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1435003723.
Full textSvensson, Anna, and Gustaf Jademyr. "Mutual Fund Performance : A comparison between large and small independent fund companies’ Sweden funds." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15873.
Full textLiskov, Moses 1975. "New tools in cryptography : mutually independent commitments, tweakable block ciphers, and plaintext awareness via key registration." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/28533.
Full textChiou, Lu-Yi, and 邱露逸. "The Board Independence and Conflicts of Interests in the U.S. Mutual Fund Families." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/35381744399832785512.
Full text元智大學
財務金融學系
98
This study extends Gaspar, Massa and Matos (2006) by considering corporate governance of low family value funds ranked by their net style returns. By analyzing the sample combined with EDGAR and CRSP Mutual Fund Database from 2002 to 2008, the result suggests that low value fund’s ratio of board independence helps monitor the cross fund subsidization conducted by fund family relative to funds in different families. The result of board concentration on low value fund implies that independent directors sitting on many funds tend to become rubber stamps, failing to exercise fiduciary duties. But the result of an independent chairman dummy is inconsistent with my hypothesis.
Zhang, Qichun, and A. Wang. "Decoupling control in statistical sense: minimised mutual information algorithm." 2016. http://hdl.handle.net/10454/17337.
Full textThis paper presents a novel concept to describe the couplings among the outputs of the stochastic systems which are represented by NARMA models. Compared with the traditional coupling description, the presented concept can be considered as an extension using statistical independence theory. Based on this concept, the decoupling control in statistical sense is established with the necessary and sufficient conditions for complete decoupling. Since the complete decoupling is difficult to achieve, a control algorithm has been developed using the Cauchy-Schwarz mutual information criterion. Without modifying the existing control loop, this algorithm supplies a compensative controller to minimise the statistical couplings of the system outputs and the local stability has been analysed. In addition, a further discussion illustrates the combination of the presented control algorithm and data-based mutual information estimation. Finally, a numerical example is given to show the feasibility and efficiency of the proposed algorithm.
Guetsop, Nangue Aurélien. "Tests de permutation d’indépendance en analyse multivariée." Thèse, 2016. http://hdl.handle.net/1866/18476.
Full textLe travail établit une équivalence en termes de puissance entre les tests basés sur la alpha-distance de covariance et sur le critère d'indépendance de Hilbert-Schmidt (HSIC) avec fonction caractéristique de distribution de probabilité stable d'indice alpha avec paramètre d'échelle suffisamment petit. Des simulations en grandes dimensions montrent la supériorité des tests de distance de covariance et des tests HSIC par rapport à certains tests utilisant les copules. Des simulations montrent également que la distribution de Pearson de type III, très utile et moins connue, approche la distribution exacte de permutation des tests et donne des erreurs de type I précises. Une nouvelle méthode de sélection adaptative des paramètres d'échelle pour les tests HSIC est proposée. Trois simulations, dont deux sont empruntées de l'apprentissage automatique, montrent que la nouvelle méthode de sélection améliore la puissance des tests HSIC. Le problème de tests d'indépendance entre deux vecteurs est généralisé au problème de tests d'indépendance mutuelle entre plusieurs vecteurs. Le travail traite aussi d'un problème très proche à savoir, le test d'indépendance sérielle d'une suite multidimensionnelle stationnaire. La décomposition de Möbius des fonctions caractéristiques est utilisée pour caractériser l'indépendance. Des tests généralisés basés sur le critère d'indépendance de Hilbert-Schmidt et sur la distance de covariance en sont obtenus. Une équivalence est également établie entre le test basé sur la distance de covariance et le test HSIC de noyau caractéristique d'une distribution stable avec des paramètres d'échelle suffisamment petits. La convergence faible du test HSIC est obtenue. Un calcul rapide et précis des valeurs-p des tests développés utilise une distribution de Pearson de type III comme approximation de la distribution exacte des tests. Un résultat fascinant est l'obtention des trois premiers moments exacts de la distribution de permutation des statistiques de dépendance. Une méthodologie similaire a été développée pour le test d'indépendance sérielle d'une suite. Des applications à des données réelles environnementales et financières sont effectuées.
The main result establishes the equivalence in terms of power between the alpha-distance covariance test and the Hilbert-Schmidt independence criterion (HSIC) test with the characteristic kernel of a stable probability distribution of index alpha with sufficiently small scale parameters. Large-scale simulations reveal the superiority of these two tests over other tests based on the empirical independence copula process. They also establish the usefulness of the lesser known Pearson type III approximation to the exact permutation distribution. This approximation yields tests with more accurate type I error rates than the gamma approximation usually used for HSIC, especially when dimensions of the two vectors are large. A new method for scale parameter selection in HSIC tests is proposed which improves power performance in three simulations, two of which are from machine learning. The problem of testing mutual independence between many random vectors is addressed. The closely related problem of testing serial independence of a multivariate stationary sequence is also considered. The Möbius transformation of characteristic functions is used to characterize independence. A generalization to p vectors of the alpha -distance covariance test and the Hilbert-Schmidt independence criterion (HSIC) test with the characteristic kernel of a stable probability distributionof index alpha is obtained. It is shown that an HSIC test with sufficiently small scale parameters is equivalent to an alpha -distance covariance test. Weak convergence of the HSIC test is established. A very fast and accurate computation of p-values uses the Pearson type III approximation which successfully approaches the exact permutation distribution of the tests. This approximation relies on the exact first three moments of the permutation distribution of any test which can be expressed as the sum of all elements of a componentwise product of p doubly-centered matrices. The alpha -distance covariance test and the HSIC test are both of this form. A new selection method is proposed for the scale parameter of the characteristic kernel of the HSIC test. It is shown in a simulation that this adaptive HSIC test has higher power than the alpha-distance covariance test when data are generated from a Student copula. Applications are given to environmental and financial data.
Morgado, Claudia Frederica. "Mutually independent." Thesis, 2008. http://hdl.handle.net/10539/5736.
Full textLin, Cheng-Da, and 林政達. "Mutually Independent Hamiltonian Cycles on Arrangement Graphs." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/87850516783128588301.
Full text中原大學
應用數學研究所
99
The arrangement graph An;k, has been used as the underlying topology for many practi- cal multicomputers, and has been extensively studied in the past. In this thesis, we will prove that any An;k where n ¡ k ¸ 3, k ¸ 2, contains k(n ¡ k) mutually independent hamiltonian cycles. More speci¯cally, let N =j V (An;k) j, v(i) 2 V (An;k) for 1 · i · N and hv(1); v(2); ¢ ¢ ¢ ; v(N); v(1)i be a hamiltonian cycle of An;k. We prove that An;k con- tains k(n ¡ k) hamiltonian cycles, denoted by Cl = hv(1); vl(2); ¢ ¢ ¢ ; vl(N); v(1)i for all 1 · l · k(n ¡ k), such that vl(i) 6= vl0 (i) for all 2 · i · N whenever l 6= l0 . The result is optimal since each vertex of An;k has exactly k(n ¡ k) neighbors.
Yu, Da-Chung, and 于大中. "The mutually independent hamiltonian cycles of graphs." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/19498899954146604856.
Full text國立嘉義大學
資訊工程學系研究所
99
For optimizing the network performance, some scholars brought up the concept of mutually independent Hamiltonian cycles to solve the allocation works fairly. Let $G=(V,E)$ be a graph of order $n$. A Hamiltonian cycle of $G$ is a cycle that contains every vertex in $G$. Two Hamiltonian cycles $C_1=\langle u_1, u_2, \cdots, u_n, u_1\rangle$ and $C_2=\langle v_1, v_2, \cdots, v_n, v_1\rangle$ of $G$ are independent if $u_1=v_1$ and $u_i \neq v_i$ for $2\leq i\leq n$. A set of Hamiltonian cycles $\{C_1, C_2, \cdots, C_k\}$ of $G$ is mutually independent if its elements are pairwise independent. The mutually independent hamiltonicity $IHC(G)$ of a graph $G$ is the maximum integer $k$ such that for any vertex $u$ of $G$ there are $k$ mutually independent Hamiltonian cycles of $G$ starting at $u$. This thesis proved that $IHC(B_2)=1$ and $IHC(B_n)=n$ for $n\geq 3$ and $IHC(DL(n;1,2))=4$ for odd $n\geq 5$ and $IHC(DL(n;a,b))=4$ when $gcd(n,a)=gcd(n,b)=gcd(n,b+a)=gcd(n,b-a)=1$, for odd $n\geq 5$ and $a\leq 2$ .
Books on the topic "Mutual independence"
Gorbachev, M. S. On the basis of full equality, independence and mutual respect. Moscow: Novosti Press Agency Publishing House, 1988.
Find full textFinancial independence the smart way: Investing for growth, income, and retirement. Chicago, Ill: Dearborn Financial Pub., 1999.
Find full textInvestment Company Institute (U.S.). Advisory Group on Best Practices for Fund Directors. Enhancing a culture of independence and effectiveness. Washington, DC (1401 H St., NW, Washington 20005): Investment Company Institute, 1999.
Find full textLatvia. Savstarpējās palīdzības pakts starp Latviju un Padomju Sociālistisko Republiku Savienību, 5.X 1939 =: Pact of Mutual Assistance between the Republic of Latvia and the Union of Soviet Socialist Republics, 5.X 1939. Stockholm: Latvian National Foundation, 1986.
Find full textGorbachev, Mikhail Sergeevich. On the basis of full equality, independence and mutual respect: The speech of the General Secretary of the CPSU Central Committee at the Skups tina of the Socialist Federal Republic of Yugoslavia, Belgrade, March 16, 1988. Moscow: Novosti Press Agency Pub. House, 1988.
Find full textMartin, Patricia. Empowering transitions to growth: Creating an independent mutual help group : a ten session packet. [Pullman]: Washington State University, Cooperative Extension, College of Agriculture & Home Economics, 1988.
Find full textKiss your stockbroker goodbye: A guide to independent investing. New York: Broadway Books, 1998.
Find full textKiss your stockbroker goodbye: A guide to independent investing. New York: St. Martin's Press, 1997.
Find full textRetirement Investments 101: Mutual Funds: How to build and maintain financial security and independence. U.S.A.: Pronoun.com, 2016.
Find full textRemus, Darlene de, and Russ Alan Prince. Marketing Mutual Funds Through Independent Advisers. Euromoney Books, 2001.
Find full textBook chapters on the topic "Mutual independence"
Whiteman, Kaye. "Mutual Perceptions in Africa." In State and Society in Francophone Africa since Independence, 269–80. London: Palgrave Macmillan UK, 1995. http://dx.doi.org/10.1007/978-1-349-23826-2_18.
Full textKeziou, Amor, and Philippe Regnault. "Generalized Mutual-Information Based Independence Tests." In Lecture Notes in Computer Science, 454–63. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25040-3_49.
Full textHan, Yijie, and Yoshihide Igarashi. "Derandomization by exploiting redundancy and mutual independence." In Algorithms, 328–37. Berlin, Heidelberg: Springer Berlin Heidelberg, 1990. http://dx.doi.org/10.1007/3-540-52921-7_82.
Full textZhou, Guodong, Lingpeng Yang, Jian Su, and Donghong Ji. "Mutual Information Independence Model Using Kernel Density Estimation for Segmenting and Labeling Sequential Data." In Computational Linguistics and Intelligent Text Processing, 155–66. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-540-30586-6_15.
Full textBujalski, Andrew. "Mutual Appreciation." In 100 American Independent Films, 150–51. London: British Film Institute, 2009. http://dx.doi.org/10.1007/978-1-349-92349-6_58.
Full textDupré, Catherine. "The Rule of Law, Fair Trial and Human Dignity: The Protection of EU Values After LM." In Defending Checks and Balances in EU Member States, 431–42. Berlin, Heidelberg: Springer Berlin Heidelberg, 2021. http://dx.doi.org/10.1007/978-3-662-62317-6_17.
Full textLiskov, Moses, Anna Lysyanskaya, Silvio Micali, Leonid Reyzin, and Adam Smith. "Mutually Independent Commitments." In Advances in Cryptology — ASIACRYPT 2001, 385–401. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/3-540-45682-1_23.
Full textStögbauer, Harald, Ralph G. Andrzejak, Alexander Kraskov, and Peter Grassberger. "Reliability of ICA Estimates with Mutual Information." In Independent Component Analysis and Blind Signal Separation, 209–16. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-30110-3_27.
Full textSuzuki, Taiji, and Masashi Sugiyama. "Estimating Squared-Loss Mutual Information for Independent Component Analysis." In Independent Component Analysis and Signal Separation, 130–37. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-00599-2_17.
Full textBonelli, Matteo. "Intermezzo in the Rule of Law Play: The Court of Justice’s LM Case." In Defending Checks and Balances in EU Member States, 455–76. Berlin, Heidelberg: Springer Berlin Heidelberg, 2021. http://dx.doi.org/10.1007/978-3-662-62317-6_19.
Full textConference papers on the topic "Mutual independence"
Suzuki, Joe. "Mutual Information Estimation: Independence Detection and Consistency." In 2019 IEEE International Symposium on Information Theory (ISIT). IEEE, 2019. http://dx.doi.org/10.1109/isit.2019.8849612.
Full textGonzalez, Mauricio E., and Jorge F. Silva. "Data-Driven Representations for Testing Independence: A Connection with Mutual Information Estimation." In 2020 IEEE International Symposium on Information Theory (ISIT). IEEE, 2020. http://dx.doi.org/10.1109/isit44484.2020.9174158.
Full textMammone, Nadia, Fabio La Foresta, Francesco C. Morabito, Mario Versaci, and Umberto Aguglia. "Mutual information for measuring independence of STLmax time series in the epileptic brain." In 2008 IEEE International Joint Conference on Neural Networks (IJCNN 2008 - Hong Kong). IEEE, 2008. http://dx.doi.org/10.1109/ijcnn.2008.4633914.
Full textHaddad, Patrick, Yannick Teglia, Florent Bernard, and Viktor Fischer. "On the assumption of mutual independence of jitter realizations in P-TRNG stochastic models." In Design Automation and Test in Europe. New Jersey: IEEE Conference Publications, 2014. http://dx.doi.org/10.7873/date2014.052.
Full textHaddad, Patrick, Yannick Teglia, Florent Bernard, and Viktor Fischer. "On the assumption of mutual independence of jitter realizations in P-TRNG stochastic models." In Design Automation and Test in Europe. New Jersey: IEEE Conference Publications, 2014. http://dx.doi.org/10.7873/date.2014.052.
Full textDombrovsky, Leonid, and Dominique Baillis. "A Simple Physical Approach to Model Spectral Radiative Properties of Semi-Transparent Dispersed Materials." In ASME/JSME 2011 8th Thermal Engineering Joint Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/ajtec2011-44011.
Full textPodlazov, Andrey Viktorovich. "Reconstruction of falsified election results using Shpilkin integral method." In 4th International Conference “Futurity designing. Digital reality problems”. Keldysh Institute of Applied Mathematics, 2021. http://dx.doi.org/10.20948/future-2021-18.
Full textTan, Chin An, Arvind Gupta, and Shaungqing Li. "Application of Independent Component Analysis for Sound Source Separation." In ASME 2007 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/detc2007-35834.
Full textJin, Ze, David S. Matteson, and Tianrong Zhang. "Independent Component Analysis Based on Mutual Dependence Measures." In 2019 18th IEEE International Conference On Machine Learning And Applications (ICMLA). IEEE, 2019. http://dx.doi.org/10.1109/icmla.2019.00107.
Full textChien, Jen-Tzung, Hsin-Lung Hsieh, and Sadaoki Furui. "A new mutual information measure for independent component alalysis." In ICASSP 2008 - 2008 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, 2008. http://dx.doi.org/10.1109/icassp.2008.4517985.
Full text