Expressions for Rényi and Shannon entropies for multivariate distributions

DOI10.1016/j.spl.2004.10.023zbMath1058.62008MaRDI QIDQ1767750

Saralees Nadarajah, K. Zografos

Publication date: 8 March 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.10.023

zbMATH Keywords

Shannon entropy; Rényi entropy; Elliptically contoured distributions

Mathematics Subject Classification ID

94A17: Measures of information, entropy

62B10: Statistical aspects of information-theoretic topics

62E99: Statistical distribution theory

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Cites Work

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• Rényi information, loglikelihood and an intrinsic distribution measure
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