Kullback-Leibler divergence measure for multivariate skew-normal distributions (Q406157)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Kullback-Leibler divergence measure for multivariate skew-normal distributions |
scientific article |
Statements
Kullback-Leibler divergence measure for multivariate skew-normal distributions (English)
0 references
8 September 2014
0 references
Summary: The aim of this work is to provide the tools to compute the well-known Kullback-Leibler divergence measure for the flexible family of multivariate skew-normal distributions. In particular, we use the Jeffreys divergence measure to compare the multivariate normal distribution with the skew-multivariate normal distribution, showing that this is equivalent to comparing univariate versions of these distributions. Finally, we applied our results on a seismological catalogue data set related to the 2010 Maule earthquake. Specifically, we compare the distributions of the local magnitudes of the regions formed by the aftershocks.
0 references
skew-normal
0 references
cross-entropy
0 references
Kullback-Leibler divergence
0 references
Jeffreys divergence
0 references
earthquakes
0 references
nonparametric clustering
0 references
0 references