Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
From MaRDI portal
(Redirected from Publication:1782548)
Recommendations
- Kullback-Leibler divergence measure for multivariate skew-normal distributions
- Kullback-Leibler divergence between two multivariate t-distributions
- Shannon entropy and Kullback-Leibler divergence in multivariate log fundamental skew-normal and related distributions
- Information divergence and the generalized normal distribution: a study on symmetricity
- Distributions of the Kullback\,-\,Leibler divergence with applications
Cites work
- A general class of multivariate skew-elliptical distributions
- A Mathematical Theory of Communication
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Expressions for Rényi and Shannon entropies for multivariate distributions
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 5644803 (Why is no real title available?)
- scientific article; zbMATH DE number 107482 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- scientific article; zbMATH DE number 3802727 (Why is no real title available?)
- scientific article; zbMATH DE number 6781492 (Why is no real title available?)
- Information Theoretic Proofs of Entropy Power Inequalities
- Kullback-Leibler divergence measure for multivariate skew-normal distributions
- Moments of random vectors with skew \(t\) distribution and their quadratic forms.
- Multivariate skewt-distribution
- On fundamental skew distributions
- On Information and Sufficiency
- On maximum entropy characterization of Pearson's type II and VII multivariate distributions
- On the infinite divisibility of some skewed symmetric distributions
- Perturbation of numerical confidential data via skew-t distributions
- Shannon entropy and mutual information for multivariate skew-elliptical distributions
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy
Cited in
(15)- Rényi entropy and complexity measure for skew-Gaussian distributions and related families
- Generalized cross entropy method for estimating joint distribution from incomplete information
- Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
- Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem
- Kullback-Leibler divergence measure for multivariate skew-normal distributions
- Kullback-Leibler divergence between two multivariate t-distributions
- Shannon entropy and Kullback-Leibler divergence in multivariate log fundamental skew-normal and related distributions
- Extropy based on records for random variables representing residual life
- Fractional cumulative residual inaccuracy information measure and its extensions with application to chaotic maps
- Information quantity evaluation of multivariate SETAR processes of order one and applications
- Bivariate Kullback–Leibler divergence
- On estimating the information fraction being induced by a finite sequence of moments
- Quantifying the information lost in optimal covariance matrix cleaning
- Preservation law involving information potential and Jensen-variance distance: application to stationary Gaussian processes
This page was built for publication: Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1782548)
