Shannon entropy and mutual information for multivariate skew-elliptical distributions
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Cited in
(23)- Rényi entropy and complexity measure for skew-Gaussian distributions and related families
- Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
- Bayesian multivariate sparse functional principal components analysis with application to longitudinal microbiome multiomics data
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- A novel mixture of Laplace and skew-Laplace distributions: properties, applications and risk analysis for the GBP/USD exchange rates with mean of order P assessment
- Mutual information rate between stationary Gaussian processes
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