A de Bruijn's identity for dependent random variables based on copula theory
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Publication:5358071
DOI10.1017/S0269964815000315zbMATH Open1370.94379MaRDI QIDQ5358071FDOQ5358071
Authors: Nayereh Bagheri Khoolenjani, Mohammad Hossein Alamatsaz 
Publication date: 19 September 2017
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Recommendations
- Extension of de Bruijn's identity to dependent non-Gaussian noise channels
- scientific article; zbMATH DE number 7653414
- deBruijn identities: From Shannon, Kullback-Leibler and Fisher to generalized φ-entropies, φ-divergences and φ-Fisher informations
- Entropy flow and de Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
- INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS
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Cited In (5)
- Entropy flow and de Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
- Title not available (Why is that?)
- Extension of de Bruijn's identity to dependent non-Gaussian noise channels
- INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS
- An alternative proof for the minimum Fisher information of Gaussian distribution
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