Kullback-Leibler divergence between two multivariate t-distributions

zbMATH Open1095.62068MaRDI QIDQ5487718FDOQ5487718

Authors: Peng Bai 

Publication date: 11 September 2006

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Multivariate distribution of statistics (62H10)

Cited In (2)

• Characterizing variation of nonparametric random probability measures using the Kullback–Leibler divergence
• The Kullback–Leibler Divergence Rate Between Markov Sources

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