Kullback-Leibler divergence between two multivariate t-distributions

MaRDI QIDQ5487718zbMATHFDO

Authors Peng Bai

Publication date 11 September 2006

Mathematics Subject Classification ID

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

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Cited in

(7)

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• Information divergence and the generalized normal distribution: a study on symmetricity
• On the f-divergences between densities of a multivariate location or scale family
• Shannon entropy and Kullback-Leibler divergence in multivariate log fundamental skew-normal and related distributions
• Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
• Kullback-Leibler divergence measure for multivariate skew-normal distributions
• The Kullback–Leibler Divergence Rate Between Markov Sources

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