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 (7)

• 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
• Characterizing variation of nonparametric random probability measures using the Kullback–Leibler divergence
• The Kullback–Leibler Divergence Rate Between Markov Sources
• Information divergence and the generalized normal distribution: a study on symmetricity
• On the f-divergences between densities of a multivariate location or scale family
• Kullback-Leibler divergence measure for multivariate skew-normal distributions

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