Shannon entropy and Kullback–Leibler divergence in multivariate log fundamental skew‐normal and related distributions
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Publication:5507356
DOI10.1002/cjs.11285zbMath1357.62033arXiv1408.4755MaRDI QIDQ5507356
Rosangela H. Loschi, Roger W. C. Silva, Marina M. de Queiroz
Publication date: 19 December 2016
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.4755
62P12: Applications of statistics to environmental and related topics
62F15: Bayesian inference
62H05: Characterization and structure theory for multivariate probability distributions; copulas
94A17: Measures of information, entropy
62B10: Statistical aspects of information-theoretic topics