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