Costa’s concavity inequality for dependent variables based on the multivariate Gaussian copula

DOI10.1017/JPR.2022.128OpenAlexW4365146203MaRDI QIDQ6189092FDOQ6189092

Authors: Fatemeh Asgari, Mohammad Hossein Alamatsaz 

Publication date: 12 January 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2022.128

zbMATH Keywords

Gaussian copulaFisher informationdifferential Entropy

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Information theory (general) (94A15) Measures of information, entropy (94A17)

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