Mutual information equals copula entropy

DOI10.1016/S1007-0214(11)70008-6zbMATH Open1265.94034arXiv0808.0845OpenAlexW2964235834MaRDI QIDQ94967FDOQ94967

Authors: Zengqi Sun, Jian Ma 

Publication date: February 2011

Published in: Tsinghua Science and Technology (Search for Journal in Brave)

Abstract: We prove that mutual information is actually negative copula entropy, based on which a method for mutual information estimation is proposed.

Full work available at URL: https://arxiv.org/abs/0808.0845

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zbMATH Keywords

copula entropyempirical copulamutual information

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Cited In (14)

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• Parametric dependence between random vectors via copula-based divergence measures
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