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Shannon entropy and Kullback-Leibler divergence in multivariate log fundamental skew-normal and related distributions

  • Published:2016-04-15 Issue:2 Volume:44 Page:219-237
  • ISSN:0319-5724
  • Container-title:Canadian Journal of Statistics
  • language:en
  • Short-container-title:Can. J. Statistics

Author:

De Queiroz Marina M.1,Silva Roger W. C.1,Loschi Rosangela H.1

Affiliation:

1. Department of Statistics; Federal University of Minas Gerais; Belo Horizonte Brazil

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference25 articles.

1. Entropy expressions and their estimators for multivariate distributions;Ahmed;IEEE Transactions on Information Theory,1989

2. Shannon entropy and mutual information for multivariate skew-elliptical distributions;Arellano-Valle;Scandinavian Journal of Statistics,2013

3. On fundamental skew distributions;Arellano-Valle;Journal of Multivariate Analysis,2005

4. A class of distributions which includes the normal ones;Azzalini;Scandinavian Journal of Statistics,1985

5. The multivariate skew-normal distribution;Azzalini;Biometrika,1996

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