INFORMATION MEASURES VIA COPULA FUNCTIONS

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MOHTASHAMI BORZADARAN G.R.; AMINI M.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Journal: JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI) Year:2010 | Volume:7 | Issue:1 Page(s): 47-60

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Title

INFORMATION MEASURES VIA COPULA FUNCTIONS

Author(s)

MOHTASHAMI BORZADARAN G.R. | AMINI M. | Issue Writer Certificate

Keywords

INFORMATION MEASURESQ1

FISHER INFORMATIONQ2

KULLBACK-LEIBLER INFORMATIONQ1

HELLINGER DISTANCEQ1

α -DIVERGENCEQ1

Abstract

In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as KULLBACK-LEIBLER INFORMATION, J-divergence, HELLINGER DISTANCE, a -Divergence, ... and so on. Properties and results related to distance between probability distributions derived via copula functions. Some inequalities are obtained in view of the dependence and INFORMATION MEASURES.

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APA: Copy

MOHTASHAMI BORZADARAN, G.R., & AMINI, M.. (2010). INFORMATION MEASURES VIA COPULA FUNCTIONS. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), 7(1), 47-60. SID. https://sid.ir/paper/129918/en

Vancouver: Copy

MOHTASHAMI BORZADARAN G.R., AMINI M.. INFORMATION MEASURES VIA COPULA FUNCTIONS. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI)[Internet]. 2010;7(1):47-60. Available from: https://sid.ir/paper/129918/en

IEEE: Copy

G.R. MOHTASHAMI BORZADARAN, and M. AMINI, “INFORMATION MEASURES VIA COPULA FUNCTIONS,” JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), vol. 7, no. 1, pp. 47–60, 2010, [Online]. Available: https://sid.ir/paper/129918/en

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