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Information Journal Paper

Title

INFORMATION MEASURES VIA COPULA FUNCTIONS

Pages

  47-60

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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  • Cite

    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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