Title of article
Information Measures via Copula Functions
Author/Authors
Mohtashami Borzadaran, g.r ferdowsi university of mashhad - Department of Statistics and Department of Statistics and, مشهد, ايران , Amini, m ferdowsi university of mashhad - Department of Statistics and Ordered and Spatial Data Centerof Excellence, مشهد, ايران
From page
37
To page
46
Abstract
In applications of differential geometry to problems of parametricinference, the notion of divergence is often used to measure the separationbetween two parametric densities. Among them, in this paper, we will verifymeasures such as Kullback-Leibler information, J-divergence, Hellingerdistance, α-Divergence, . . . and so on. Properties and results related to distancebetween probability distributions derived via copula functions. Someinequalities are obtained in view of the dependence and information measures.
Keywords
Information measures% Fisher information% Kullback , Leiblerinformation% Hellinger distance% α , divergence
Journal title
Journal of Statistical Research of Iran
Journal title
Journal of Statistical Research of Iran
Record number
2579518
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