Title :
Information theoretic measures of distances and their econometric applications
Author :
Cicalese, Ferdinando ; Gargano, Luisa ; Vaccaro, Ugo
Author_Institution :
Dipt. di Inf., Univ. di Salerno, Salerno, Italy
Abstract :
We introduce two new information theoretic measures of distances among probability distributions and we discuss their possible applications to Econometrics.
Keywords :
econometrics; information theory; statistical distributions; econometrics; information theoretic measures; probability distributions; Econometrics; Entropy; Indexes; Information theory; Lattices; Vectors;
Conference_Titel :
Information Theory Proceedings (ISIT), 2013 IEEE International Symposium on
Conference_Location :
Istanbul
DOI :
10.1109/ISIT.2013.6620258