Title : ( Information Measures via Copula Functions )
Authors: Gholam Reza Mohtashami Borzadaran , Mohammad Amini ,
Full TextAbstract
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 distances, alpha -Divergence,... and so on. Properties and results related to distance between probability distributions derived via copula functions. Some results and inequalities obtained in view of dependence and information measures.
Keywords
, Information Measures, Fisher Information, Kullback-Leibler Information, Hellinger Distance, alpha -Divergence
@inproceedings{paperid:1011504,
author = {Mohtashami Borzadaran, Gholam Reza and Amini, Mohammad},
title = {Information Measures via Copula Functions},
booktitle = {هفتمین سمینار احتمال و فرآیندهای تصادفی},
year = {2009},
location = {اصفهان, IRAN},
keywords = {Information Measures; Fisher Information;
Kullback-Leibler Information; Hellinger Distance;
alpha -Divergence},
}
%0 Conference Proceedings
%T Information Measures via Copula Functions
%A Mohtashami Borzadaran, Gholam Reza
%A Amini, Mohammad
%J هفتمین سمینار احتمال و فرآیندهای تصادفی
%D 2009
