Title : ( Information Measures via Copula Functions )
Authors: Gholam Reza Mohtashami Borzadaran , Mohammad Amini ,Access to full-text not allowed by authors
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 distances, alpha-divergence,... and so on. Properties and results related to the 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@article{paperid:1019073,
author = {Mohtashami Borzadaran, Gholam Reza and Amini, Mohammad},
title = {Information Measures via Copula Functions},
journal = {پژوهش های آماری ایران-Journal of Statistical Research of Iran},
year = {2010},
volume = {7},
number = {1},
month = {September},
issn = {1735-1294},
pages = {47--60},
numpages = {13},
keywords = {Information Measures; Fisher Information; Kullback-Leibler Information; Hellinger Distance; alpha -Divergence},
}
%0 Journal Article
%T Information Measures via Copula Functions
%A Mohtashami Borzadaran, Gholam Reza
%A Amini, Mohammad
%J پژوهش های آماری ایران-Journal of Statistical Research of Iran
%@ 1735-1294
%D 2010