Kullback–Leibler Divergence Measure for Multivariate Skew-Normal Distributions

Kullback–Leibler Divergence Measure for Multivariate Skew-Normal Distributions

The aim of this work is to provide the tools to compute the well-known Kullback–Leibler divergence measure for the flexible family of multivariate skew-normal distributions. In particular, we use the Jeffreys divergence measure to compare the multivariate normal distribution with the skew-multivaria...

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Bibliographic Details
Main Authors: Reinaldo B. Arellano-Valle, Javier E. Contreras-Reyes
Format: Article
Language:English
Published: MDPI AG 2012-09-01
Series:Entropy
Subjects:
skew-normal
cross-entropy
Kullback–Leibler divergence
Jeffreys divergence
earthquakes
nonparametric clustering
Online Access:http://www.mdpi.com/1099-4300/14/9/1606

Internet

http://www.mdpi.com/1099-4300/14/9/1606

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