kullback–leibler divergence measure for multivariate skew-normal distributions

Clicks: 107
ID: 205484
2012
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Abstract
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-multivariate normal distribution, showing that this is equivalent to comparing univariate versions of these distributions. Finally, we applied our results on a seismological catalogue data set related to the 2010 Maule earthquake. Specifically, we compare the distributions of the local magnitudes of the regions formed by the aftershocks.
Reference Key
arellano-valle2012entropykullbackleibler Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Reinaldo B. Arellano-Valle;Javier E. Contreras-Reyes
Journal European journal of medicinal chemistry
Year 2012
DOI
10.3390/e14091606
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