Expressions for Rényi and Shannon entropies for multivariate distributions

DOI10.1016/j.spl.2004.10.023zbMath1058.62008OpenAlexW2093623998MaRDI QIDQ1767750

K. Zografos, Saralees Nadarajah

Publication date: 8 March 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.10.023

zbMATH Keywords

Shannon entropyRényi entropyElliptically contoured distributions

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Statistical distribution theory (62E99)

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Cites Work

• A Mathematical Theory of Communication
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• Entropy inequalities for some multivariate distributions
• Formulas for Rényi information and related measures for univariate distributions.
• On maximum entropy characterization of Pearson's type II and VII multivariate distributions
• Comparison of maximum entropy and higher-order entropy estimators.
• Entropy expressions and their estimators for multivariate distributions
• On the convexity of some divergence measures based on entropy functions
• Entropy expressions for multivariate continuous distributions
• Principal Information Theoretic Approaches
• Rényi information, loglikelihood and an intrinsic distribution measure
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