Cumulants of multiinformation density in the case of a multivariate normal distribution

DOI10.1016/j.spl.2019.108587zbMath1460.62079arXiv1908.06934OpenAlexW2967178293MaRDI QIDQ2288743

Alain Giron, Guillaume Marrelec

Publication date: 20 January 2020

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

Full work available at URL: https://arxiv.org/abs/1908.06934

zbMATH Keywords

cumulantsmutual informationinformationdependencemultiinformationcumulant-generating function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• On the f-divergence and singularity of probability measures
• Information Theoretical Analysis of Multivariate Correlation
• Relative Entropy Measures of Multivariate Dependence
• A general correlation coefficient for directional data and related regression problems
• Multivariate T-Distributions and Their Applications
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