Costa’s concavity inequality for dependent variables based on the multivariate Gaussian copula

DOI10.1017/jpr.2022.128OpenAlexW4365146203MaRDI QIDQ6189092

Mohammad Hossein Alamatsaz, Fatemeh Asgari

Publication date: 12 January 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2022.128

zbMATH Keywords

Fisher informationGaussian copuladifferential Entropy

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Measures of information, entropy (94A17) Information theory (general) (94A15)

Cites Work

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• INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS
• An extension of entropy power inequality for dependent random variables
• MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION
• The convolution inequality for entropy powers

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