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Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions

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  • REINALDO B. ARELLANO-VALLE
  • JAVIER E. CONTRERAS-REYES
  • MARC G. GENTON

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Suggested Citation

  • Reinaldo B. Arellano-Valle & Javier E. Contreras-Reyes & Marc G. Genton, 2013. "Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(1), pages 42-62, March.
    • Handle: RePEc:bla:scjsta:v:40:y:2013:i:1:p:42-62
    DOI: j.1467-9469.2011.00774.x
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    Cited by:

    1. Mêgnigbêto, Eustache, 2014. "Efficiency, unused capacity and transmission power as indicators of the Triple Helix of university–industry–government relationships," Journal of Informetrics, Elsevier, vol. 8(1), pages 284-294.
    2. Riquelme, Marco & Bolfarine, Heleno & Galea, Manuel, 2015. "Robust linear functional mixed models," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 82-98.
    3. Tomaso Aste, 2021. "Stress Testing and Systemic Risk Measures Using Elliptical Conditional Multivariate Probabilities," JRFM, MDPI, vol. 14(5), pages 1-17, May.
    4. Salah H. Abid & Uday J. Quaez & Javier E. Contreras-Reyes, 2021. "An Information-Theoretic Approach for Multivariate Skew- t Distributions and Applications," Mathematics, MDPI, vol. 9(2), pages 1-13, January.
    5. Christian Caamaño-Carrillo & Javier E. Contreras-Reyes, 2022. "A Generalization of the Bivariate Gamma Distribution Based on Generalized Hypergeometric Functions," Mathematics, MDPI, vol. 10(9), pages 1-17, May.
    6. Contreras-Reyes, Javier E., 2015. "Rényi entropy and complexity measure for skew-gaussian distributions and related families," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 84-91.
    7. Contreras-Reyes, Javier E. & Kharazmi, Omid, 2023. "Belief Fisher–Shannon information plane: Properties, extensions, and applications to time series analysis," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
    8. Contreras-Reyes, Javier E., 2014. "Asymptotic form of the Kullback–Leibler divergence for multivariate asymmetric heavy-tailed distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 200-208.
    9. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 36-59.

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