Ciclo de Palestras da Estatística – 06/03 (Sexta)

O próximo Ciclo de Palestras da Estatística, com o Professor Reinaldo Arellano (PUC, Chile), ocorrerá na sexta-feira, dia 06/03/15.  

A palestra terá inicio as 15:30 na sala C116. 

A seguir título e resumo da palestra.

Title: Entropy-based measures for multivariate skew-elliptical distributions

Abstract: The entropy and other measures related to mutual information and/or divergence between random vectors, such as the Shannon index and the Kullback-Leibler divergence, have been widely studied in the case of the multivariate normal distribution. We extend these tools to the more flexible families of multivariate skew-elliptical distributions. We study in detail the cases of the multivariate skew-normal and skewt distributions. We illustrate our findings in the context of two real applications.

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