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.