Kullback-Leibler Divergence Measure for Multivariate Skew-Normal Distributions

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dc.contributor.authorContreras-Reyes, Javier E.
dc.contributor.authorArellano-Valle, Reinaldo B.
dc.date.accessioned2025-01-20T23:57:12Z
dc.date.available2025-01-20T23:57:12Z
dc.date.issued2012
dc.description.abstractThe aim of this work is to provide the tools to compute the well-known Kullback-Leibler divergence measure for the flexible family of multivariate skew-normal distributions. In particular, we use the Jeffreys divergence measure to compare the multivariate normal distribution with the skew-multivariate normal distribution, showing that this is equivalent to comparing univariate versions of these distributions. Finally, we applied our results on a seismological catalogue data set related to the 2010 Maule earthquake. Specifically, we compare the distributions of the local magnitudes of the regions formed by the aftershocks.
dc.description.funderFONDECYT, Chile
dc.fuente.origenWOS
dc.identifier.doi10.3390/e14091606
dc.identifier.eissn1099-4300
dc.identifier.urihttps://doi.org/10.3390/e14091606
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/95197
dc.identifier.wosidWOS:000309268200001
dc.issue.numero9
dc.language.isoen
dc.pagina.final1626
dc.pagina.inicio1606
dc.revistaEntropy
dc.rightsacceso restringido
dc.subjectskew-normal
dc.subjectcross-entropy
dc.subjectKullback-Leibler divergence
dc.subjectJeffreys divergence
dc.subjectearthquakes
dc.subjectnonparametric clustering
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleKullback-Leibler Divergence Measure for Multivariate Skew-Normal Distributions
dc.typeartículo
dc.volumen14
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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