Statistics & probability letters, 2020-01, Vol.156, p.108587, Article 108587
2020
Details
- Autor(en) / Beteiligte
- Titel
- Cumulants of multiinformation density in the case of a multivariate normal distribution
- Ist Teil von
- Statistics & probability letters, 2020-01, Vol.156, p.108587, Article 108587
- Ort / Verlag
- Elsevier B.V
- Erscheinungsjahr
- 2020
- Link zum Volltext
- Quelle
- Access via ScienceDirect (Elsevier)
- Beschreibungen/Notizen
- We consider a generalization of information density to a partitioning into N≥2 subvectors. We calculate its cumulant-generating function and its cumulants in the particular case of a multivariate normal distribution, showing that these quantities are only a function of all the regression coefficients associated with the partitioning.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0167-7152eISSN: 1879-2103DOI: 10.1016/j.spl.2019.108587Titel-ID: cdi_hal_primary_oai_HAL_hal_02374446v1
- Format
- –
- Schlagworte
- Cumulant-generating function, Cumulants, Dependence, Information, Information Theory, Mathematics, Multiinformation, Mutual information, Probability, Statistics