文章基本信息

标题：Relative Sensitivity of Conditional Distributions to Kurtosis Deviations in the Joint Model
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作者：Miguel A. Gómez-Villegas ; Miguel A. Gómez-Villegas ; Paloma Main 等
期刊名称：Procedia - Social and Behavioral Sciences
印刷版ISSN：1877-0428
出版年度：2010
卷号：2
期号：6
页码：7664-7665
DOI：10.1016/j.sbspro.2010.05.168
语种：English
出版社：Elsevier
摘要：AbstractThe Multivariate Exponential Power family is considered for n-dimensional random variables, Z, with a known partition Z (Y,X) of dimensions p and n-p, respectively. An infinitesimal variation of any parameter produces both conditional and marginal distributions perturbations. The aim of our study is to determine the local effect of kurtosis deviations by means of the Kullback-Leibler divergence measure between probability distributions. The additive decomposition of this measure in terms of the conditional and marginal distributions, YǀX and X, has been used to define the relative sensitivity of the conditional distributions family {YǀX=x}. The obtained results show that, for large dimensions, it is nearly p/n.
关键词：Multvariate Exponential Power distributions;Kurtosis;Kullback-Leibler divergence;Relative sensitivity