Authors | Fatemeh Yousefzadeh |
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Conference Title | پانزدهمین کنفرانس آمار ایران |
Holding Date of Conference | 2020-09-09 |
Event Place | یزد |
Page number | 0-0 |
Presentation | SPEECH |
Conference Level | Internal Conferences |
Abstract
Entropy is a risk measure which has played an important role in quantity of information losses. Also entropy applications have been developed in mixture models. In this paper, we consider a class of skew-t mixture models. Upper and lower bounds for Shannon, Renyi, Tsallis and Verma entropies are found for this model. Then simulation studies are examined on the financial data set.
tags: Finite mixture, Risk, Renyi, Skew-t, Shannon, Tsallis, Verma.