CV


Fatemeh Yousefzadeh

Fatemeh Yousefzadeh

Associate Professor

Faculty: Mathematics and Statistics

Department: Statistics

Degree: Doctoral

CV
Fatemeh Yousefzadeh

Associate Professor Fatemeh Yousefzadeh

Faculty: Mathematics and Statistics - Department: Statistics Degree: Doctoral |

Bounds on Some Entropy Risk Measures for Finite Mixtures of Multivariate Skew-t Distributions

AuthorsFatemeh Yousefzadeh
Conference Titleپانزدهمین کنفرانس آمار ایران
Holding Date of Conference2020-09-09
Event Placeیزد
Page number0-0
PresentationSPEECH
Conference LevelInternal 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.

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