نویسندگان | Fatemeh Yousefzadeh |
---|---|
همایش | پانزدهمین کنفرانس آمار ایران |
تاریخ برگزاری همایش | 2020-09-09 |
محل برگزاری همایش | یزد |
شماره صفحات | 0-0 |
نوع ارائه | سخنرانی |
سطح همایش | داخلی |
چکیده مقاله
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.
کلید واژه ها: Finite mixture, Risk, Renyi, Skew-t, Shannon, Tsallis, Verma.