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A measure of statistical complexity based on predictive information
measure of statistical complexity predictive information
2011/1/19
We introduce an information theoretic measure of statistical structure, called ‘binding informa-tion’, for sets of random variables, and compare it with several previously proposed measures in-cluding...
Estimation of the spectral measure of multivariate regularly varying distributions
regularly varying distributions estimation of parameters stable distributions spectral measure
2010/12/9
In the paper, the estimator for the spectral measure of multivariate stable distributions introduced by Davydov and co-workers are extended to the regularly varying distributions. The sampling method ...