The t-information and its use in Multivariate Problems and Time-Series Analysis

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SYSNO ASEP	0329211
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	The t-information and its use in Multivariate Problems and Time-Series Analysis
Title	t-informace a její použití v mnohorozměrné analýze a analýze časových řad
Author(s)	Fabián, Zdeněk (UIVT-O)_{SAI, RID}
Source Title	Journal of Statistical Planning and Inference. - : Elsevier - ISSN 0378-3758 Roč. 139, č. 11 (2009), s. 3773-3778
Number of pages	6 s.
Language	eng - English
Country	NL - Netherlands
Keywords	scalar inference function ; correlation ; t-score ; regression ; spectral density
Subject RIV	BB - Applied Statistics, Operational Research
R&D Projects	ME 949 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
UT WOS	000269458500006
EID SCOPUS	68049105108
DOI	10.1016/j.jspi.2009.05.028
Annotation	The second moment of recently introduced scalar inference function can be viewed as generalized Fisher information of the continuous probability distributions. In this paper we call it the t-information and give some possible applications of the new concept.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2010

Number of the records: 1