Dependence and Uncertainty: Information Measures using Tsallis Entropy
依赖与不确定性:基于 Tsallis 熵的信息度量
In multivariate analysis, uncertainty arises from two sources: the marginal distributions of the variables and their dependence structure. Quantifying the dependence structure is crucial, as it provides valuable insights into the relationships among components of a random vector. Copula functions effectively capture this dependence structure independent of marginals, making copula-based information measures highly significant. However, existing copula-based information…