The t-information and its use in multivariate problems and time-series analysis |
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| Authors: | Zden k Fabi n |
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| Affiliation: | aInstitute of Computer Science, Academy of Sciences of the Czech Republic, Pod vodárenskou věží 2, Prague 18200, Czech Republic |
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| Abstract: | ![]()
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. |
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| Keywords: | Scalar inference function Correlation t-score Regression Spectral density |
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