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"Interpretations of Directed Information in Portfolio Theory, Data ..."

Haim H. Permuter, Young-Han Kim, Tsachy Weissman (2011)

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DOI: 10.1109/TIT.2011.2136270

access: closed

type: Journal Article

metadata version: 2020-03-10

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Haim H. Permuter, Young-Han Kim, Tsachy Weissman:
Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing. IEEE Trans. Inf. Theory 57(6): 3248-3259 (2011)

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