Gómez Villegas, Miguel ÁngelMain Yaque, PalomaNavarro, H.Susi García, María Del Rosario2023-06-192023-06-192013-07-01Gómez Villegas, M. A., Main Yaque, P., Navarro, H. & Sus García, M. R. «Assessing the Effect of Kurtosis Deviations from Gaussianity on Conditional Distributions». Applied Mathematics and Computation, vol. 219, n.o 21, julio de 2013, pp. 10499-505. DOI.org (Crossref), https://doi.org/10.1016/j.amc.2013.04.031.0096-300310.1016/j.amc.2013.04.031https://hdl.handle.net/20.500.14352/33338The multivariate exponential power family is considered for n-dimensional random variables, Z, with a known partition Z equivalent to (Y, X) of dimensions p and n - p, respectively, with interest focusing on the conditional distribution Y vertical bar X. An infinitesimal variation of any parameter of the joint distribution produces perturbations in both the conditional and marginal distributions. The aim of the study was to determine the local effect of kurtosis deviations using the Kullback-Leibler divergence measure between probability distributions. The additive decomposition of this measure in terms of the conditional and marginal distributions, Y vertical bar X and X, is used to define a relative sensitivity measure of the conditional distribution family {Y vertical bar X = x}. Finally, simulated results suggest that for large dimensions, the measure is approximately equal to the ratio p/n, and then the effect of non-normality with respect to kurtosis depends only on the relative size of the variables considered in the partition of the random vector.engjournal articlehttps//doi.org/10.1016/j.amc.2013.04.031http://www.sciencedirect.com/science/article/pii/S0096300313004463restricted access519.2Multivariate exponential power distributionsKurtosisKullback-Leibler divergenceRelative sensitivityEstadística matemática (Matemáticas)1209 Estadística