摘要：AbstractThe Multivariate Exponential Power family is considered for n-dimensional random variables, Z, with a known partition Z (Y,X) of dimensions p and n-p, respectively. An infinitesimal variation of any parameter produces both conditional and marginal distributions perturbations. The aim of our study is to determine the local effect of kurtosis deviations by means of the Kullback-Leibler divergence measure between probability distributions. The additive decomposition of this measure in terms of the conditional and marginal distributions, YǀX and X, has been used to define the relative sensitivity of the conditional distributions family {YǀX=x}. The obtained results show that, for large dimensions, it is nearly p/n.
关键词：Multvariate Exponential Power distributions;Kurtosis;Kullback-Leibler divergence;Relative sensitivity
