Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions (Q1782548)
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scientific article; zbMATH DE number 6939659
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| English | Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions |
scientific article; zbMATH DE number 6939659 |
Statements
Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions (English)
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20 September 2018
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Kullback-Leibler divergence
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skew-\(t\)
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skew-normal
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heavy tails
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skewness
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0.7833046913146973
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0.7818050980567932
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0.7653103470802307
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0.7428739666938782
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0.7336796522140503
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