Entropy-based test for generalised Gaussian distributions
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Publication:2143021
DOI10.1016/j.csda.2022.107502WikidataQ114191827 ScholiaQ114191827MaRDI QIDQ2143021
Dafydd Evans, Mehmet Siddik Cadirci, Vitalii Makogin, Nikolai N. Leonenko
Publication date: 30 May 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2022.107502
maximum entropy principle; Shannon entropy; goodness-of-fit test; generalised Gaussian distribution; nearest neighbour estimator of entropy
62-XX: Statistics
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