mggd

CRANmggdMaRDI QIDQ63225FDOQ63225

Multivariate Generalised Gaussian Distribution; Kullback-Leibler Divergence

Nizar Bouhlel, Pierre Santagostini

Last update: 22 March 2023

Copyright license: GNU General Public License

Software version identifier: 1.1.0

Cites work

• A multivariate generalization of the power exponential family of distributions
• Kullback–Leibler Divergence Between Multivariate Generalized Gaussian Distributions
• Parameter Estimation For Multivariate Generalized Gaussian Distributions

This page was built for software: mggd