Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions (Q1782548)
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scientific article; zbMATH DE number 6939659
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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