Entropy-based test for generalised Gaussian distributions

DOI10.1016/j.csda.2022.107502OpenAlexW3093171338WikidataQ114191827 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

zbMATH Keywords

maximum entropy principleShannon entropygoodness-of-fit testgeneralised Gaussian distributionnearest neighbour estimator of entropy

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Cites Work

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