Minimum Description Length Principle for Fat-Tailed Distributions

DOI10.1007/978-3-319-08672-9_10zbMath1297.60008OpenAlexW34005003MaRDI QIDQ2925184

Bono Nonchev

Publication date: 21 October 2014

Published in: Nonlinear Dynamics of Electronic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-08672-9_10

zbMATH Keywords

complexitymodel selectionMDLfat-tails

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10) Positional games (pursuit and evasion, etc.) (91A24)

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