Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
type: Item
instance of: scholarly article
title: Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
zbMATH Open document ID: 1395.62008
author: Javier E. Contreras-Reyes
published in: Physica A
publication date: 2018-09-20T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6939659
zbMATH Keywords: Kullback-Leibler divergence
zbMATH Keywords: skew-\(t\)
zbMATH Keywords: skew-normal
zbMATH Keywords: heavy tails
zbMATH Keywords: skewness
describes a project that uses: R
describes a project that uses: skewtools
describes a project that uses: QUADPACK
MaRDI profile type: Publication
full work available at URL: j.physa.2013.10.035
OpenAlex ID: W2076024899
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DOI: 10.1016/J.PHYSA.2013.10.035
description: scientific article; zbMATH DE number 6939659