A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure.
Apostolos BatsidisKostas ZografosPublished in: J. Multivar. Anal. (2013)
Keyphrases
- kolmogorov smirnov
- kullback leibler divergence
- distance measure
- high level
- probability distribution
- maximum likelihood
- statistical significance
- maximum a posteriori
- higher level
- neural network
- domain specific
- similarity measure
- bayesian networks
- random variables
- test data
- image sequences
- decision trees
- kl divergence
- test statistic
- social networks