Three kinds of discrete approximations of statistical multivariate distributions and their applications.
Jun YangPing HeKai-Tai FangPublished in: J. Multivar. Anal. (2022)
Keyphrases
- multivariate gaussian
- multivariate normal
- statistical tests
- statistical analysis
- efficient algorithms to compute
- finite mixtures
- dependence structure
- covariance matrix
- statistical models
- finite number
- regression model
- statistical inference
- kullback leibler divergence
- discrete version
- probability distribution function
- information theory
- closed form
- confidence intervals
- efficient computation
- information theoretic
- genetic algorithm
- multivariate regression
- random variables
- discrete geometry
- heavy tailed
- covariance matrices
- gaussian distribution