Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions.
Sung Nok ChiuKwong-Ip LiuPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- goodness of fit
- von mises
- heavy tailed
- gaussian distribution
- kl divergence
- chi square
- kolmogorov smirnov
- statistical tests
- cross entropy
- probability density function
- kullback leibler divergence
- mahalanobis distance
- confidence intervals
- information gain
- maximum likelihood
- mutual information
- joint distribution
- statistical analysis