Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function.
Simos G. MeintanisJoseph Ngatchou-WandjiEmanuele TauferPublished in: J. Multivar. Anal. (2015)
Keyphrases
- goodness of fit
- null hypothesis
- chi square
- confidence intervals
- kl divergence
- kolmogorov smirnov
- cross entropy
- information theoretic
- statistical tests
- test statistic
- probability distribution
- kullback leibler divergence
- machine learning
- probability density
- mahalanobis distance
- information gain
- random variables
- exponential family
- gaussian distribution
- monte carlo
- sample size
- logistic regression