A new class of multivariate goodness of fit tests for multivariate normal mixtures.

Supawadee Wichitchan Weixin Yao Chun Yu

Published in: Commun. Stat. Simul. Comput. (2022)

Keyphrases

multivariate normal
goodness of fit
covariance matrix
covariance matrices
gaussian mixture
chi square
cross entropy
machine learning
distance measure
statistical tests
confidence intervals
log likelihood