Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function.
Maicon J. KarlingMarc G. GentonSimos G. MeintanisPublished in: Stat. Comput. (2023)
Keyphrases
- goodness of fit
- null hypothesis
- kl divergence
- kolmogorov smirnov
- chi square
- cross entropy
- statistical tests
- test statistic
- confidence intervals
- probability distribution
- kullback leibler divergence
- exponential family
- random variables
- machine learning
- class distribution
- probability density
- mahalanobis distance
- joint distribution
- information theoretic
- data distribution
- maximum likelihood
- mutual information
- similarity measure