Localized Cumulative Distributions and a multivariate generalization of the Cramér-von Mises distance.
Uwe D. HanebeckVesa KlumppPublished in: MFI (2008)
Keyphrases
- von mises
- heavy tailed
- gaussian distribution
- kullback leibler divergence
- probability density function
- probability distribution function
- multivariate normal
- finite mixtures
- dependence structure
- random variables
- distance function
- distance measure
- probability distribution
- information theory
- gaussian mixture model
- generalized gaussian
- pairwise
- multiscale