Dear researchers,
Numerous heavy-tailed distributions are used for modeling data. These distributions have higher peaks and heavier tails than normal distributions. Moreover, in some situations, we cannot observe complete information about the data. Employing the efficient estimation method and then choosing the best model in this situation are very important.
How can we calculate the asymptotic form of the Kullback–Leibler divergence for Heavy-tailed distributions?
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https://www.researchgate.net/publication/259515562_Asymptotic_form_of_the_Kullback-Leibler_divergence_for_multivariate_asymmetric_heavy-tailed_distributions
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Article Asymptotic form of the Kullback–Leibler divergence for multi...
Dear Fabrice Clerot,
Thank you very much for your recommendation.
Sincerely yours,
Mahdieh Zabihimayvan
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