论文标题
基于熵的通用高斯分布的测试
Entropy-based test for generalized Gaussian distributions
论文作者
论文摘要
在本文中，我们提供了$ l^2 $一致性的证明，用于$ k $ th的$ k $ th邻居距离估计器，用于固定固定的$ k \ geq1。理论结果之后是对模拟样本的数值研究。
In this paper, we provide the proof of $L^2$ consistency for the $k$th nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed $k\geq 1.$ We construct the non-parametric test of goodness-of-fit for a class of introduced generalized multivariate Gaussian distributions based on a maximum entropy principle. The theoretical results are followed by numerical studies on simulated samples.
