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Asymptotic form of the Kullback–Leibler divergence for multivariate asymmetric heavy-tailed distributions

Large DeviationsDensity EstimationEngineeringKullback–leibler DivergenceAsymptotic FormStatistical InferenceProbability TheoryMathematical StatisticAsymptotic FormulaMultivariate AnalysisStatisticsExtreme Statistic