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Entropy-based test for generalised Gaussian distributions
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko and Vitalii Makogin Computational Statistics & Data Analysis 173 107502 (2022) https://doi.org/10.1016/j.csda.2022.107502
Statistical Estimation of the Kullback–Leibler Divergence