1. Gaussian Measures;Bogachev,1998
2. Chyzak, Frederic, Nielsen, Frank, 2019. A closed-form formula for the Kullback–Leibler divergence between Cauchy distributions, preprint, available at arXiv:1905.10965v2.
3. Group Invariance Applications in Statistics;Eaton,1989
4. Equivalence and perpendicularity of Gaussian processes;Feldman;Pacific J. Math.,1958
5. A property of J-divergence of marginal probability distributions;Hajek;Czechoslovak Math. J.,1958