An Analytical EM Algorithm for Sub-Gaussian Vectors

An Analytical EM Algorithm for Sub-Gaussian Vectors

The area in which a multivariate <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula>-stable distribution could be applied is vast; however, a la...

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Bibliographic Details
Main Authors: Audrius Kabašinskas, Leonidas Sakalauskas, Ingrida Vaičiulytė
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Mathematics
Subjects:
EM algorithm
maximum likelihood method
statistical modeling
α-stable distribution
crypto-currency
Online Access:https://www.mdpi.com/2227-7390/9/9/945

Internet

https://www.mdpi.com/2227-7390/9/9/945

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