Monte Carlo EM estimation for multivariate stable distributions (Q1808689): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q163561 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ravishanker, Nalini / rank | |||
Normal rank | |||
Revision as of 00:05, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo EM estimation for multivariate stable distributions |
scientific article |
Statements
Monte Carlo EM estimation for multivariate stable distributions (English)
0 references
9 February 2000
0 references
posterior mode
0 references
ratio of uniforms
0 references
rejection algorithm
0 references
sub-Gaussian symmetric stable distribution
0 references
Gibbs sampling
0 references
