Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution (Q5220908): Difference between revisions
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Revision as of 02:02, 28 February 2024
scientific article; zbMATH DE number 7183228
| Language | Label | Description | Also known as |
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| English | Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution |
scientific article; zbMATH DE number 7183228 |
Statements
Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution (English)
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27 March 2020
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Birnbaum-Saunders distribution
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generalized hyperbolic distribution
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EM-algorithm
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non-Gaussian ARCH process
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