Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution (Q5220908): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Reza Pourmousa / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Mohsen Rezapour / rank | |||
Normal rank | |||
Revision as of 13:15, 21 February 2024
scientific article; zbMATH DE number 7183228
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
27 March 2020
0 references
Birnbaum-Saunders distribution
0 references
generalized hyperbolic distribution
0 references
EM-algorithm
0 references
non-Gaussian ARCH process
0 references
