Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes (Q3466767)
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scientific article; zbMATH DE number 6535031
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| English | Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes |
scientific article; zbMATH DE number 6535031 |
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Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes (English)
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25 January 2016
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Monte Carlo simulation
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mixture of normals
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kurtosis and skewness
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EM algorithm
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0.86112034
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0.85751224
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0.85501134
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0.8538835
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