Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals (Q4689047)
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scientific article; zbMATH DE number 6953940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals |
scientific article; zbMATH DE number 6953940 |
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Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals (English)
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12 October 2018
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sparse estimation
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multivariate heavy-tailed distributions
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expectation maximization
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portfolio optimization
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