Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution (Q5220908)
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scientific article; zbMATH DE number 7183228
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| English | Multivariate normal mean-variance mixture distribution based on Birnbaum-Saunders distribution |
scientific article; zbMATH DE number 7183228 |
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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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0.8608314394950867
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0.8468015789985657
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0.8410378098487854
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0.8398847579956055
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