An EM algorithm for singular Gaussian mixture models (Q5864166)

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scientific article; zbMATH DE number 7537438
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    An EM algorithm for singular Gaussian mixture models
    scientific article; zbMATH DE number 7537438

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      An EM algorithm for singular Gaussian mixture models (English)
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      3 June 2022
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      finite mixture
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      maximum likelihood
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      singular multivariate normal distribution
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      EM algorithm
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      portfolio selection
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