Detection of heterogeneous structures on the Gaussian copula model using projective power entropy

DOI10.1155/2013/787141OpenAlexW2123274198WikidataQ58998737 ScholiaQ58998737MaRDI QIDQ2510948

Akifumi Notsu, Shinto Eguchi, Yoshinori Kawasaki

Publication date: 5 August 2014

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/787141

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

Spontaneous Clustering via Minimum Gamma-Divergence

Uses Software

• QRM

Cites Work

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• Projective power entropy and maximum Tsallis entropy distributions
• An introduction to copulas.
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions
• Robust parameter estimation with a small bias against heavy contamination
• Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
• Exploring Latent Structure of Mixture ICA Models by the Minimum β-Divergence Method
• Robust Statistics

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