Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets
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Publication:5138593
DOI10.1080/02664763.2016.1190322OpenAlexW2492576490MaRDI QIDQ5138593FDOQ5138593
Authors: Wen-Liang Hung, Shou-Jen Chang-Chien
Publication date: 4 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1190322
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Cites Work
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- Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
- Apparent scaling
- An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
- A robust EM clustering algorithm for Gaussian mixture models
- A normal inverse Gaussian model for a risky asset with dependence
- An intuitive clustering algorithm for spherical data with application to extrasolar planets
- EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution
- An EM algorithm for multivariate NIG distribution and its application to value-at-risk
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