Boosting multiplicative model combination

DOI10.1111/SJOS.12454MaRDI QIDQ5152168zbMATH OpenOpenAlexFDO

Authors Paolo Vidoni

Publication date 17 September 2021

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12454

zbMATH Keywords

boostingcomposite likelihooddensity estimationHyvärinen's divergencemultiplicative mixture modelprecision matrix

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Model-based boosting 2.0

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