Monte Carlo EM estimation for multivariate stable distributions (Q1808689)
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scientific article; zbMATH DE number 1369616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo EM estimation for multivariate stable distributions |
scientific article; zbMATH DE number 1369616 |
Statements
Monte Carlo EM estimation for multivariate stable distributions (English)
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9 February 2000
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posterior mode
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ratio of uniforms
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rejection algorithm
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sub-Gaussian symmetric stable distribution
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Gibbs sampling
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0.9188489
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0.9182852
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0.91193336
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0.9008547
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0.89894694
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0.89867884
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