Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes (Q3466767)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes |
scientific article |
Statements
Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes (English)
0 references
25 January 2016
0 references
Monte Carlo simulation
0 references
mixture of normals
0 references
kurtosis and skewness
0 references
EM algorithm
0 references
0 references
0 references
0 references
0 references
0 references
