A new multivariate Laplace distribution based on the mixture of normal distributions

DOI10.1360/N012019-00141zbMath1499.62173MaRDI QIDQ5064198

Man-Lai Tang, Tao Li, Chi Zhang, Yu-An Sun, Guo-Liang Tian

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

stochastic representationECM algorithmmultivariate Laplace distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Point estimation (62F10) Bayesian inference (62F15)

This page was built for publication: A new multivariate Laplace distribution based on the mixture of normal distributions