NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA

DOI10.17654/0972086321003zbMath1499.62387OpenAlexW4200404227MaRDI QIDQ5069525

Patrick G. O. Weke, Joseph A. M. Ottieno, Carolyne Adhiambo Ogutu, Calvin Maina

Publication date: 19 April 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/0972086321003

zbMATH Keywords

EM algorithmiterative schemesweighted distributionmodified Bessel function of the third kindgeneralized inverse Gaussian (GIG) distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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