Multivariate normal mean-variance mixture distribution based on Lindley distribution

DOI10.1080/03610918.2017.1307400OpenAlexW2603758201MaRDI QIDQ5084783

Mehrdad Naderi, Ahad Jamalizadeh, Alireza Arabpour

Publication date: 28 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1307400

zbMATH Keywords

ECM algorithmLindley distributiongeneralized hyperbolic distributionnormal mean-variance mixture

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15)

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Uses Software

• QRM

Cites Work

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