Multivariate Subgaussian Stable Distributions in R.
Bruce J. SwihartJohn P. NolanPublished in: R J. (2022)
Keyphrases
- finite mixtures
- multivariate normal
- dependence structure
- probability distribution function
- probability distribution
- random variables
- artificial intelligence
- expert systems
- regression model
- heavy tailed
- multivariate data
- statistical tests
- exponential distributions
- minimum message length
- exponential family
- kullback leibler divergence
- power law
- database
- gaussian distribution
- covariance matrix
- markov chain
- multiresolution
- training data
- learning algorithm