Estimation in bivariate nonnormal distributions with stochastic variance functions.
Moti L. TikuM. Qamarul IslamHakan S. SazakPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- normal distribution
- standard deviation
- random variables
- probability distribution
- probability density function
- probability density
- monte carlo
- stochastic processes
- maximum likelihood estimation
- gamma distributions
- weibull distribution
- counter intuitive
- learning automata
- accurate estimation
- estimation error
- covariance matrix
- markov chain
- gaussian distribution
- stochastic model
- model selection
- kl divergence
- correlation function
- probability functions
- bayesian networks
- learning algorithm