Estimation in multivariate nonnormal distributions with stochastic variance function.
M. Qamarul IslamPublished in: J. Comput. Appl. Math. (2014)
Keyphrases
- normal distribution
- probability density
- probability distribution function
- weibull distribution
- probability distribution
- maximum likelihood estimation
- kullback leibler distance
- finite mixtures
- random variables
- distribution function
- multivariate gaussian
- probability density function
- point processes
- maximum likelihood estimates
- multivariate normal
- dependence structure
- kl divergence
- accurate estimation
- joint distribution
- monte carlo
- stochastic simulation
- counter intuitive
- robust estimation
- density function
- prediction error
- regression model
- unbiased estimator
- parameter estimation
- maximum likelihood