Multivariate elliptically contoured stable distributions: theory and estimation.
John P. NolanPublished in: Comput. Stat. (2013)
Keyphrases
- theoretical framework
- probability distribution
- general theory
- probability density
- multivariate normal
- large deviations
- dependence structure
- markov chain
- computational model
- case study
- estimation algorithm
- maximum likelihood estimation
- computer vision
- accurate estimation
- estimation accuracy
- machine learning
- heavy tailed
- formal theory
- multivariate gaussian
- finite mixtures
- real time