Approximation of α-stable probability densities using finite Gaussian mixtures.

Ercan E. Kuruoglu Christophe G. Molina William J. Fitzgerald

Published in: EUSIPCO (1998)

Keyphrases

gaussian mixture
probability density
closed form
nonparametric estimation
gaussian mixture model
em algorithm
probability density function
covariance matrix
density estimation
mixture of gaussians
expectation maximization
mixture model
gaussian density
maximum likelihood
upper bound