Efficient maximum likelihood estimation of copula based meta t-distributions.

Ran Zhang Claudia Czado Aleksey Min

Published in: Comput. Stat. Data Anal. (2011)

Keyphrases

maximum likelihood estimation
probability distribution
multivariate gaussian
maximum likelihood
em algorithm
parameter estimation
probability density
random variables
joint distribution
mixture of gaussians
boltzmann machine
higher order
dependence structure