On linear combination of generalized logistic random variables with an application to financial returns.
Bozidar V. PopovicAndjela MijanovicAli I. GençPublished in: Appl. Math. Comput. (2020)
Keyphrases
- linear combination
- random variables
- graphical models
- probability distribution
- basis functions
- small number
- conditional independence
- stochastic optimization problems
- latent variables
- joint distribution
- marginal distributions
- distribution function
- bayesian networks
- conditional probabilities
- lead time
- random vectors
- normal distribution
- multiple kernel learning
- independent and identically distributed
- continuous variables
- basis vectors
- statistically independent
- conditional random fields
- probabilistic graphical models
- locally linear
- multiple kernel
- joint probability distribution