Multivariate stable distributions and generating densities.
Hassan FallahgoulS. M. HashemiparastFrank J. FabozziYoung Shin KimPublished in: Appl. Math. Lett. (2013)
Keyphrases
- multivariate normal
- probability distribution
- probability density
- gaussian density
- finite mixtures
- probability distribution function
- gaussian densities
- dependence structure
- multivariate gaussian
- covariance matrix
- regression model
- joint distribution
- automatically generating
- random variables
- probability density function
- covariance matrices
- databases
- kullback leibler divergence
- gaussian mixture model
- exponential distributions
- generation process
- mixed data
- multivariate data
- density estimation
- image segmentation
- learning algorithm