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Dirac Mixture Density Approximation Based on Minimization of the Weighted Cramer-von Mises Distance.
Oliver C. Schrempf
Dietrich Brunn
Uwe D. Hanebeck
Published in:
MFI (2006)
Keyphrases
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von mises
gaussian distribution
heavy tailed
probability density function
mixture model
distance measure
density function
distance function
objective function
maximum likelihood
expectation maximization
probability density
clustering algorithm
gaussian mixture model
closed form
marginal distributions