Convergence rate to a lower tail dependence coefficient of a skew-t distribution.

Thomas Fung Eugene Seneta

Published in: J. Multivar. Anal. (2014)

Keyphrases

convergence rate
convergence speed
step size
learning rate
power law
gradient method
mutation operator
heavy tailed
global convergence
dependence structure
primal dual
wavelet neural network
faster convergence rate
multi objective
gravitational search algorithm
mean shift
probability distribution