Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences.
Zuoxiang PengLunfeng CaoSaralees NadarajahPublished in: J. Multivar. Anal. (2010)
Keyphrases
- statistically independent
- multivariate gaussian
- multivariate normal
- multivariate gaussian distribution
- covariance matrices
- heavy tailed
- gaussian distribution
- large deviations
- finite mixtures
- non stationary
- data sets
- normal distribution
- gaussian model
- poisson distribution
- maximum likelihood
- sequential data
- random samples
- covariance matrix
- hidden markov models
- marginal distributions
- gaussian density
- training samples
- probability distribution
- gaussian mixture
- zero crossing
- dependence structure
- probability distribution function
- gaussian densities
- generalized likelihood ratio
- independent and identically distributed
- class conditional
- multivariate data
- gaussian noise
- gaussian mixture model
- mean shift
- random variables
- regression model
- scale space
- multiscale