Estimation of the parameters of multivariate stable distributions.
Aastha M. SatheN. S. UpadhyePublished in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
- maximum likelihood estimation
- parameter estimation
- multivariate gaussian
- parameter values
- maximum likelihood
- regression model
- kullback leibler distance
- parameters estimation
- maximum likelihood estimates
- probability distribution
- multivariate gaussian distribution
- lognormal distribution
- finite mixtures
- probability distribution function
- estimation process
- probability density
- gaussian model
- normal distribution
- mixture distribution
- parametric models
- probability density function
- update equations
- covariance matrix
- expectation maximization
- neural network