مرکز منطقه ای اطلاع رساني علوم و فناوري - Monte Carlo EM estimation for multivariate stable distributions

Title of article :

Monte Carlo EM estimation for multivariate stable distributions

Author/Authors :

Nalini Ravishanker، نويسنده , , Zuqiang Qiou، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1999

Pages :

From page :

335

To page :

340

Keywords :

Sub-Gaussian symmetric stabledistribution , Gibbs sampling , Ratio of uniforms , Rejection algorithm , Posterior mode

Journal title :

Statistics and Probability Letters

Serial Year :

1999

Journal title :

Statistics and Probability Letters

Record number :

139255

Link To Document :