Multivariate mixtures of normal distributions : properties, random vector generation, fitting, and as models of market daily changes
Jin Wang; Michael R. Taaffe
| Year of publication: |
2015
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|---|---|
| Authors: | Wang, Jin ; Taaffe, Michael R. |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 27.2015, 2, p. 193-203
|
| Subject: | Monte Carlo simulation | mixture of normals | kurtosis and skewness | EM algorithm | Monte-Carlo-Simulation | Statistische Verteilung | Statistical distribution | Theorie | Theory | Simulation | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011291337