Multivariate mixtures of normal distributions : properties, random vector generation, fitting, and as models of market daily changes
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 | Wahrscheinlichkeitsrechnung | Probability theory |
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