Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10005155897
For the data from multivariate t distributions, it is very hard to make an influence analysis based on the probability density function since its expression is intractable. In this paper, we present a technique for influence analysis based on the mixture distribution and EM algorithm. In fact,...
Persistent link: https://www.econbiz.de/10005458336