The Normal-Inverse Gaussian distribution arises as a Normal variance-mean mixture with an Inverse Gaussian mixing distribution. This article deals with Maximum Likelihood estimation of the parameters of the Normal-Inverse Gaussian distribution. Due to the complexity of the likelihood, direct maximiz
Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM
✍ Scribed by Christophe Biernacki; Stéphane Chrétien
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 268 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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