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Maximum likelihood estimation for density as an infinite-dimensional Gaussian shift

✍ Scribed by S. G. Bobkov

Book ID
105167499
Publisher
Springer US
Year
1992
Tongue
English
Weight
134 KB
Volume
61
Category
Article
ISSN
1573-8795

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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