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Maximum likelihood inference for mixtures of skew Student-t-normal distributions through practical EM-type algorithms

✍ Scribed by Hsiu J. Ho; Saumyadipta Pyne; Tsung I. Lin

Publisher
Springer US
Year
2011
Tongue
English
Weight
715 KB
Volume
22
Category
Article
ISSN
0960-3174

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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