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Nonparametric Monte Carlo Tests for Multivariate Distributions

โœ Scribed by Li-Xing Zhu and Georg Neuhaus

Book ID
124305114
Publisher
Oxford University Press
Year
2000
Tongue
English
Weight
849 KB
Volume
87
Category
Article
ISSN
0006-3444

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We describe parameter estimation for the multivariate sub-Gaussian symmetric stable distribution using Monte Carlo EM algorithm. Two augmented vectors are employed in the construction of the posterior joint density of the stable parameters. Gibbs sampling enables the generation of these vectors from