EM-based maximum likelihood parameter estimation for multivariate generalized hyperbolic distributions with fixed lambda.
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2004
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EM-based maximum likelihood parameter estimation for multivariate generalized hyperbolic distributions with fixed lambda.
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67-77
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EM-algorithm; Generalized Hyperbolic distribution; Normal Inverse Gaussian distribution; multivariate modeling; parameter estimation
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EM-based maximum likelihood parameter estimation for multivariate generalized hyperbolic distributions with fixed lambda.
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