A novel finite mixture model based on generalized scale mixtures of generalized normal distributions with application to stock dataset-Reference-Cited by-同舟云学术

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A novel finite mixture model based on generalized scale mixtures of generalized normal distributions with application to stock dataset

Published:2024-08-08 Issue: Volume: Page:1-38
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Guan Ruijie¹,Cheng Weihu²,Jiao Junjun³,Zeng Jie⁴

Affiliation:

1. Key Laboratory of Network Information System Technology, Aerospace Information Research Institute, Chinese Academy of Sciences, Beijing, China

2. Faculty of Science, Beijing University of Technology, Beijing, China

3. School of Mathematics and Statistics, Henan University of Science and Technology, Henan, China

4. School of Mathematics and Statistics, Hefei Normal University, Hefei, China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2024.2387287

Reference44 articles.

1. Scale Mixtures of Normal Distributions

2. A new condition for identifiability of finite mixture distributions

3. Maximum likelihood estimation of the parameters of student’s t Birnbaum-Saunders distribution: a comparative study

4. Standard errors of fitted component means of normal mixtures;Basford K. E.;Computational Statistics,1997

5. Robust mixture modeling based on scale mixtures of skew-normal distributions

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