| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152348 | Statistics & Probability Letters | 2012 | 8 Pages |
Abstract
We investigate the possibility of approximating the variance gamma distribution with a finite mixture of normals. Therefore, we apply this result to derive a simple historical estimation procedure by means of the Expectation Maximization algorithm.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Angela Loregian, Lorenzo Mercuri, Edit Rroji,