An Asymmetric Distribution with Heavy Tails and Its Expectation–Maximization (EM) Algorithm Implementation
نویسندگان
چکیده
منابع مشابه
Heavy Tails and Mixed Distribution Hypothesis
We outline the Mixed Distribution Hypothesis as a means to explain heavy tails in ...nancial time series. We discuss the hypothesis’ historical roots, and fully present the most popular, and original, form of the hypothesis and its implications for modeling asset returns. Original contributions and modern extensions are cited.
متن کاملA Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm
Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of d...
متن کاملdevelopment and implementation of an optimized control strategy for induction machine in an electric vehicle
in the area of automotive engineering there is a tendency to more electrification of power train. in this work control of an induction machine for the application of electric vehicle is investigated. through the changing operating point of the machine, adapting the rotor magnetization current seems to be useful to increase the machines efficiency. in the literature there are many approaches wh...
15 صفحه اولEM Algorithm and its Application
The expectation-maximization (EM) algorithm aims to nd the maximum of a log-likelihood function, by alternating between conditional expectation (E) step and maximization (M) step. This survey rst introduces the general structure of the EM algorithm and the convergence guarantee. Then Gaussian Mixture Model (GMM) are employed to demonstrate how EM algorithm could be applied under Maximum-Likelih...
متن کاملSchematic Networks: An Algorithm and its Implementation
This paper addresses research issues and describes a prototype implementation for the computation of schematic maps. The generated layout mainly depends on two parameters, namely the shape of the schematic connections and the distance between connections. The quality of the results as well as different issues regarding its construction are discussed. Additionally several extensions that can be ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Symmetry
سال: 2019
ISSN: 2073-8994
DOI: 10.3390/sym11091150