EM algorithm using overparameterization for the multivariate skew-normal distribution
- Author
- Toshihiro Abe, Hironori Fujisawa, Takayuki Kawashima and Christophe Ley (UGent)
- Organization
- Keywords
- MAXIMUM-LIKELIHOOD, EM algorithm, Maximum likelihood estimate, Multivariate skew-normal, distribution, Momentum, Overparameterization
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Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-01GWM24Z996PY8PW14929M3TYH
- MLA
- Abe, Toshihiro, et al. “EM Algorithm Using Overparameterization for the Multivariate Skew-Normal Distribution.” ECONOMETRICS AND STATISTICS, vol. 19, 2021, pp. 151–68, doi:10.1016/j.ecosta.2021.03.003.
- APA
- Abe, T., Fujisawa, H., Kawashima, T., & Ley, C. (2021). EM algorithm using overparameterization for the multivariate skew-normal distribution. ECONOMETRICS AND STATISTICS, 19, 151–168. https://doi.org/10.1016/j.ecosta.2021.03.003
- Chicago author-date
- Abe, Toshihiro, Hironori Fujisawa, Takayuki Kawashima, and Christophe Ley. 2021. “EM Algorithm Using Overparameterization for the Multivariate Skew-Normal Distribution.” ECONOMETRICS AND STATISTICS 19: 151–68. https://doi.org/10.1016/j.ecosta.2021.03.003.
- Chicago author-date (all authors)
- Abe, Toshihiro, Hironori Fujisawa, Takayuki Kawashima, and Christophe Ley. 2021. “EM Algorithm Using Overparameterization for the Multivariate Skew-Normal Distribution.” ECONOMETRICS AND STATISTICS 19: 151–168. doi:10.1016/j.ecosta.2021.03.003.
- Vancouver
- 1.Abe T, Fujisawa H, Kawashima T, Ley C. EM algorithm using overparameterization for the multivariate skew-normal distribution. ECONOMETRICS AND STATISTICS. 2021;19:151–68.
- IEEE
- [1]T. Abe, H. Fujisawa, T. Kawashima, and C. Ley, “EM algorithm using overparameterization for the multivariate skew-normal distribution,” ECONOMETRICS AND STATISTICS, vol. 19, pp. 151–168, 2021.
@article{01GWM24Z996PY8PW14929M3TYH,
author = {{Abe, Toshihiro and Fujisawa, Hironori and Kawashima, Takayuki and Ley, Christophe}},
issn = {{2468-0389}},
journal = {{ECONOMETRICS AND STATISTICS}},
keywords = {{MAXIMUM-LIKELIHOOD,EM algorithm,Maximum likelihood estimate,Multivariate skew-normal,distribution,Momentum,Overparameterization}},
language = {{eng}},
pages = {{151--168}},
title = {{EM algorithm using overparameterization for the multivariate skew-normal distribution}},
url = {{http://doi.org/10.1016/j.ecosta.2021.03.003}},
volume = {{19}},
year = {{2021}},
}
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