Obtaining the optimal solution for the aforementioned objective function becomes increasingly challenging as the dimensionality of the data exceeds three. The core principle of the ...

1) Given a joint pmf/pdf, obtain means and variances of random variables and functions of random variables. 2) Define the terms *covariance* and *correlation*, and given a joint pmf/pdf, obtain the ...

This paper develops a parameter-expanded Monte Carlo EM (PX-MCEM) algorithm to perform maximum likelihood estimation in a multivariate sample selection model. In contrast to the current methods of ...

Abstract: The heavy-tailed Multivariate Normal Inverse Gaussian (MNIG) distribution is a recent variance-mean mixture of a multivariate Gaussian with a univariate inverse Gaussian distribution. Due to ...