Rank: 3555 based on 9 downloads (last 30 days) and 1 file submitted
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Karol Binkowski

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Macquarie University, Sydney

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27 Jul 2009 Screenshot Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution Expectation-Maximization (EM) algorithm for bi-variate Normal Inverse Gaussian (biNIG) distribution Author: Karol Binkowski finance, statistics, simulation, expectation maximizat..., probability, em 9 2
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12 Jun 2011 Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution Expectation-Maximization (EM) algorithm for bi-variate Normal Inverse Gaussian (biNIG) distribution Author: Karol Binkowski Zhe

Accordiong to the paper, line 66 in the function EMBIVNIG should be A = betaem(k+1,:)'*betaem(k+1,:)*ksi.
Is that ?

12 May 2011 Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution Expectation-Maximization (EM) algorithm for bi-variate Normal Inverse Gaussian (biNIG) distribution Author: Karol Binkowski Zhe

Thanks for sharing! The plot seemed perfect, but the test result was really bad. Why?

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em, expectation maximization, finance, simulation, statistics
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27 Jul 2009 Screenshot Expectation-Maximization algorithm for bi-variate Normal Inverse Gaussian distribution Expectation-Maximization (EM) algorithm for bi-variate Normal Inverse Gaussian (biNIG) distribution Author: Karol Binkowski finance, statistics, simulation, expectation maximizat..., probability, em 9 2
  • 2.0
2.0 | 2 ratings

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