Preprint
A Mixture of Generalized Hyperbolic Distributions
Abstract
We introduce a mixture of generalized hyperbolic distributions as an
alternative to the ubiquitous mixture of Gaussian distributions as well as
Authors
Browne RP; McNicholas PD
Publication date
May 5, 2013
DOI
10.48550/arxiv.1305.1036
Preprint server
arXiv