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Orientador(es)
Resumo(s)
We investigate Gaussian mixtures with independent components, whose parameters are numerically estimated. A decomposition of a Gaussian mixture is presented when the components have a common variance. We introduce a shifted and scaled t-Student distribution as an approximation for the distribution of Gaussian mixtures when their components have a
common mean and develop a hypothesis test for testing the equality of the components means. Finally, we analyse the fitness of the approximate model to the logarithmic daily returns of the Portuguese stock index PSI-20.
Descrição
Palavras-chave
Convex mixtures Gaussian distribution
Contexto Educativo
Citação
Felgueiras, Miguel & Santos, Rui & Martins, João. (2014). Some results on Gaussian mixtures. 1618. 523-526. 10.1063/1.4897790
Editora
AIP Publishing LLC
Licença CC
Sem licença CC