Browsing by Author "Øigård, Tor Arne"

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The Multivariate Normal Inverse Gaussian distribution: EM-estimation and analysis of synthetic aperture sonar data

Øigård, Tor Arne; Hanssen, Alfred; Hansen, Roy Edgar (2015)

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 the complexity of the ...