Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes

Jin Wang, Michael R. Taaffe. Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes. INFORMS Journal on Computing, 27(2):193-203, 2015. [doi]

Abstract

Abstract is missing.