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Thanakorn Nitithumbundit

1 paper hereh-index 447 citations9 works total

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  • first author1

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  • stat.ME1

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most citedAn ECM algorithm for Skewed Multivariate Variance Gamma Distribution in Normal Mean-Variance Representation

6 citations · 6 across the 1 of their papers we have counts for

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1 paper

stat.ME2015★ 6 cited

An ECM algorithm for Skewed Multivariate Variance Gamma Distribution in Normal Mean-Variance Representation

Thanakorn Nitithumbundit, Jennifer S. K. Chan

Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) appr…

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