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20092016
most citedLambert W random variables - a new family of generalized skewed distributions with applications to risk estimation

63 citations · 95 across the 8 of their papers we have counts for

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stat.ML2011

A Nonparametric Frequency Domain EM Algorithm for Time Series Classification with Applications to Spike Sorting and Macro-Economics

Georg M. Goerg

I propose a frequency domain adaptation of the Expectation Maximization (EM) algorithm to group a family of time series in classes of similar dynamic structure. It does this by vie…