Core Algorithms
Employ Nonparametric Distributions in Sophisticated Mixture Models
A semi-parametric model for some heavy-tailed data. The tails are truncated Cauchy distributions estimated via maximum likelihood. The body of the model is a nonparametric kernel density estimate of the data.
| In[1]:= |  X |
| In[2]:= |  X |
| In[3]:= |  X |
| Out[3]= |  |