Differences

This shows you the differences between two versions of the page.

--- seminars:stat:170907 [2017/09/01 21:42]
qiao removed
+++ seminars:stat:170907 [2017/09/01 21:43] (current)
qiao created
@@ Line 1: / Line 1: @@
+<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
+<WRAP 70% center>
+^  **DATE:**|Thursday, September 7, 2017 |
+^  **TIME:**|1.15p-2.15p |
+^  **LOCATION:**|WH 100E |
+^  **SPEAKER:**|Yang Fang, Binghamton University |
+^  **TITLE:**|Bayesian Estimation for the Multivariate Normal Inverse Gaussian Model   |
+</WRAP>
+\\
+<WRAP center box 80%>
+<WRAP centeralign>**Abstract**</WRAP>
+Mixture of multivariate normal inverse Gaussian (MNIG) distributions could be applied to clustering financial data. Parameter estimation of MNIG distribution under Bayesian framework via a Gibbs scheme is provided. The estimation process contains complicate distribution whose simulation is not standard. Application to both simulated and real data are discussed.
+</WRAP>