Department of Mathematics and Statistics, Binghamton University

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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
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 +^  **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   |
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 +<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.
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