Density estimation on Australian equity pseudo-sample (test)
0.325NLLEM-GMM
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| EM-GMMKG=8, Kc=02026.05 | 0.325 | 4.194 | 4.723 | 2.393 | 2.632 | |
| Fourier-GMMKG=15, Kc=02026.05 | 0.3269 | 1.446 | 1.409 | 1.137 | 9.414 | |
| Fourier-GLMMKG=15, Kc=62026.05 | 0.3286 | 1.359 | 1.375 | 8.886 | 8.832 |