A review of estimating the shape parameter of generalized Gaussian distribution

作者：Yu Shaoquan; Zhang Anyi; Li Hongwei^*

来源：Journal of Computational Information Systems, 2012, 8(21): 9055-9064.

• Entropy matching
• Generalized Gaussian distribution
• Generalized Gaussian Distributions
• Globally convergent method
• Shape parameters

In this paper, some existing methods for estimating the shape parameter α of generalized Gaussian distribution (GGD) and their main features are summarized and compared with each other theoretically and practically. Some problems for the existing methods are put forward and some suggestions are also given for the further study on this problem.

• 出版日期2012