Parameter estimation for kappa distributions using the EM algorithm in the superstatistical framework (opens in new tab)

Kappa distributions are widely used in space plasma physics to model velocity distribution functions with extended tails. However, parameter estimation in these distributions presents a fundamental challenge: the kappa distribution does not belong to the exponential family, which prevents the direct application of analytically tractable maximum likelihood methods. In this work we propose a solution to this problem based on data augmentation: w...