Parameter Estimation and Application of the Multivariate Skew t-Copula

Copula Theory and Its Applications: Proceedings of the Workshop 2010
Tonu Kollo, Gaida Petere

copula construction, moments method, skew normal distribution, skew t-copula, skew t-distribution

Keywords
copula construction, moments method, skew normal distribution, skew t-copula, skew t-distribution
DOI
10.1007/978-3-642-12465-5_15
Hyperlink
http://link.springer.com/chapter/10.1007%2F978-3-642-12465-5_15

Kollo, T., Pettere, G. Parameter Estimation and Application of the Multivariate Skew t-Copula. In: Copula Theory and Its Applications: Proceedings of the Workshop, Poland, Warsaw, 25-26 September, 2009. Berlin: Springer Berlin Heidelberg, 2010, pp.289-298. ISBN 978-3-642-12464-8. e-ISBN 978-3-642-12465-5. ISSN 0930-0325. Available from: doi:10.1007/978-3-642-12465-5_15

Publication language
English (en)