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

Atslēgas vārdi
copula construction, moments method, skew normal distribution, skew t-copula, skew t-distribution
DOI
10.1007/978-3-642-12465-5_15
Hipersaite
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. No: Copula Theory and Its Applications: Proceedings of the Workshop, Polija, Warsaw, 25.-26. septembris, 2009. Berlin: Springer Berlin Heidelberg, 2010, 289.-298.lpp. ISBN 978-3-642-12464-8. e-ISBN 978-3-642-12465-5. ISSN 0930-0325. Pieejams: doi:10.1007/978-3-642-12465-5_15

Publikācijas valoda
English (en)