Title of article
Multivariate distribution models with generalized hyperbolic margins
Author/Authors
Rafael Schmidt، نويسنده , , Tomas Hrycej، نويسنده , , Eric Stützle، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
32
From page
2065
To page
2096
Keywords
Estimation , Random number generation , Multivariate distributions , Generalized hyperbolic distributions , Affine-linear transforms , Copula , Tail dependence
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
144985
Link To Document