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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=144985
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