Canonical transformations of skew-normal variates
Year of publication: |
2010
|
---|---|
Authors: | Loperfido, Nicola |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 19.2010, 1, p. 146-165
|
Publisher: |
Springer |
Subject: | Independent component analysis | Normalizing transformations | Principal components analysis | Skewness | Kurtosis |
-
Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System
Gray, Dale F., (2008)
-
A Primer for Risk Measurement of Bonded Debt From the Perspective of a Sovereign Debt Manager
Papaioannou, Michael G., (2006)
-
Testing for Structural Breaks at Unknown Time: A Steeplechase
El-Shagi, Makram, (2010)
- More ...
-
The method of moments for multivariate random sums
Javed, Farrukh, (2024)
-
Edgeworth Expansions for Multivariate Random Sums
Javed, Farrukh, (2020)
-
A multivariate skew-garch model
Luca, Giovanni de, (2006)
- More ...