The centred parameterization and related quantities of the skew-t distribution
Year of publication: |
2013
|
---|---|
Authors: | Arellano-Valle, Reinaldo B. ; Azzalini, Adelchi |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 113.2013, C, p. 73-90
|
Publisher: |
Elsevier |
Subject: | Information matrix | Parameterization | Skew-t distribution | Approximation of moments |
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