The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Year of publication: |
2004
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Authors: | Villani, Mattias ; Larsson, Rolf |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Bayesian inference | Elicitation | Estimation | Maximum likelihood | Multivariate analysis | Skewness |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877386056 [GVK] hdl:10419/82467 [Handle] RePEc:hhs:rbnkwp:0175 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C16 - Specific Distributions |
Source: |
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