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~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"Statistical Papers / Springer"
~language:"und"
~person:"Alai, Daniel H."
~person:"Arslan, Olcay"
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Generalized hyperbolic distribution
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Generalized inverse Gaussian distribution
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Multivariate distribution
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Normal variance–mean mixture
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Scale mixture distribution
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Skew normal distribution
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Alai, Daniel H.
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Variance-mean mixture of the
multivariate
skew normal distribution
Arslan, Olcay
- In:
Statistical Papers
56
(
2015
)
2
,
pp. 353-378
In this paper, we introduce a new class of
multivariate
distributions as an extension of the normal variance …
Persistent link: https://www.econbiz.de/10011241323
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