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Latest revision as of 01:36, 29 July 2024

scientific article; zbMATH DE number 7528959
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English
An asymmetric multivariate weibull distribution
scientific article; zbMATH DE number 7528959

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    An asymmetric multivariate weibull distribution (English)
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    18 May 2022
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    financial data modeling
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    Gaussian mixture
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    Laplace law
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    multivariate Weibull distribution
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    skew multivariate distribution
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