The multivariate tail-inflated normal distribution and its application in finance (Q5033962): Difference between revisions

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Latest revision as of 03:48, 28 July 2024

scientific article; zbMATH DE number 7480666
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English
The multivariate tail-inflated normal distribution and its application in finance
scientific article; zbMATH DE number 7480666

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    The multivariate tail-inflated normal distribution and its application in finance (English)
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    24 February 2022
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    elliptical distributions
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    financial applications
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    heavy-tailed distributions
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    maximum likelihood
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    scale mixtures
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    uniform distribution
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