mvpd (Q105040): Difference between revisions
From MaRDI portal
Removed claim: depends on software (P342): Item:Q13519 |
Changed an Item |
||
Property / depends on software | |||
Property / depends on software: R / rank | |||
Normal rank | |||
Property / depends on software: R / qualifier | |||
software version identifier: ≥ 3.4.0 |
Revision as of 17:07, 4 March 2024
Multivariate Product Distributions for Elliptically Contoured Distributions
Language | Label | Description | Also known as |
---|---|---|---|
English | mvpd |
Multivariate Product Distributions for Elliptically Contoured Distributions |
Statements
3 September 2023
0 references
Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.
0 references