Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921): Difference between revisions
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scientific article
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English | Saddlepoint approximations for the doubly noncentral \(t\) distribution |
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Saddlepoint approximations for the doubly noncentral \(t\) distribution (English)
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29 May 2009
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financial econometrics
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analysis of variance
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GARCH
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\(t\)-statistic
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