PARAMETER ESTIMATION OF MULTIVARIATE SCALED t DISTRIBUTION: AN APPLICATION TO ALL SHARE PRICE INDEX (Q2967697)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PARAMETER ESTIMATION OF MULTIVARIATE SCALED t DISTRIBUTION: AN APPLICATION TO ALL SHARE PRICE INDEX |
scientific article |
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PARAMETER ESTIMATION OF MULTIVARIATE SCALED t DISTRIBUTION: AN APPLICATION TO ALL SHARE PRICE INDEX (English)
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1 March 2017
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multivariate distribution
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scaled \(t\) distribution
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all share price index
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local optimization
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global optimization
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