Pages that link to "Item:Q1877009"

The following pages link to Family of multivariate generalized \(t\) distributions (Q1877009):

Displaying 10 items.

• Maintaining tail dependence in data shuffling using \(t\) copula (Q631546) (← links)
• A characterisation of scale mixtures of the uniform distribution (Q956358) (← links)
• Extending the multivariate generalised \(t\) and generalised \(VG\) distributions (Q1041071) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions (Q2510918) (← links)
• A new class of multivariate distributions: scale mixture of Kotz-type distributions (Q2575553) (← links)
• Volatility Modeling with a Generalized<i>t</i>Distribution (Q2968461) (← links)
• The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)
• The generalized T Birnbaum–Saunders family (Q5299503) (← links)