Parameter estimation of multivariate scaled \(t\) distribution: an application to all share price index (Q2967697)
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scientific article; zbMATH DE number 6690637
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| English | Parameter estimation of multivariate scaled \(t\) distribution: an application to all share price index |
scientific article; zbMATH DE number 6690637 |
Statements
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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0.7047514319419861
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0.7027753591537476
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0.6900794506072998
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0.6827278733253479
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0.6794820427894592
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