Order statistics and their concomitants from multivariate normal mean-variance mixture distributions with application to Swiss markets data (Q4595884)
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scientific article; zbMATH DE number 6816103
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| English | Order statistics and their concomitants from multivariate normal mean-variance mixture distributions with application to Swiss markets data |
scientific article; zbMATH DE number 6816103 |
Statements
Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data (English)
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6 December 2017
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concomitants
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multivariate generalized hyperbolic distribution
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multivariate normal mean-variance mixture distribution
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multivariate selection distribution
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order statistics
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0.8160554766654968
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0.8053099513053894
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0.7999668121337891
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0.7962818145751953
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0.7916226387023926
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