Joint modeling for generalized hyperbolic distributions (Q4625575)

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scientific article; zbMATH DE number 7029123
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    Joint modeling for generalized hyperbolic distributions
    scientific article; zbMATH DE number 7029123

      Statements

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      22 February 2019
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      generalized hyperbolic distribution
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      parametric quantile regression
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      joint modeling
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      EM algorithm
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      saddle-point approximation
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