An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations (Q5044660)

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scientific article; zbMATH DE number 7611112
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An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
scientific article; zbMATH DE number 7611112

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    An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations (English)
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    2 November 2022
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    elliptical distributions
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    generalized elliptical distributions
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    transeliptical distributions
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    non-paranormal distributions
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    scatter matrix
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    mutual relations
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