Multivariate distribution models with generalized hyperbolic margins (Q959294)
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scientific article; zbMATH DE number 5381667
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate distribution models with generalized hyperbolic margins |
scientific article; zbMATH DE number 5381667 |
Statements
Multivariate distribution models with generalized hyperbolic margins (English)
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11 December 2008
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multivariate distributions
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generalized hyperbolic distributions
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affine-linear transforms
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copula
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tail dependence
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estimation
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random number generation
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0.8239274621009827
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0.7963608503341675
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0.7923134565353394
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0.786493718624115
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0.7758572101593018
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