Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
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Publication:2244851
DOI10.1214/21-BJPS502zbMath1504.62076OpenAlexW3185693042WikidataQ114599196 ScholiaQ114599196MaRDI QIDQ2244851
Manuel Galea, Filidor Vilca, Camila Borelli Zeller
Publication date: 12 November 2021
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-bjps502
EM algorithmlikelihood ratio testnormal inverse Gaussian distributiongradient testgeneralized hyperbolic distribution
Applications of statistics to economics (62P20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypothesis testing in multivariate analysis (62H15) Probability distributions: general theory (60E05)
Uses Software
Cites Work
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