Parameter estimation of multivariate scaled t distribution: an application to all share price index

DOI10.17654/AS049040287zbMATH Open1360.62261OpenAlexW2540070131MaRDI QIDQ2967697FDOQ2967697

Authors: N. V. Chandrasekara, C. D. Tilakaratne, Musa Mammadov 

Publication date: 1 March 2017

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10226.htm

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zbMATH Keywords

global optimizationmultivariate distributionlocal optimizationall share price indexscaled \(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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