PARAMETER ESTIMATION OF MULTIVARIATE SCALED t DISTRIBUTION: AN APPLICATION TO ALL SHARE PRICE INDEX
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Publication:2967697
DOI10.17654/AS049040287zbMath1360.62261OpenAlexW2540070131MaRDI QIDQ2967697
C. D. Tilakaratne, N. V. Chandrasekara, Musa A. 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
global optimizationlocal optimizationmultivariate distributionall share price indexscaled \(t\) distribution
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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