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

DOI10.17654/AS049040287MaRDI QIDQ2967697zbMATH OpenOpenAlexFDO

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

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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