From Multivariate Skewed Distributions to Copulas

DOI10.1007/978-81-322-1053-5_6OpenAlexW2104969542MaRDI QIDQ4927437

Anne Selart, Helle Visk, Tõnu Kollo

Publication date: 20 June 2013

Published in: Combinatorial Matrix Theory and Generalized Inverses of Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-81-322-1053-5_6

zbMATH Keywords

method of momentsskew normal distributionmultivariate skewnessskew \(t\)-distributionskew normal copulaskew \(t\)-copula

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistics (62-XX) Approximations to statistical distributions (nonasymptotic) (62E17)

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