Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets
DOI10.1080/03610926.2012.752842zbMath1311.62163OpenAlexW2002963993MaRDI QIDQ5249215
Sobhan Shafiei, Mahdi Doostparast, Ahad Jamalizadeh
Publication date: 29 April 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.752842
normal distributionmoment generating functionStudent's \(t\)-distributionsymmetric power distribution
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Order statistics; empirical distribution functions (62G30)
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