Normal variance mixtures: distribution, density and parameter estimation
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Publication:830505
DOI10.1016/J.CSDA.2021.107175OpenAlexW3118512513MaRDI QIDQ830505FDOQ830505
Marius Hofert, Erik Hintz, Christiane Lemieux
Publication date: 7 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.03017
densitiesdistribution functionsStudent \(t\)multivariate normal variance mixturesquasi-random number sequences
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