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On the Computation of Multivariate Scenario Sets for the Skew-t and
  Generalized Hyperbolic Families

On the Computation of Multivariate Scenario Sets for the Skew-t and Generalized Hyperbolic Families

Computational Statistics & Data Analysis (CSDA), 2014
4 February 2014
E. Giorgi
A. McNeil
ArXiv (abs)PDFHTML

Papers citing "On the Computation of Multivariate Scenario Sets for the Skew-t and Generalized Hyperbolic Families"

1 / 1 papers shown
Set-valued expectiles for ordered data analysis
Set-valued expectiles for ordered data analysisJournal of Multivariate Analysis (J. Multivar. Anal.), 2023
Ha Thi Khanh Linh
Andreas H Hamel
229
3
0
15 Dec 2023
1
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