Funder
Australian Centre of Excellence for Mathematical and Statistical Frontiers
Australian Research Council Discovery Project scheme
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference53 articles.
1. Arellano-Valle, R.B., Genton, M.G.: Multivariate extended skew-t distributions and related families. Metron 68(3), 201–234 (2010)
2. Azzalini, A., Arellano-Valle, R.B.: Maximum penalized likelihood estimation for skew-normal and skew-t distributions. J. Stat. Plan. Infer. 143(2), 419–433 (2013)
3. Azzalini, A., Capitanio, A.: Statistical applications of the multivariate skew normal distribution. J. R. Stat. Soc. Ser. B Stat. Methodol. 61(3), 579–602 (1999)
4. Azzalini, A., Genton, M.G.: Robust likelihood methods based on the skew-t and related distributions. Int. Stat. Rev. 76(1), 106–129 (2008)
5. Beranger, B., Padoan, S.: Extreme dependence models. In: Extreme Value Modeling and Risk Analysis. Chapman and Hall/CRC, pp 325–352 (2015)
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献