Loss-based approach to two-piece location-scale distributions with applications to dependent data-Reference-Cited by-同舟云学术

Loss-based approach to two-piece location-scale distributions with applications to dependent data

Published:2019-06-26 Issue:2 Volume:29 Page:309-333
ISSN:1618-2510
Container-title:Statistical Methods & Applications
language:en
Short-container-title:Stat Methods Appl

Author:

Leisen Fabrizio,Rossini Luca^ORCID,Villa Cristiano

Funder

FP7 People: Marie-Curie Actions

H2020 Marie Sklodowska-Curie Actions

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10260-019-00481-x.pdf

Reference38 articles.

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5. Bernardi M, Bottone M, Petrella L (2019) Unified bayesian conditional autoregressive risk measures using the skew exponential power distribution. arXiv1902.03982

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