Generalized elliptical distributions
Author:
Affiliation:
1. Department of Statistics, Shahrood University, Shahrood, Iran
2. School of Mathematics, University of Manchester, Manchester, UK
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2015.1129415
Reference38 articles.
1. Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
2. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t -distribution
3. Introduction to Time Series and Forecasting
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