Suchergebnisse - "Jonas Baillien"

Estimation in copula models with two-piece skewed margins using the inference for margins method

Autoren: Jonas Baillien Irène Gijbels Anneleen Verhasselt

Quelle: Econometrics and Statistics. 34:91-108

Schlagwörter: Science & Technology, Fisher information, Economics, Statistics & Probability, 05 social sciences, Social Sciences, Generalized method of moments, Skewed distributions, 01 natural sciences, 4905 Statistics, 3802 Econometrics, T COPULAS, Business & Economics, Physical Sciences, 0502 economics and business, Asymptotic normality, Consistency, 0101 mathematics, Mathematics

Zugangs-URL: https://lirias.kuleuven.be/handle/20.500.12942/710126
https://doi.org/10.1016/j.ecosta.2022.05.002

Flexible asymmetric multivariate distributions based on two-piece univariate distributions.

Autoren: Baillien, Jonas Gijbels, Irène Verhasselt, Anneleen

Quelle: Annals of the Institute of Statistical Mathematics; Feb2023, Vol. 75 Issue 1, p159-200, 42p

Schlagwörter: DISTRIBUTION (Probability theory), SKEWNESS (Probability theory), ASYMPTOTIC normality, MAXIMUM likelihood statistics, GAUSSIAN distribution