On the information matrix of the multivariate skew-t model

Metron

Volumn 68, Issue 3, 2010, Pages 371-386

  Arellano Valle, Reinaldo B ^a  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

Author keywords

Fisher information; Kurtosis; Multivariate t distribution; Skewness

Indexed keywords

EID: 79956098228     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF03263545     Document Type: Article

References (21)

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