The centred parameterization and related quantities of the skew-t distribution

Journal of Multivariate Analysis

Volumn 113, Issue , 2013, Pages 73-90

  Arellano Valle, Reinaldo B ^a   Azzalini, Adelchi ^b  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Approximation of moments; Information matrix; Parameterization; Skew t distribution

Indexed keywords

EID: 84867730830     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.05.016     Document Type: Article

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