Multivariate Skew t-Distribution: Asymptotics for Parameter Estimators and Extension to Skew t-Copula.

Tõnu Kollo Meelis Käärik Anne Selart

Published in: Symmetry (2021)

Keyphrases

dependence structure
data skew
data distribution
probability distribution
random variables
large deviations
monte carlo
gaussian distribution
heavy traffic
probability mass