Estimating UK factor models using the multivariate skew normal distribution
Year of publication: |
2005
|
---|---|
Authors: | Adcock, C. J. |
Published in: |
Linear factor models in finance. - Amsterdam : Elsevier Butterworth-Heinemann, ISBN 978-0-7506-6006-8. - 2005, p. 12-29
|
Subject: | Statistische Verteilung | Statistical distribution | Faktorenanalyse | Factor analysis | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
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