Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
Year of publication: |
1996
|
---|---|
Authors: | Quiroz, Adolfo ; Nakamura, Miguel ; Pérez, Francisco |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 48.1996, 4, p. 687-709
|
Publisher: |
Springer |
Subject: | Elliptically contoured distributions | empirical characteristic function | Box-Cox transformations |
-
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
Yu, Jun, (2002)
-
Gaudry, Marc, (2013)
-
Gaudry, Marc J. I., (2016)
- More ...
-
A permutation-based algorithm for block clustering
Duffy, Diane, (1991)
-
Fast random generation of binary, t-ary and other types of trees
Quiroz, Adolfo, (1989)
-
Spherical harmonics in quadratic forms for testing multivariate normality
Manzotti, Alessandro, (2001)
- More ...