Grouped normal variance mixtures
Year of publication: |
2020
|
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Authors: | Hintz, Erik ; Hofert, Marius ; Lemieux, Christiane |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 4/103, p. 1-26
|
Subject: | grouped normal variance mixtures | distribution functions | densities | copulas | grouped t copula | risk measures | quasi-random number sequences | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8040103 [DOI] hdl:10419/258056 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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