Multivariate Skew <i>t</i>-Distribution: Asymptotics for Parameter Estimators and Extension to Skew <i>t</i>-Copula
Symmetric elliptical distributions have been intensively used in data modeling and robustness studies. The area of applications was considerably widened after transforming elliptical distributions into the skew elliptical ones that preserve several good properties of the corresponding symmetric dist...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-06-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/13/6/1059 |