Multivariate distribution models with generalized hyperbolic margins
Copyright policy )Multivariate distribution models with generalized hyperbolic margins
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- London School of Economics and Political Science United Kingdom
- University of Cologne Germany
- Daimler (Germany) Germany
Applications of statistics to actuarial sciences and financial mathematics, estimation, tail dependence, affine-linear transforms, Multivariate distribution of statistics, multivariate distributions, generalized hyperbolic distributions, copula, Probability distributions: general theory, random number generation, Characterization and structure theory for multivariate probability distributions; copulas
Applications of statistics to actuarial sciences and financial mathematics, estimation, tail dependence, affine-linear transforms, Multivariate distribution of statistics, multivariate distributions, generalized hyperbolic distributions, copula, Probability distributions: general theory, random number generation, Characterization and structure theory for multivariate probability distributions; copulas
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