Pages that link to "Item:Q2259103"

The following pages link to Inference for vast dimensional elliptical distributions (Q2259103):

Displaying 9 items.

• Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
• Determination of system dimensionality from observing near-normal distributions (Q1668941) (← links)
• Multivariate moment based extreme value index estimators (Q1695426) (← links)
• Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations (Q4694178) (← links)
• Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
• Consistency factor for the MCD estimator at the Student-\(t\) distribution (Q6089185) (← links)