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On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families - MaRDI portal

On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families (Q1659114)

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On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families
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    On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families (English)
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    15 August 2018
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    angular symmetry
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    expectile depth
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    generalized hyperbolic distribution
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    half-space depth
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    multivariate scenario sets
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    skew-\(t\) distribution
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