On the information matrix of the multivariate skew-\(t\) model (Q478230)

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scientific article; zbMATH DE number 6376449
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On the information matrix of the multivariate skew-\(t\) model
scientific article; zbMATH DE number 6376449

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    On the information matrix of the multivariate skew-\(t\) model (English)
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    3 December 2014
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    Fisher information
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    kurtosis
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    multivariate \(t\) distribution
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    skewness
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