On the information matrix of the multivariate skew-\(t\) model (Q478230)
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scientific article; zbMATH DE number 6376449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the information matrix of the multivariate skew-\(t\) model |
scientific article; zbMATH DE number 6376449 |
Statements
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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0.8840368
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0.8746362
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0.8644372
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0.8625556
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0.86013484
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0.8493354
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