Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution

DOI10.1214/21-BJPS502zbMath1504.62076OpenAlexW3185693042WikidataQ114599196 ScholiaQ114599196MaRDI QIDQ2244851

Manuel Galea, Filidor Vilca, Camila Borelli Zeller

Publication date: 12 November 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-bjps502

zbMATH Keywords

EM algorithmlikelihood ratio testnormal inverse Gaussian distributiongradient testgeneralized hyperbolic distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypothesis testing in multivariate analysis (62H15) Probability distributions: general theory (60E05)

Uses Software

• sn
• QRM

Cites Work

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