scientific article

zbMath1202.62139MaRDI QIDQ3064890

Ming-Chin Hung, Szu-Fang Wang, Yi-Ping Chang, Chih-Tun Yu

Publication date: 27 December 2010

Full work available at URL: http://ijims.ms.tku.edu.tw/mss/M21/M21N3/o21n33/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

EM algorithmvalue-at-riskmultivariate normal-inverse Gaussian distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

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