An asymmetric multivariate weibull distribution
DOI10.1080/03610926.2019.1599949OpenAlexW2941513975MaRDI QIDQ5077508
Mihael Perman, Višnja Jurić, Tomasz J. Kozubowski
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1599949
Gaussian mixtureLaplace lawfinancial data modelingmultivariate Weibull distributionskew multivariate distribution
Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics (62-XX) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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