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"On the computation of multivariate scenario sets for the skew-t and ..."

Emanuele Giorgi, Alexander J. McNeil (2016)

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DOI: 10.1016/J.CSDA.2014.06.024

access: closed

type: Journal Article

metadata version: 2020-02-18

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Emanuele Giorgi, Alexander J. McNeil:
On the computation of multivariate scenario sets for the skew-t and generalized hyperbolic families. Comput. Stat. Data Anal. 100: 205-220 (2016)

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