A Study of Multivariate Skew t Distribution.
碩士 === 國立臺北大學 === 統計學系 === 102 === To modeling heavy-tailed and asymmetrical data, we define a new family of multivariate skew t distribution by a scale mixture of multivariate skew normal distributions. We have derived several of its probabilistic and inferential properties including explicit forms...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69495718727163772467 |