Parisi, A., Brunero, L. (2014). Adaptive importance sampling methods for the multivariate skew-student distribution and skew-t copula. In 8th International conference on computational and financial econometrics (CFE 2014) and 7th International conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on computational and methodological statistics (ERCIM 2014): programme and abstracts. ERCIM.
Adaptive importance sampling methods for the multivariate skew-student distribution and skew-t copula
PARISI, ANTONIO;
2014-01-01
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