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The Meta-elliptical Distributions with Given Marginals

2002372 citationsJournal Article

Authors

Hong‐Bin Fang · Hong Kong Baptist University

Kai‐Tai Fang · Hong Kong Baptist University

Samuel Kotz · George Washington University

Topics & Keywords

Statistical Distribution Estimation and Applications Probability and Risk Models Financial Risk and Volatility Modeling

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Journal of Multivariate Analysis

Volume 82, Issue 1, pp. 1-16

DOI: 10.1006/jmva.2001.2017

Field-Weighted Citation Impact: 6.96

The Meta-elliptical Distributions with Given Marginals | Researchclopedia