Sayantee Jana, Narayanaswamy Balakrishnan, Jemila S. Hamid, Inference in the Growth Curve Model under Multivariate Skew Normal Distribution, Sankhyā: The Indian Journal of Statistics, Series B (2008-) ...
Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...