"Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition."

Jeffrey Näf, Marc S. Paolella, Pawel Polak (2019)

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DOI: 10.1016/J.JMVA.2019.02.004

access: closed

type: Journal Article

metadata version: 2021-10-14

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Jeffrey Näf, Marc S. Paolella, Pawel Polak:
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. J. Multivar. Anal. 172: 84-106 (2019)

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