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highOrderPortfolios
estimate_skew_t
estimate_skew_t function
Estimate the parameters of skew-t distribution from multivariate observations
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highOrderPortfolios package
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Maintainer: Daniel P. Palomar
License: GPL-3
Last published: 2022-10-20
Useful links
https://github.com/dppalomar/highOrderPortfolios/issues
https://github.com/dppalomar/highOrderPortfolios
https://www.danielppalomar.com