A new location-scale model for conditional heavy-tailed distributions

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https://hal.archives-ouvertes.fr/hal-01942204
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Submitted on : Monday, December 3, 2018 - 8:45:49 AM
Last modification on : Tuesday, January 29, 2019 - 3:45:31 PM

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Aboubacrene Ag Ahmad, Aliou Diop, El Hadji Deme, Stéphane Girard. A new location-scale model for conditional heavy-tailed distributions. IFSS 2018 - 2nd Italian-French Statistics Seminar, Sep 2018, Grenoble, France. ⟨hal-01942204⟩

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