Table 2 Skew-slash t and skew-slash normal comparison
From: The multivariate slash and skew-slash student t distributions
| Â | True | Estimated | True | Estimated | ||
|---|---|---|---|---|---|---|
| Â | SSLT | SSLT | SSLN | SSLN | SSLT | SSLN |
AIC | Â | 1524.939 | 1543.771 | Â | 1416.485 | 1425.878 |
μ 1 | 0 | -0.160 | -0.467 | 0 | -0.309 | -0.690 |
μ 2 | 0 | 0.032 | -0.225 | 0 | 0.025 | -0.212 |
\(\sigma _{11}^{2}\) | 1 | 0.827 | 0.809 | 1 | 0.587 | 0.651 |
σ 12 | 0 | 0.122 | 0.230 | 0 | 0.130 | 0.304 |
\(\sigma _{22}^{2}\) | 1 | 1.154 | 1.527 | 1 | 1.019 | 1.314 |
λ 1 | -5 | -2.830 | -1.581 | -5 | -1.989 | -0.860 |
λ 2 | 3 | 1.688 | 1.422 | 3 | 1.363 | 1.127 |
q | 5 | 6.383 | 4.553 | 5 | 6.697 | 5.151 |
r | 8 | 7.610 | Â | Â | 7.506 | Â |