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Table 2 Skew-slash t and skew-slash normal comparison

From: The multivariate slash and skew-slash student t distributions

  True Estimated True Estimated
  SSLT SSLT SSLN SSLN SSLT SSLN
AIC   1524.939 1543.771   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    7.506  
  1. The comparison of the average AIC and MLE’s of the parameters between the skew-slash t and skew-slash normal based on sample size 250 and repetitions 200. SSLT=Skew-Slash t and SSLN=Skew-Slash Normal. A smaller AIC indicates a better fit.