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Table 4 The skew-slash normal and t fitting to the AIS data

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

 

SSLT

SSLN

 

MLE

SE

MLE

AIC

981.018

978.426

μ 1

-0.210

0.151

-0.210

μ 2

-0.936

0.110

-0.954

\(\sigma _{11}^{2}\)

0.566

0.097

0.831

σ 12

0.465

0.086

0.708

\(\sigma _{22}^{2}\)

2.042

0.454

1.486

λ 1

-1.745

0.531

-2.225

λ 2

3.771

1.016

2.091

q

121.021

660.502

22.534

r

25.124

17.756

 
  1. SSLN=Skew-Slash Normal and SSLT=Skew-Slash t.