Soltyk, S., Gupta, R., & Chan, F. (2011). Application of the multivariate skew normal mixture model with the EM Algorithm to Value-at-Risk. MODSIM 2011.
Chicago Style (17th ed.) CitationSoltyk, S., Ritu Gupta, and F. Chan. Application of the Multivariate Skew Normal Mixture Model with the EM Algorithm to Value-at-Risk. MODSIM 2011, 2011.
MLA (9th ed.) CitationSoltyk, S., et al. Application of the Multivariate Skew Normal Mixture Model with the EM Algorithm to Value-at-Risk. MODSIM 2011, 2011.
Warning: These citations may not always be 100% accurate.