Pages that link to "Item:Q1687219"
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The following pages link to A note on conditional covariance matrices for elliptical distributions (Q1687219):
Displayed 3 items.
- A note on conditional variance and characterization of probability distributions (Q2006740) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- Up- and down-correlations in normal variance mixture models (Q6192365) (← links)