Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets (Q5249215): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/03610926.2012.752842 / rank | |||
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| Property / OpenAlex ID: W2002963993 / rank | |||
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| Property / cites work: On the exact distribution of the maximum of absolutely continuous dependent random variables / rank | |||
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| Property / cites work: Order Statistics / rank | |||
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| Property / cites work: Multivariate T-Distributions and Their Applications / rank | |||
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| Property / cites work: A Generalization of Shapiro–Wilk's Test for Multivariate Normality / rank | |||
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Latest revision as of 01:28, 10 July 2024
scientific article; zbMATH DE number 6432431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets |
scientific article; zbMATH DE number 6432431 |
Statements
Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets (English)
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29 April 2015
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moment generating function
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normal distribution
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Student's \(t\)-distribution
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symmetric power distribution
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