A measure of total variability for the multivariate \(t\) distribution with applications to finance (Q1373382): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0020-0255(96)00044-8
+Normal rank
@@ Property / OpenAlex ID @@
+W1987417645
@@ Property / OpenAlex ID: W1987417645 / rank @@
+Normal rank
@@ Property / cites work @@
+Entropy expressions and their estimators for multivariate distributions
+Normal rank
@@ Property / cites work @@
+A BIVARIATE GENERALIZATION OF STUDENT'S <i>t</i>-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
+Normal rank
@@ Property / cites work @@
+On the entropy of continuous probability distributions (Corresp.)
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic Approximations of the Portfolio Selection Problem When the Means and Variances of Returns are Infinite
+Normal rank
@@ Property / cites work @@
+Q3716064
@@ Property / cites work: Q3716064 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the parameters of a regression model with a multivariate t error variable
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1373382