Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (Q725678): Difference between revisions

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Revision as of 23:40, 19 March 2024

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Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation
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    Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (English)
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    2 August 2018
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    multivariate coefficient of variation
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    bias reduction
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    decentralized \(F\)-distribution
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    elliptical symmetry
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    Sharpe ratio
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