A note on conditional covariance matrices for elliptical distributions (Q1687219): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on conditional covariance matrices for elliptical distributions |
scientific article |
Statements
A note on conditional covariance matrices for elliptical distributions (English)
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22 December 2017
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elliptical distribution
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conditional covariance
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conditional correlation
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tail covariance matrix
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tail conditional variance
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conditional variance matrix
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