Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (Q725678): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q225877 |
||
Property / author | |||
Property / author: Gentiane Haesbroeck / rank | |||
Revision as of 11:54, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation |
scientific article |
Statements
Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (English)
0 references
2 August 2018
0 references
multivariate coefficient of variation
0 references
bias reduction
0 references
decentralized \(F\)-distribution
0 references
elliptical symmetry
0 references
Sharpe ratio
0 references