Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (Q725678)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation |
scientific article |
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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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