Pages that link to "Item:Q1373382"
From MaRDI portal
The following pages link to A measure of total variability for the multivariate \(t\) distribution with applications to finance (Q1373382):
Displayed 7 items.
- On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables (Q951048) (← links)
- An asymptotic test of independence for multivariate \(t\) and Cauchy random variables with applications (Q1373381) (← links)
- Multivariate exponential families and the Taguchi loss function (Q1818786) (← links)
- Mathematical properties of the multivariate \(t\) distribution (Q2492711) (← links)
- Measures of dependence for the multivariate t distribution with applications to the stock market (Q4246301) (← links)
- Sampling distributions associated with the multivariate <i>t</i> distribution (Q5313483) (← links)
- Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions (Q5421539) (← links)