Pages that link to "Item:Q1427515"

The following pages link to Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515):

Displaying 1 item.

• The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)