Pages that link to "Item:Q512352"
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The following pages link to On the distribution of the product of correlated normal random variables (Q512352):
Displayed 13 items.
- Fast symmetric additive covariance smoothing (Q1662117) (← links)
- On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
- Stein’s method and the distribution of the product of zero mean correlated normal random variables (Q5079037) (← links)
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications (Q5085215) (← links)
- A non–stationary non–Gaussian hedonic spatial model for house selling prices (Q5866130) (← links)
- The skewness and kurtosis of the product of two normally distributed random variables (Q5875200) (← links)
- On the distribution-tail behaviour of the product of normal random variables (Q6062416) (← links)
- The basic distributional theory for the product of zero mean correlated normal random variables (Q6068049) (← links)
- Subset simulation for probabilistic computer models (Q6072735) (← links)
- The variance-gamma ratio distribution (Q6081754) (← links)
- Identifying the distribution of linear combinations of gamma random variables via Stein’s method (Q6106182) (← links)
- Supervised portfolios (Q6158392) (← links)
- A note on the distribution of the product of zero‐mean correlated normal random variables (Q6187974) (← links)