A measure of total variability for the multivariate \(t\) distribution with applications to finance (Q1373382)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1089700
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A measure of total variability for the multivariate \(t\) distribution with applications to finance |
scientific article; zbMATH DE number 1089700 |
Statements
A measure of total variability for the multivariate \(t\) distribution with applications to finance (English)
0 references
17 December 1997
0 references
entropy
0 references
multivariate
0 references
Cauchy distributions
0 references
0 references
0 references
0.7662720084190369
0 references
0.7491060495376587
0 references
