Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables (Q4866622)
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scientific article; zbMATH DE number 850679
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| English | Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables |
scientific article; zbMATH DE number 850679 |
Statements
Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables (English)
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18 July 1996
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financial futures
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Stein's identity
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covariance inequalities
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covariance identities
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multivariate normal variables
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variance of order statistics
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0.9078726172447203
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0.8484665155410767
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0.8393577337265015
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0.8225584626197815
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0.8225584626197815
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