CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS (Q5247427)
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scientific article; zbMATH DE number 6430121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS |
scientific article; zbMATH DE number 6430121 |
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CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS (English)
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24 April 2015
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stress testing
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risk management
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correlation
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normal variance mixture distribution
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multivariate normal distribution
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multivariate \(t\)-distribution
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