Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets (Q5249215)

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scientific article; zbMATH DE number 6432431
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Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets
scientific article; zbMATH DE number 6432431

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    Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets (English)
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    29 April 2015
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    moment generating function
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    normal distribution
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    Student's \(t\)-distribution
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    symmetric power distribution
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