A measure for total variability in multivariate normal distribution

DOI10.1016/S0167-9473(96)00042-4zbMATH Open0875.62202MaRDI QIDQ673283FDOQ673283

Seppo Mustonen

Publication date: 28 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

Generalized varianceMeasure of variabilityMultivariate normal distributionTotal variation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Title not available (Why is that?)
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Cited In (6)

• Descriptive measures of multivariate scatter and linear dependence
• Forecasting Swiss exports using Bayesian forecast reconciliation
• On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables
• Akaike's information criterion and recent developments in information complexity
• A novel definition of the multivariate coefficient of variation
• A normed measure of variability among proportions

Uses Software

• Survo

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