Pages that link to "Item:Q2649711"
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The following pages link to Absolute moments in 2-dimensional normal distribution (Q2649711):
Displayed 15 items.
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Asymptotic normality of two symmetry test statistics based on the \(L_1\)-error (Q963871) (← links)
- Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated (Q1136468) (← links)
- The \(L_1\)-norm density estimator process (Q1394525) (← links)
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
- Formulas of absolute moments (Q2023852) (← links)
- An opposite Gaussian product inequality (Q2081773) (← links)
- Technical and allocative inefficiency in production systems: a vine copula approach (Q2148729) (← links)
- Goodness-of-fit tests for the family of multivariate chi-square copulas (Q2337318) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Absolute moments in 3-dimensional normal distribution (Q2650524) (← links)
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
- Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices (Q2697684) (← links)
- Quantitative versions of the two-dimensional Gaussian product inequalities (Q6062388) (← links)
- Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality (Q6111126) (← links)