Pages that link to "Item:Q1687219"
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The following pages link to A note on conditional covariance matrices for elliptical distributions (Q1687219):
Displaying 8 items.
- A note on conditional variance and characterization of probability distributions (Q2006740) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- A note on the coefficients of elliptical random variables (Q2322659) (← links)
- Tyler's Covariance Matrix Estimator in Elliptical Models With Convex Structure (Q4579499) (← links)
- Gaussian Approximation of Conditional Elliptical Random Vectors (Q5446502) (← links)
- Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (Q5964285) (← links)
- Up- and down-correlations in normal variance mixture models (Q6192365) (← links)
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)
