The following pages link to The 20-60-20 rule (Q316859):
Displaying 8 items.
- A note on conditional covariance matrices for elliptical distributions (Q1687219) (← links)
- 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)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry (Q2676431) (← links)
- A note on the equivalence between the conditional uncorrelation and the independence of random variables (Q6200891) (← links)
- Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments (Q6662617) (← links)
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule (Q6667485) (← links)
