Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. |
scientific article; zbMATH DE number 2055772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. |
scientific article; zbMATH DE number 2055772 |
Statements
Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (English)
0 references
14 March 2004
0 references
Tail-thickness
0 references
Elliptical distribution
0 references
Covariance
0 references
Kurtosis
0 references
