A note on conditional covariance matrices for elliptical distributions (Q1687219)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on conditional covariance matrices for elliptical distributions |
scientific article |
Statements
A note on conditional covariance matrices for elliptical distributions (English)
0 references
22 December 2017
0 references
elliptical distribution
0 references
conditional covariance
0 references
conditional correlation
0 references
tail covariance matrix
0 references
tail conditional variance
0 references
conditional variance matrix
0 references
