Measures of dependence for the multivariate t distribution with applications to the stock market (Q4246301)
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scientific article; zbMATH DE number 1294035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measures of dependence for the multivariate t distribution with applications to the stock market |
scientific article; zbMATH DE number 1294035 |
Statements
Measures of dependence for the multivariate t distribution with applications to the stock market (English)
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9 November 1999
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entropy
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multivariate \(t\)
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dependence
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mutual information
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dependence coefficient
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