A Surprising Covariance Involving the Minimum of Multivariate Normal Variables (Q4694171)
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scientific article; zbMATH DE number 218461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Surprising Covariance Involving the Minimum of Multivariate Normal Variables |
scientific article; zbMATH DE number 218461 |
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A Surprising Covariance Involving the Minimum of Multivariate Normal Variables (English)
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11 October 1993
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minimum of multivariate normal variables
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weighted average of covariances
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extrema of order statistics
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conditional expectation
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projection
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analysis of commodity
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financial futures contracts
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