A measure for total variability in multivariate normal distribution
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Publication:673283
DOI10.1016/S0167-9473(96)00042-4zbMath0875.62202MaRDI QIDQ673283
Publication date: 28 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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