A measure of total variability for the multivariate \(t\) distribution with applications to finance
type: Item
instance of: scholarly article
title: A measure of total variability for the multivariate \(t\) distribution with applications to finance
zbMATH Open document ID: 0882.62005
DOI: 10.1016/0020-0255(96)00044-8
author: José-Luis Guerrero-Cusumano
published in: Information Sciences
publication date: 1997-12-17T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1089700
zbMATH Keywords: entropy
zbMATH Keywords: multivariate
zbMATH Keywords: Cauchy distributions
MaRDI profile type: Publication
full work available at URL: 0020-0255(96)00044-8
OpenAlex ID: W1987417645
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description: scientific article; zbMATH DE number 1089700