Add to ORKGAbstract. By using well known properties of elliptical distributions we show that the relation between Kendall’s tau and the linear correlation coefficient for bivariate normal distributions holds more generally (subject to only slight modifications) for the class of elliptical distributions. 1
AbstractIt is well known that the sample covariance is not an efficient estimator of the covariance ...
In this paper it is proved that the nonnull density of the canonical correlation coefficients under ...
AbstractTwo conditions are shown under which elliptical distributions are scale mixtures of normal d...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
AbstractThe comedianCOM(X,Y) of random variablesX,Yis a median based robust alternative to the covar...
Abstract. In this paper we clarify dependence properties of elliptical distributions by deriving gen...
In this paper we clarify dependence properties of elliptical distributions by deriving general but e...
Parametric robustness of a statistic in a class of distributions implies that the distribution of th...
Abstract. Most financial models for modelling dependent risks are based on the assumption of multiva...
The thesis recalls the traditional theory of elliptically symmetric distributions. Their basic prope...
This article first reviews the definition of elliptically symmetric distributions and discusses iden...
AbstractIt is well known that the sample covariance is not an efficient estimator of the covariance ...
In this paper it is proved that the nonnull density of the canonical correlation coefficients under ...
AbstractTwo conditions are shown under which elliptical distributions are scale mixtures of normal d...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
Diplomsko delo razišče in dokaže povezavo med Pearsonovim korelacijskim koeficientom in Kendallovim ...
AbstractThe comedianCOM(X,Y) of random variablesX,Yis a median based robust alternative to the covar...
Abstract. In this paper we clarify dependence properties of elliptical distributions by deriving gen...
In this paper we clarify dependence properties of elliptical distributions by deriving general but e...
Parametric robustness of a statistic in a class of distributions implies that the distribution of th...
Abstract. Most financial models for modelling dependent risks are based on the assumption of multiva...
The thesis recalls the traditional theory of elliptically symmetric distributions. Their basic prope...
This article first reviews the definition of elliptically symmetric distributions and discusses iden...
AbstractIt is well known that the sample covariance is not an efficient estimator of the covariance ...
In this paper it is proved that the nonnull density of the canonical correlation coefficients under ...
AbstractTwo conditions are shown under which elliptical distributions are scale mixtures of normal d...