The covariance of uncertain variables : definition and calculation formulae
Mingxuan Zhao, Yuhan Liu, Dan A. Ralescu, Jian Zhou
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhao, Mingxuan ; Liu, Yuhan ; Ralescu, Dan A. ; Zhou, Jian |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 17.2018, 2, p. 211-232
|
| Subject: | Correlation coefficient | Covariance | Inverse distribution | Uncertain variable | Korrelation | Correlation | Schätztheorie | Estimation theory | Risiko | Risk | CAPM | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-017-9270-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012098248