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  • Search: subject:"Multivariate normal distribution"
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Year of publication
Subject
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Multivariate normal distribution 33 multivariate normal distribution 19 Statistical distribution 8 Statistische Verteilung 8 Multivariate Analyse 6 Multivariate analysis 6 Probability theory 4 Wahrscheinlichkeitsrechnung 4 Monte Carlo simulation 3 Option pricing theory 3 Optionspreistheorie 3 Theorie 3 Theory 3 Association 2 Black-Scholes model 2 Black-Scholes-Modell 2 Correlation 2 Derivat 2 Derivative 2 Dimension 2 EM algorithm 2 Entropy 2 Estimation theory 2 Hypothesis testing 2 Korrelation 2 Log-concavity 2 Multiasset option 2 Multivariate Normal Distribution 2 Multivariate t distribution 2 Option trading 2 Optionsgeschäft 2 Portfolio selection 2 Portfolio-Management 2 Schätztheorie 2 Stochastic process 2 Stochastischer Prozess 2 asymptotic distribution 2 correlation 2 missing data 2 multivariate t-distribution 2
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Online availability
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Undetermined 51 Free 3
Type of publication
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Article 55 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Aufsatz im Buch 2 Book section 2 research-article 2 Working Paper 1
Language
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Undetermined 43 English 15 Czech 1
Author
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Guillaume, Tristan 4 Balakrishnan, N. 2 Bentler, Peter 2 Kalkbrener, Michael 2 Packham, Natalie 2 Zografos, K. 2 Aminzadeh, M. 1 Andrushchenko, Zhanna 1 Arashi, M. 1 Badr, Youakim 1 Banerjee, Soumya 1 Bao, Yong 1 Bazyari, Abouzar 1 Bhattacharya, Bhaskar 1 Bodnar, Taras 1 Cai, Xueya 1 Calvo, Miquel 1 Chen, John 1 Chen, Louis H. Y. 1 Chen, Minxing 1 Dong, Lingxiu 1 Drton, Mathias 1 Flury, Bernard D. 1 Fuh, Cheng-Der 1 Fujisawa, Hironori 1 Ganji, Zainab Abbasi 1 Gildeh, Bahram Sadeghpour 1 Goethals, Paul L. 1 Golosnoy, Vasyl 1 Gong, Chao 1 Gottard, Anna 1 Gupta, Arjun 1 Gupta, Ramesh 1 Harris, Bernard 1 Harrison-Trainor, Matthew 1 Hayter, A. 1 Hessen, David 1 Heynen, R. C. 1 Holly, Alberto 1 Horrace, William C. 1
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Institution
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EconWPA 1 HAL 1 Institut d'Économie et de Management de la Santé (IEMS), Faculté des Hautes Études Commerciales (HEC) 1
Published in...
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Journal of Multivariate Analysis 11 Annals of the Institute of Statistical Mathematics 9 Metrika 4 Psychometrika 3 Computational Statistics 2 AStA Advances in Statistical Analysis 1 Applied Mathematical Finance 1 Asia-Pacific Financial Markets 1 Computational economics 1 Decision making and risk/return optimization in financial economics 1 Econometrics 1 European journal of operational research : EJOR 1 Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3 1 IRTG 1792 Discussion Paper 1 International Journal of Ambient Computing and Intelligence (IJACI) 1 International Journal of Quality & Reliability Management 1 International journal of financial engineering 1 International journal of financial services management : IJFSM 1 Journal of Applied Statistics 1 METRON 1 Management Science 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematical social sciences 1 Operations research letters 1 Politická ekonomie : teorie, modelování, aplikace 1 Post-Print / HAL 1 Review of Derivatives Research 1 Stata Journal 1 Statistical Methods and Applications 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 Stochastics and Quality Control 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Total quality management & business excellence 1 Working Papers / Institut d'Économie et de Management de la Santé (IEMS), Faculté des Hautes Études Commerciales (HEC) 1
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Source
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RePEc 44 ECONIS (ZBW) 11 Other ZBW resources 3 EconStor 1
Showing 41 - 50 of 59
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Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk
Lin, Shih-Kuei; Wang, Ren-Her; Fuh, Cheng-Der - In: Asia-Pacific Financial Markets 13 (2006) 3, pp. 261-295
Persistent link: https://www.econbiz.de/10005684903
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An EM algorithm for fitting two-level structural equation models
Liang, Jiajuan; Bentler, Peter - In: Psychometrika 69 (2004) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10005381830
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A class of multivariate skew-normal models
Gupta, Arjun; Chen, John - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 305-315
Persistent link: https://www.econbiz.de/10005395541
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The association between two random elements: A complete characterization and odds ratio models
Osius, Gerhard - In: Metrika 60 (2004) 3, pp. 261-277
For random elements X and Y (e.g. vectors) a complete characterization of their association is given in terms of an odds ratio function. The main result establishes for any odds ratio function and any pre-specified marginals the unique existence of a corresponding joint distribution (the joint...
Persistent link: https://www.econbiz.de/10005598747
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Who Benefits from Transshipment? Exogenous vs. Endogenous Wholesale Prices
Dong, Lingxiu; Rudi, Nils - In: Management Science 50 (2004) 5, pp. 645-657
This paper studies how transshipments affect manufacturers and retailers, considering both exogenous and endogenous wholesale prices. For a distribution system where a single manufacturer sells to multiple identical-cost retailers, we consider both the manufacturer being a price taker and the...
Persistent link: https://www.econbiz.de/10009198114
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Selection of the best population: an information theoretic approach
Menéndez, M. L.; Pardo, L.; Tsairidis, Ch.; Zografos, K. - In: Metrika 58 (2003) 2, pp. 117-147
Persistent link: https://www.econbiz.de/10005756399
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Tests of homogeneity of means and covariance matrices for multivariate incomplete data
Kim, Kevin; Bentler, Peter - In: Psychometrika 67 (2002) 4, pp. 609-623
Persistent link: https://www.econbiz.de/10005603433
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A biplot method for multivariate normal populations with unequal covariance matrices
Calvo, Miquel; Villarroya, Angel; Oller, Josep - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10005613289
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Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k
Horrace, William C. - EconWPA - 2002
This paper gives tabulations of the upper percentage points of the maximum absolute value of the k variate normal distribution with common correlation for values of k as high as 500. The tables are useful for performing multiple comparisons procedures in experiments with large numbers of treatments.
Persistent link: https://www.econbiz.de/10005119070
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Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss
Zhou, Xian; Sun, Xiaoqian; Wang, Jinglong - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 760-768
Persistent link: https://www.econbiz.de/10005616331
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