In this paper we continue our investigation of entropy comparisons with emphasis on multivariate distributions. For multiparameter cases of the multinomial and negative multinomial distributions we ...
The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was ...
Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in finance. Ideal for portfolio management.
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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