- Tytuł:
- Power generalization of Chebyshev’s inequality – multivariate case
- Autorzy:
- Budny, Katarzyna
- Powiązania:
- https://bibliotekanauki.pl/articles/1193069.pdf
- Data publikacji:
- 2019-08-30
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
multivariate Chebyshev’s inequality
Mahalanobis distance
multivariate normal distribution
multivariate t distribution - Opis:
- In the paper some multivariate power generalizations of Chebyshev’s inequality and their improvements will be presented with extension to a random vector with singular covariance matrix. Moreover, for these generalizations, the cases of the multivariate normal and the multivariate t distributions will be considered. Additionally, some financial application will be presented.
- Źródło:
-
Statistics in Transition new series; 2019, 20, 3; 155-170
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł