Open AccessInterpretation of the measure of dependence for multivariate stable random variables using factor model
Author(s) -
Vadim Shergin
Publication year - 2015
Publication title -
eastern-european journal of enterprise technologies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.268
H-Index - 24
eISSN - 1729-4061
pISSN - 1729-3774
DOI - 10.15587/1729-4061.2015.50442
Subject(s) - mathematics , multivariate statistics , independent and identically distributed random variables , random variable , measure (data warehouse) , multivariate normal distribution , multivariate t distribution , multivariate stable distribution , parameterized complexity , statistics , variables , normal wishart distribution , combinatorics , computer science , database