Choosing joint distributions so that the variance of the sum is small
Knott, M. & Smith, C.
(2006).
Choosing joint distributions so that the variance of the sum is small.
Journal of Multivariate Analysis,
97(8), 1757-1765.
https://doi.org/10.1016/j.jmva.2006.01.004
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 Elsevier B V |
| Departments | LSE > Academic Departments > Statistics |
| DOI | 10.1016/j.jmva.2006.01.004 |
| Date Deposited | 05 Aug 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16369 |
Explore Further
- https://www.scopus.com/pages/publications/33746917556 (Scopus publication)
- http://www.elsevier.com/locate/jmva (Official URL)