Choosing joint distributions so that the variance of the sum is small
Knott, Martin; and Smith, Cyril
(2006)
Choosing joint distributions so that the variance of the sum is small.
Journal of Multivariate Analysis, 97 (8).
pp. 1757-1765.
ISSN 0047-259X
| Item Type | Article |
|---|---|
| Departments | Statistics |
| DOI | 10.1016/j.jmva.2006.01.004 |
| Date Deposited | 05 Aug 2008 16:17 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16369 |