2016-01-05
Dispersive ordering for the multivariate normal distribution
Publication
Publication
Probability in the Engineering and Informational Sciences , Volume 30 - Issue 02 p. 141- 152
Additional Metadata | |
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doi.org/10.1017/S0269964815000327, hdl.handle.net/1765/93962 | |
Probability in the Engineering and Informational Sciences | |
Organisation | Erasmus School of Economics |
Leng, X., Zhuang, J. (Jinsen), & Hu, T. (Taizhong). (2016). Dispersive ordering for the multivariate normal distribution. Probability in the Engineering and Informational Sciences, 30(02), 141–152. doi:10.1017/S0269964815000327 |