A Measure of Total Variability for the Multivariate t Distribution with Applications to Finance.
José-Luis Guerrero-CusumanoPublished in: Inf. Sci. (1996)
Keyphrases
- similarity measure
- dependence structure
- probability distribution
- uniformly distributed
- computational intelligence
- distance measure
- random variables
- information theory
- artificial intelligence
- information systems
- probabilistic model
- image registration
- regression model
- data distribution
- probability density function
- evaluation measures