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Mathematical analysis / Probability / Statistics / Probability distributions / Stable distributions / Generalized functions / Probability theory / Normal distribution / Characteristic function / Distribution / Multivariate normal distribution / Correlation and dependence


June 26, 2001; Remark 2 added August 7, 2002 Discussion of credit risks added Nov. 28, 2002 KENDALL’S TAU FOR ELLIPTICAL DISTRIBUTIONS∗ FILIP LINDSKOG, ALEXANDER MCNEIL, AND UWE SCHMOCK
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Document Date: 2005-03-14 12:22:58


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