The Bivariate Normal Distribution This is Section 4.7 of the 1st editionof the book Introduction to Probability, by D. P. Bertsekas and J. N. Tsitsiklis. The material in this section was not included in the 2nd e

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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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• Mathematical analysis
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Multivariate Classication of Galaxies: which Observables? D. Fraix-Burnet Univ. Grenoble-Alpes / CNRS / IPAG http://ipag.osug.fr/public/fraixbud/

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Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo

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Researches by multivariate statistical methods of inorganic elemental content in human teeth

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Journal of Statistics Education, Volume 18, NumberSOCR Motion Charts: An Efficient, Open-Source, Interactive and Dynamic Applet for Visualizing Longitudinal Multivariate Data Jameel Al-Aziz Nicolas Christou

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Introduction The MQ Problem Polynomial Equivalence Problems

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• Cryptography
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CreditRisk + Model with Dependent Risk Factors Ruodu Wang∗, Liang Peng† and Jingping Yang‡ October 6, 2014 Abstract The CreditRisk + model is widely used in industry for computing the loss of a credit portfolio. Th

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• Actuarial science
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Revision Completed on 06 JanNonlinear Multivariate Time-Space Threshold Vector Error Correction Model for Short Term Traffic State Prediction Tao Ma1*, Zhou Zhou2, Baher Abdulhai3 University of Toronto

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Analysis of Multivariate Hash Functions Jean-Philippe Aumasson? and Willi Meier?? FHNW, 5210 Windisch, Switzerland Abstract. We analyse the security of new hash functions whose compression function is explicitly defined

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