Choosing joint distributions so that the variance of the sum is small

Journal of Multivariate Analysis

Volumn 97, Issue 8, 2006, Pages 1757-1765

  Knott, Martin ^a   Smith, Cyril ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Antithetic; Convexity; Mellin; Radial; Symmetry

Indexed keywords

EID: 33746917556     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.01.004     Document Type: Article

References (9)

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