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Dokumenttyp:
Bachelorarbeit 
Autor(en):
Killiches, Matthias 
Titel:
Elliptische Verteilungen : Grundlagen und Anwendungen 
Abstract:
This note discusses elliptical distributions as well as their properties and provides a few applications. Firstly, basic concepts for multivariate random variables are being introduced. Besides the expectation and the covariance matrix the first part of the thesis deals with important numerical measures of association. After the Pearson product-moment correlation coefficient two rank correlation coefficients follow: Spearman's rho and Kendall's tau . Several properties of these three measures ar...    »
 
Betreuer:
PD Dr. Aleksey Min 
Gutachter:
PD Dr. Aleksey Min 
Jahr:
2011 
Sprache:
en 
Hochschule / Universität:
Technische Universität München 
Format:
Text 
Annahmedatum:
26.07.2011