In this paper we show that binormal operators have nearest normal approximants. In fact, we exhibit nearest normals to such operators and, as a corollary, show that the hermitian part of a binormal ...
A normal approximation to the null distribution of the likelihood ratio statistic for testing the multivariate general linear hypothesis is developed. This approximation is compared with the ...
This video describes the central limit theorem and some properties of the normal distribution. Understanding this will help you tie together many of the different types of hypothesis tests and ...
Qualitative and quantitative properties of the Cornish–Fisher expansion in the context of Delta–Gamma-normal approaches to the computation of value-at-risk are presented. Some qualitative deficiencies ...
Merton, Robert C., and Paul A. Samuelson. "Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision Making over Many Periods." Journal of Financial Economics 1 (May 1974): 67–94.
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