Variances with Bonferroni means and ordered weighted averages. This paper presents new types of
variances that use Bonferroni
means and ordered weighted averages
Variation of the term as a sign of a special sphere of useThis article is devoted to the problem of finding the equivalence of the
meaning of words related
Inflation and portfolio selection on Markowitz's
mean-variance (MV) theory, with modification of Tobin's portfolio utility function, and Sharpe
Minimum variance and minimum Kulback-Leibler mean estimation with a known quantileThis work compares two
mean estimators, MV and MKL, which incorporate information about a known
Characterizing time-dependent variance and coefficient of variation of SIR in D2D connectivity-dependent evolution of
mean,
variance and coefficient of variation of SIR metric. We demonstrate that under non