This is a preview. Log in through your library . Abstract The paper examines the nature of the latent random variables which occur in linear structural models, under the assumption that they are ...
Let $X_{1},X_{2},\ldots ,X_{n}$ be independent random variables. Given the moments $EX_{j}^{s}$ (s = 1, 2,...,m), (j = 1, 2,...,n), the joint distribution function of ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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