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Citation Information : Statistics in Transition New Series. Volume 20, Issue 3, Pages 155-170, DOI: https://doi.org/10.21307/stattrans-2019-029
License : (CC BY-NC-ND 4.0)
Received Date : 04-March-2019 / Published Online: 04-September-2019
In the paper some multivariate power generalizations of Chebyshev’s inequality and their improvements will be presented with extension to a random vector with singular covariance matrix. Moreover, for these generalizations, the cases of the multivariate normal and the multivariate t distributions will be considered. Additionally, some financial application will be presented.
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