LINEARIZATION OF PFAFF DIFFERENTIAL EQUATIONS FOR THE CONDITIONAL QUANTILE OF MULTIVARIATE PROBABILITY DISTRIBUTIONS
2017 ◽
Vol 21
(10)
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pp. 29-39
Keyword(s):
The article is devoted to the task of bringing the point transformations of nonlinear partial differential equations of Pfaff for conditional quantile multi- variate probability distributions to the Pfaff differential equations with constant coefficients. Solutions of the equations of Pfaff with constant coefficients are linear functions representing the conditional quantile of multivariate Gaussian distributions.
2002 ◽
Vol 14
(9)
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pp. 1389-1401
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2009 ◽
Vol 50
(1)
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pp. 013502
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1997 ◽
Vol 125
(5)
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pp. 1483-1485
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1974 ◽
Vol 47
(3)
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pp. 520-530
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