Pages that link to "Item:Q2374109"
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The following pages link to Tail conditional moments for elliptical and log-elliptical distributions (Q2374109):
Displaying 28 items.
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515) (← links)
- A multivariate tail covariance measure for elliptical distributions (Q1667406) (← links)
- On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
- A new class of multivariate elliptically contoured distributions with inconsistency property (Q2065475) (← links)
- Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- A note on the coefficients of elliptical random variables (Q2322659) (← links)
- The Minkowski length of a spherical random vector (Q2322676) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
- Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Conditional Tail Moments of the Exponential Family and Its Related Distributions (Q3088974) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
- A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
- GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
- Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)
- Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions (Q5866050) (← links)
- Modelling insurance losses using a new beta power transformed family of distributions (Q5867479) (← links)
- Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
- A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data (Q6573814) (← links)
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
