Pages that link to "Item:Q2493870"
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The following pages link to On the generalization of Stein's lemma for elliptical class of distributions (Q2493870):
Displaying 32 items.
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- A general class of univariate skew distributions considering Stein's lemma and infinite divisibility (Q421053) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Minimization of the root of a quadratic functional under an affine equality constraint (Q929931) (← links)
- Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management (Q939577) (← links)
- On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling (Q957312) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- On Stein's identity and its applications (Q1030159) (← links)
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- Stein's lemma for truncated generalized skew-elliptical random vectors (Q2129966) (← links)
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (Q2241516) (← links)
- Some Stein-type inequalities for multivariate elliptical distributions and applications (Q2343629) (← links)
- Extended generalized skew-elliptical distributions and their moments (Q2364051) (← links)
- Calculation of Bayes premium for conditional elliptical risks (Q2447418) (← links)
- Stein's lemma for elliptical random vectors (Q2482135) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- Expressions for joint moments of elliptical distributions (Q2656082) (← links)
- On Stein's lemma in hypotheses testing in general non-asymptotic case (Q2694802) (← links)
- Tail Variance Premium with Applications for Elliptical Portfolio of Risks (Q3632844) (← links)
- The Generalized Stein/Rubinstein Covariance Formula and Its Application to Estimate Real Systematic Risk (Q3802425) (← links)
- On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality (Q5075569) (← links)
- Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) (← links)
- Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
- The Tail Stein's Identity with Applications to Risk Measures (Q5379195) (← links)
- Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527) (← links)
- Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors (Q6534661) (← links)
- Generalizing Stein's lemma (Q6600239) (← links)
