Pages that link to "Item:Q5379195"
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The following pages link to The Tail Stein's Identity with Applications to Risk Measures (Q5379195):
Displaying 7 items.
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- Computing (Bivariate) Poisson Moments Using Stein–Chen Identities (Q5050790) (← links)
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
- New characterizations of the (discrete) Lindley distribution and their applications (Q6108237) (← links)
- On probabilistic mean value theorem and covariance identities (Q6572437) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)