Pages that link to "Item:Q2122044"

The following pages link to Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044):

Displaying 7 items.

• 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)
• Tail densities of skew-elliptical distributions (Q2418530) (← links)
• Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
• MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications (Q6593073) (← links)