A multivariate tail covariance measure for elliptical distributions (Q1667406)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multivariate tail covariance measure for elliptical distributions |
scientific article; zbMATH DE number 6928200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate tail covariance measure for elliptical distributions |
scientific article; zbMATH DE number 6928200 |
Statements
A multivariate tail covariance measure for elliptical distributions (English)
0 references
28 August 2018
0 references
elliptical distributions
0 references
multivariate risk measures
0 references
multivariate tail conditional expectation
0 references
tail variance
0 references
multivariate tail covariance
0 references
tail confidence ellipsoid
0 references
