Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications |
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Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (English)
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28 October 2021
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convex cone
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correlation order
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Hessian order
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portfolios
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scale-shape mixture of skew-normal
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stop-loss order
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