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On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions - MaRDI portal

On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (Q2320797)

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On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
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    On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (English)
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    27 August 2019
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    exponential distribution
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    gamma distribution
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    moment-generating function
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    multivariate extended skew-normal distribution
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    portfolio selection
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    Stein's lemma
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