On quadratic forms in multivariate generalized hyperbolic random vectors (Q5022110)
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scientific article; zbMATH DE number 7458263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On quadratic forms in multivariate generalized hyperbolic random vectors |
scientific article; zbMATH DE number 7458263 |
Statements
On quadratic forms in multivariate generalized hyperbolic random vectors (English)
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18 January 2022
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characteristic function
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conditional value-at-risk
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expected shortfall
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saddlepoint approximation
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transform inversion
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two-stage least squares
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