On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality (Q5075569)
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scientific article; zbMATH DE number 7527285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality |
scientific article; zbMATH DE number 7527285 |
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On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality (English)
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16 May 2022
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bounds for \(\mathrm{Var}[h(X)]\)
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multivariate generalized hyperbolic distribution
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Stein's lemma
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Stein-type inequality
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