Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527)
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: Extensions of Stein's Lemma for the Skew-Normal Distribution |
scientific article; zbMATH DE number 5204444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of Stein's Lemma for the Skew-Normal Distribution |
scientific article; zbMATH DE number 5204444 |
Statements
Extensions of Stein's Lemma for the Skew-Normal Distribution (English)
0 references
24 October 2007
0 references
hidden truncation models
0 references
multivariate skew-normal distribution
0 references
portfolio selection
0 references
Siegel's formula
0 references
Stein's lemma
0 references
utility functions
0 references
