Stein's lemma for truncated elliptical random vectors
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Publication:1640970
DOI10.1016/j.spl.2018.02.008zbMath1406.60024OpenAlexW2792336983WikidataQ125027806 ScholiaQ125027806MaRDI QIDQ1640970
Publication date: 14 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.008
elliptical distributionsSiegel's formuladensity generatorStein's lemmacapital asset pricing modelstruncated random vectors
Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)
Related Items (3)
Stein's lemma for truncated generalized skew-elliptical random vectors ⋮ Expressions for joint moments of elliptical distributions ⋮ The Minkowski length of a spherical random vector
Cites Work
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