The Minkowski length of a spherical random vector

DOI10.1016/j.spl.2019.06.003zbMath1458.60027OpenAlexW2952888503WikidataQ127772836 ScholiaQ127772836MaRDI QIDQ2322676

Tomer Shushi

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.003

zbMATH Keywords

elliptical distributionsmultivariate analysis\(L^p\) normsRayleigh distributionMaxwell-Boltzmann distributiontail risk measures

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Cites Work

• Unnamed Item
• Self-consistency and a generalized principal subspace theorem
• On the theory of elliptically contoured distributions
• Stein's lemma for truncated elliptical random vectors
• Tail conditional moments for elliptical and log-elliptical distributions
• Tail Variance Premium with Applications for Elliptical Portfolio of Risks
• A new lifetime model: the Kumaraswamy generalized Rayleigh distribution
• Tail Conditional Expectations for Elliptical Distributions