Stein’s Lemma for generalized skew-elliptical random vectors

DOI10.1080/03610926.2019.1678642OpenAlexW2981398102MaRDI QIDQ5078520

Chris Adcock, Tomer Shushi, Zinoviy Landsman

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1678642

zbMATH Keywords

spherical distributionsdensity generatornormal distributionsStein's Lemmamultivariate generalized skew elliptical distributions

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Multivariate tail covariance risk measure for generalized skew-elliptical distributions ⋮ TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS ⋮ Empirical Bayes on a shoestring and other applications ⋮ Tail conditional moment for generalized skew-elliptical distributions

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