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Conditional tail risk expectations for location-scale mixture of elliptical distributions - MaRDI portal

Conditional tail risk expectations for location-scale mixture of elliptical distributions

From MaRDI portal
Publication:6345352

DOI10.1080/00949655.2021.1944142arXiv2007.09350MaRDI QIDQ6345352

Baishuai Zuo, Chuan-Cun Yin

Publication date: 18 July 2020




Mathematics Subject Classification ID

Statistics (62-XX)





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