Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors

DOI10.1155/2020/6759754zbMATH Open1544.60031WikidataQ124842281 ScholiaQ124842281MaRDI QIDQ6534661

Baishuai Zuo, Chuancun Yin

Publication date: 14 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Risk models (general) (91B05)

Cites Work

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• A note on Stein's lemma for multivariate elliptical distributions
• Estimation of the mean of a multivariate normal distribution
• A multivariate tail covariance measure for elliptical distributions
• A Stein type lemma for the multivariate generalized hyperbolic distribution
• Some Stein-type inequalities for multivariate elliptical distributions and applications
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
• Stein's lemma for elliptical random vectors
• On the generalization of Stein's lemma for elliptical class of distributions
• Stein’s Lemma for generalized skew-elliptical random vectors
• Tail Conditional Expectations for Elliptical Distributions

Related Items (2)

Stein's lemma for truncated elliptical random vectors ⋮ A generalized Isserlis theorem for location mixtures of Gaussian random vectors

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