Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures

DOI10.1016/0898-1221(90)90103-QzbMath0697.60019MaRDI QIDQ911141

Paweł Jerzy Szabłowski

Publication date: 1990

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

conditional expectationconditional varianceselliptically contoured measures

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical distribution theory (62E99)

Related Items (7)

Stationary random fields with linear regressions ⋮ Small perturbations of Gaussian regressors ⋮ Uniform distributions on spheres in finite dimensional \(L_\alpha\) and their generalizations ⋮ On the stability problem for conditional expectation ⋮ A Black–Litterman asset allocation model under Elliptical distributions ⋮ Asymptotic properties of type I elliptical random vectors ⋮ Can the first two conditional moments identify a mean square differentiable process?

Cites Work

• On the projections of isotropic distributions
• On the theory of elliptically contoured distributions
• Can the first two conditional moments identify a mean square differentiable process?
• Metric spaces and completely monontone functions
• On the linearity of regression
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