Stein's lemma for truncated elliptical random vectors
type: Item
instance of: scholarly article
title: Stein's lemma for truncated elliptical random vectors
zbMATH Open document ID: 1406.60024
author: Tomer Shushi
published in: Statistics \& Probability Letters
publication date: 2018-06-14T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 6889535
zbMATH Keywords: capital asset pricing models
zbMATH Keywords: density generator
zbMATH Keywords: elliptical distributions
zbMATH Keywords: Siegel's formula
zbMATH Keywords: Stein's lemma
zbMATH Keywords: truncated random vectors
MaRDI profile type: Publication
full work available at URL: j.spl.2018.02.008
OpenAlex ID: W2792336983
Wikidata QID: Q125027806
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DOI: 10.1016/J.SPL.2018.02.008
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description: scientific article; zbMATH DE number 6889535