Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527): Difference between revisions

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+W2049537980
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+Q4522555
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+The multivariate skew-normal distribution
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+Additive properties of skew normal random vectors
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+Bayes estimation subject to uncertainty about parameter constraints
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+Some results on the multivariate truncated normal distribution
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+Comparison of Alternative Utility Functions in Portfolio Selection Problems
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+Siegel's formula via Stein's identities
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+Q4001511
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+Risk Aversion in the Small and in the Large
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+A Correlation Model Useful in the Study of Twins
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+A Surprising Covariance Involving the Minimum of Multivariate Normal Variables
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+Portfolio Selection and Asset Pricing—Three-Parameter Framework
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+Estimation of the mean of a multivariate normal distribution
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