A note on Stein's lemma for multivariate elliptical distributions (Q394113): Difference between revisions

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+Q124841955
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+Extensions of Stein's Lemma for the Skew-Normal Distribution
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+Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
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+Semi-parametric modelling in finance: theoretical foundations
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+The heat equation and Stein's identity: connections, applications
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+Q4794153
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+Q3996150
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+Q5628978
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+On the generalization of Stein's lemma for elliptical class of distributions
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+Stein's lemma for elliptical random vectors
@@ Property / cites work: Stein's lemma for elliptical random vectors / rank @@
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+Tail Conditional Expectations for Elliptical Distributions
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+Bounds for some general sums of random variables
@@ Property / cites work: Bounds for some general sums of random variables / rank @@
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+Siegel's formula via Stein's identities
@@ Property / cites work: Siegel's formula via Stein's identities / rank @@
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+A Surprising Covariance Involving the Minimum of Multivariate Normal Variables
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+Estimation of the mean of a multivariate normal distribution
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+Bounds and approximations for sums of dependent log-elliptical random variables
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+Optimal approximations for risk measures of sums of lognormals based on conditional expectations
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+Analytic bounds and approximations for annuities and Asian options
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