A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607): Difference between revisions

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Latest revision as of 17:16, 15 July 2024

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A Stein type lemma for the multivariate generalized hyperbolic distribution
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    A Stein type lemma for the multivariate generalized hyperbolic distribution (English)
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    29 May 2018
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    decision analysis
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    utility function
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    Stein's lemma
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    mean-variance optimization
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    multivariate generalized hyperbolic distribution (MGH)
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