Tail variance for Generalized Skew-Elliptical distributions (Q5079253): Difference between revisions

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+https://doi.org/10.1080/03610926.2020.1751853
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+W3017090591
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+Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
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+Coherent Measures of Risk
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+Q3703094
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+Statistical Applications of the Multivariate Skew Normal Distribution
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+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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+A general class of multivariate skew-elliptical distributions
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+Q4103811
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+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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+Q3136286
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+Modelling co-movements and tail dependency in the international stock market via copulae
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+On the generalization of Stein's lemma for elliptical class of distributions
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+Tail conditional moments for elliptical and log-elliptical distributions
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+Extended generalized skew-elliptical distributions and their moments
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+Tail Conditional Expectations for Elliptical Distributions
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+Tail variance premiums for log-elliptical distributions
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+Q5706744
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+Skewed distributions generated by the normal kernel.
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+Generalized skew-elliptical distributions are closed under affine transformations
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+Q3432568
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+Q4660392
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+Publication:5079253