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

@@ Property / Wikidata QID @@
+Q124802595
@@ Property / Wikidata QID: Q124802595 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2017.03.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2554984958
@@ Property / OpenAlex ID: W2554984958 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3661894
@@ Property / cites work: Q3661894 / rank @@
+Normal rank
@@ Property / cites work @@
+Extensions of Stein's Lemma for the Skew-Normal Distribution
+Normal rank
@@ Property / cites work @@
+Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
+Normal rank
@@ Property / cites work @@
+Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
+Normal rank
@@ Property / cites work @@
+On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
+Normal rank
@@ Property / cites work @@
+The skew-Cauchy distribution
@@ Property / cites work: The skew-Cauchy distribution / rank @@
+Normal rank
@@ Property / cites work @@
+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Stein's Method
@@ Property / cites work: An Introduction to Stein's Method / rank @@
+Normal rank
@@ Property / cites work @@
+Q4167332
@@ Property / cites work: Q4167332 / rank @@
+Normal rank
@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+Portfolio optimization under a generalized hyperbolic skewed<i>t</i>distribution and exponential utility
+Normal rank
@@ Property / cites work @@
+Q3939057
@@ Property / cites work: Q3939057 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+The heat equation and Stein's identity: connections, applications
+Normal rank
@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of Alternative Utility Functions in Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+Stein's lemma for elliptical random vectors
@@ Property / cites work: Stein's lemma for elliptical random vectors / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Stein's lemma for multivariate elliptical distributions
+Normal rank
@@ Property / cites work @@
+Siegel's formula via Stein's identities
@@ Property / cites work: Siegel's formula via Stein's identities / rank @@
+Normal rank
@@ Property / cites work @@
+Does mean-variance portfolio management deserve expected utility's approximative affirmation?
+Normal rank
@@ Property / cites work @@
+Mean-variance approximations to expected utility
@@ Property / cites work: Mean-variance approximations to expected utility / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+A Surprising Covariance Involving the Minimum of Multivariate Normal Variables
+Normal rank
@@ Property / cites work @@
+Portfolio Selection and Asset Pricing—Three-Parameter Framework
+Normal rank
@@ Property / cites work @@
+Q4130201
@@ Property / cites work: Q4130201 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the mean of a multivariate normal distribution
+Normal rank
@@ Property / cites work @@
+Q4000424
@@ Property / cites work: Q4000424 / rank @@
+Normal rank