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

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Latest revision as of 10:48, 27 June 2024

scientific article; zbMATH DE number 5204444
Language Label Description Also known as
English
Extensions of Stein's Lemma for the Skew-Normal Distribution
scientific article; zbMATH DE number 5204444

    Statements

    Extensions of Stein's Lemma for the Skew-Normal Distribution (English)
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    24 October 2007
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    hidden truncation models
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    multivariate skew-normal distribution
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    portfolio selection
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    Siegel's formula
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    Stein's lemma
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    utility functions
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