Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (Q5107515): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: sn / rank | |||
Normal rank | |||
Revision as of 00:49, 1 March 2024
scientific article; zbMATH DE number 7193890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate tail conditional expectation for scale mixtures of skew-normal distribution |
scientific article; zbMATH DE number 7193890 |
Statements
Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (English)
0 references
27 April 2020
0 references
skew-normal distribution
0 references
scale mixtures of skew-normal distribution
0 references
multivariate risk measures
0 references
tail conditional expectation
0 references
