A multivariate tail covariance measure for elliptical distributions (Q1667406): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate tail covariance measure for elliptical distributions |
scientific article |
Statements
A multivariate tail covariance measure for elliptical distributions (English)
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28 August 2018
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elliptical distributions
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multivariate risk measures
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multivariate tail conditional expectation
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tail variance
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multivariate tail covariance
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tail confidence ellipsoid
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