Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527)
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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 |
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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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