A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stein type lemma for the multivariate generalized hyperbolic distribution |
scientific article |
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A Stein type lemma for the multivariate generalized hyperbolic distribution (English)
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29 May 2018
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decision analysis
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utility function
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Stein's lemma
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mean-variance optimization
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multivariate generalized hyperbolic distribution (MGH)
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