Tail conditional moments for elliptical and log-elliptical distributions (Q2374109)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail conditional moments for elliptical and log-elliptical distributions |
scientific article |
Statements
Tail conditional moments for elliptical and log-elliptical distributions (English)
0 references
14 December 2016
0 references
elliptical distributions
0 references
log-elliptical distributions
0 references
tail conditional expectation
0 references
tail conditional moments
0 references
tail variance
0 references
0 references
