Pages that link to "Item:Q2482135"
From MaRDI portal
The following pages link to Stein's lemma for elliptical random vectors (Q2482135):
Displayed 29 items.
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling (Q957312) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- On Stein's identity and its applications (Q1030159) (← links)
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- Stein's lemma for truncated generalized skew-elliptical random vectors (Q2129966) (← links)
- Dependence in elliptical partial correlation graphs (Q2233572) (← links)
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (Q2241516) (← links)
- A note on classical Stein-type estimators in elliptically contoured models (Q2266890) (← links)
- On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (Q2320797) (← links)
- Some Stein-type inequalities for multivariate elliptical distributions and applications (Q2343629) (← links)
- Extended generalized skew-elliptical distributions and their moments (Q2364051) (← links)
- Calculation of Bayes premium for conditional elliptical risks (Q2447418) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- Expressions for joint moments of elliptical distributions (Q2656082) (← links)
- Time varying betas and the unconditional distribution of asset returns (Q2869990) (← links)
- On generalized moment identity and its applications: a unified approach (Q2953452) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (Q5051183) (← links)
- On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality (Q5075569) (← links)
- Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) (← links)
- Lurking Variable Detection via Dimensional Analysis (Q5228357) (← links)
- The Tail Stein's Identity with Applications to Risk Measures (Q5379195) (← links)
- Identification of average marginal effects under misspecification when covariates are normal (Q5860922) (← links)
- Global Optimization via Schrödinger–Föllmer Diffusion (Q6057791) (← links)
- Stein's density method for multivariate continuous distributions (Q6165208) (← links)