Pages that link to "Item:Q1667406"

The following pages link to A multivariate tail covariance measure for elliptical distributions (Q1667406):

Displaying 20 items.

• A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
• A new class of multivariate elliptically contoured distributions with inconsistency property (Q2065475) (← links)
• Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
• Stein's lemma for truncated generalized skew-elliptical random vectors (Q2129966) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• Measuring and testing interdependence among random vectors based on Spearman's \(\rho\) and Kendall's \(\tau\) (Q2228222) (← links)
• On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
• On the role of dependence in residual lifetimes (Q2322668) (← links)
• Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
• Expressions for joint moments of elliptical distributions (Q2656082) (← links)
• Tail conditional risk measures for location-scale mixture of elliptical distributions (Q3390364) (← links)
• Tail Moments of Compound Distributions (Q5043474) (← links)
• EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
• TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS (Q5051183) (← links)
• A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
• Unified and non-recursive formulas for moments of the normal distribution with stripe truncation (Q5104490) (← links)
• Multivariate tail conditional expectation for scale mixtures of skew-normal distribution (Q5107515) (← links)
• (Q6154768) (← links)
• Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) (Q6173968) (← links)