Stein's lemma for truncated elliptical random vectors (Q1640970)
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scientific article; zbMATH DE number 6889535
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stein's lemma for truncated elliptical random vectors |
scientific article; zbMATH DE number 6889535 |
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Stein's lemma for truncated elliptical random vectors (English)
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14 June 2018
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capital asset pricing models
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density generator
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elliptical distributions
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Siegel's formula
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Stein's lemma
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truncated random vectors
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0.97246206
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0.9670344
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0.93542814
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0.9122962
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0.9105084
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0.87847996
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0.8780253
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0.87513304
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0.87208897
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