A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607)
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scientific article; zbMATH DE number 6875888
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| default for all languages | No label defined |
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| English | A Stein type lemma for the multivariate generalized hyperbolic distribution |
scientific article; zbMATH DE number 6875888 |
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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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0.8918519020080566
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0.8384431600570679
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0.8127894401550293
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0.8076000213623047
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0.7668316960334778
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