On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation |
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On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (English)
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20 March 2020
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multivariate generalized hyperbolic distribution
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multivariate normal mean-variance mixture distributions
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multivariate tail conditional expectation
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multivariate truncated moments
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