On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (Q2320797)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
scientific article

    Statements

    On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (English)
    0 references
    0 references
    0 references
    27 August 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    exponential distribution
    0 references
    gamma distribution
    0 references
    moment-generating function
    0 references
    multivariate extended skew-normal distribution
    0 references
    portfolio selection
    0 references
    Stein's lemma
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references