On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (Q2320797)
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scientific article; zbMATH DE number 7098767
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| English | On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions |
scientific article; zbMATH DE number 7098767 |
Statements
On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions (English)
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27 August 2019
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exponential distribution
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gamma distribution
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moment-generating function
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multivariate extended skew-normal distribution
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portfolio selection
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Stein's lemma
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0.9072235
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0.9060637
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0.9036495
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0.90063184
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0.8993253
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0.89589936
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0.8955511
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0.89545965
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0.8952506
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