On quadratic forms in multivariate generalized hyperbolic random vectors (Q5022110)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7458263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On quadratic forms in multivariate generalized hyperbolic random vectors |
scientific article; zbMATH DE number 7458263 |
Statements
On quadratic forms in multivariate generalized hyperbolic random vectors (English)
0 references
18 January 2022
0 references
characteristic function
0 references
conditional value-at-risk
0 references
expected shortfall
0 references
saddlepoint approximation
0 references
transform inversion
0 references
two-stage least squares
0 references
