On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation

From MaRDI portal
Publication:2306273

DOI10.1016/j.jmva.2019.104586zbMath1435.62180OpenAlexW2998698044WikidataQ126404244 ScholiaQ126404244MaRDI QIDQ2306273

Roohollah Roozegar, Ahad Jamalizadeh, Narayanaswamy Balakrishnan

Publication date: 20 March 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2019.104586




Related Items (5)


Uses Software


Cites Work


This page was built for publication: On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation