Multivariate elliptical truncated moments
DOI10.1016/j.jmva.2017.02.011zbMath1362.62030MaRDI QIDQ2397126
Juan C. Arismendi, Simon A. Broda
Publication date: 29 May 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://dare.uva.nl/personal/pure/en/publications/multivariate-elliptical-truncated-moments(7972bcb0-dd6c-4014-b0f3-fab5164a311f).html
quadratic forms; parametric distributions; elliptical functions; multivariate truncated moments; elliptical truncation; tail moments
62N01: Censored data models
62E15: Exact distribution theory in statistics
62E10: Characterization and structure theory of statistical distributions
91G20: Derivative securities (option pricing, hedging, etc.)
62E17: Approximations to statistical distributions (nonasymptotic)
62N05: Reliability and life testing
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