scientific article
From MaRDI portal
Publication:3432568
zbMath1108.62052MaRDI QIDQ3432568
Publication date: 17 April 2007
Full work available at URL: https://eudml.org/doc/127069
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items (10)
Extended generalized skew-elliptical distributions and their moments ⋮ A derivation of the multivariate singular skew-normal density function ⋮ Tail variance for Generalized Skew-Elliptical distributions ⋮ Generalized skew-elliptical distributions are closed under affine transformations ⋮ Skew-elliptical distributions with applications in risk theory ⋮ An alternative matrix skew-normal random matrix and some properties ⋮ Multivariate skew-normal distributions with applications in insurance ⋮ A proof for the existence of multivariate singular generalized skew-elliptical density functions ⋮ The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution ⋮ Tail conditional moment for generalized skew-elliptical distributions
This page was built for publication: