Expansions of E(X| Y+ X) and their applications to the analysis of elliptically contoured measures

DOI10.1016/0898-1221(90)90103-QzbMATH Open0697.60019MaRDI QIDQ911141FDOQ911141

Authors: Paweł Jerzy Szabłowski 

Publication date: 1990

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

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zbMATH Keywords

conditional expectationconditional varianceselliptically contoured measures

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical distribution theory (62E99)

Cites Work

• Title not available (Why is that?)
• On the theory of elliptically contoured distributions
• Title not available (Why is that?)
• Metric spaces and completely monontone functions
• On the projections of isotropic distributions
• Title not available (Why is that?)
• Can the first two conditional moments identify a mean square differentiable process?
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the linearity of regression

Cited In (11)

• A Black-Litterman asset allocation model under elliptical distributions
• Tempered distributions and their application in computing conditional moments for normal mixtures
• Small perturbations of Gaussian regressors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stationary random fields with linear regressions
• Asymptotic properties of type I elliptical random vectors
• On the stability problem for conditional expectation
• Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions
• Can the first two conditional moments identify a mean square differentiable process?
• Uniform distributions on spheres in finite dimensional \(L_\alpha\) and their generalizations

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