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

DOI10.1016/0898-1221(90)90103-QMaRDI QIDQ911141zbMATH OpenFDO

Authors Paweł Jerzy Szabłowski

Publication date 1990

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

zbMATH Keywords

conditional expectationconditional varianceselliptically contoured measures

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3990497 (Why is no real title available?)
• scientific article; zbMATH DE number 4020088 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• scientific article; zbMATH DE number 3388955 (Why is no real title available?)
• Can the first two conditional moments identify a mean square differentiable process?
• Metric spaces and completely monontone functions
• On the linearity of regression
• On the projections of isotropic distributions
• On the theory of elliptically contoured distributions

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(11)

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• 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
• A Black-Litterman asset allocation model under elliptical distributions
• Uniform distributions on spheres in finite dimensional \(L_\alpha\) and their generalizations
• Small perturbations of Gaussian regressors
• Stationary random fields with linear regressions

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