Pages that link to "Item:Q1753607"
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The following pages link to A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607):
Displaying 7 items.
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242) (← links)
- Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior (Q4991068) (← links)
- On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality (Q5075569) (← links)
- Stein’s Lemma for generalized skew-elliptical random vectors (Q5078520) (← links)
