Pages that link to "Item:Q2374109"

The following pages link to Tail conditional moments for elliptical and log-elliptical distributions (Q2374109):

Displaying 16 items.

• A multivariate tail covariance measure for elliptical distributions (Q1667406) (← links)
• On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
• A new class of multivariate elliptically contoured distributions with inconsistency property (Q2065475) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• A note on the coefficients of elliptical random variables (Q2322659) (← links)
• The Minkowski length of a spherical random vector (Q2322676) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
• A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
• GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA (Q5157764) (← links)
• Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)
• Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions (Q5866050) (← links)
• Modelling insurance losses using a new beta power transformed family of distributions (Q5867479) (← links)
• Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions (Q6077261) (← links)
• Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
• Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)