Pages that link to "Item:Q2665869"
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The following pages link to A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures (Q2665869):
Displaying 5 items.
- 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)
- Introducing a family of distributions by using the class of normal mean-variance mixture (Q6537370) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
