The following pages link to (Q3432568):
Displaying 10 items.
- A derivation of the multivariate singular skew-normal density function (Q310624) (← links)
- A proof for the existence of multivariate singular generalized skew-elliptical density functions (Q722655) (← links)
- Generalized skew-elliptical distributions are closed under affine transformations (Q1698236) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- An alternative matrix skew-normal random matrix and some properties (Q1987716) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- Extended generalized skew-elliptical distributions and their moments (Q2364051) (← links)
- Multivariate skew-normal distributions with applications in insurance (Q2492184) (← links)
- Tail variance for Generalized Skew-Elliptical distributions (Q5079253) (← links)
- Tail conditional moment for generalized skew-elliptical distributions (Q5861174) (← links)