Stein's Lemma for elliptical random vectors

Thumbnail
Metadata only
Author
Landsman, Zinoviy
Neslehova, Johanna
Date
2008
Type
  • Journal Article
Publication status
published
External links
Search via SFX
Journal / series
Journal of multivariate analysis
Volume
99(5)
Pages
912 - 927
Publisher
Elsevier
Subject
Density generator; Elliptical distribution; Generalized hyperbolic distribution; Normal distribution; Normal mixtures; Pearson Type VII distribution; Stein's Lemma; Spherical distribution; Student t distribution
Organisational unit
03288 - Embrechts, Paul
Notes
Received 31 July 2006, Available online 31 May 2007.
More
Show all metadata
Citations
Cited 15 times in Web of Science
Altmetrics