Stein's Lemma for elliptical random vectors
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Date
2008Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Journal of Multivariate AnalysisVolume
Pages / Article No.
Publisher
ElsevierSubject
Density generator; Elliptical distribution; Generalized hyperbolic distribution; Normal distribution; Normal mixtures; Pearson Type VII distribution; Stein's Lemma; Spherical distribution; Student t distributionOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 31 July 2006, Available online 31 May 2007.More
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ETH Bibliography
yes
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