Stein's Lemma for elliptical random vectors

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Author
Landsman, Zinoviy
Neslehova, Johanna
Date
2008
Type
    Journal Article
Publication status
published
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Journal / series
Journal of Multivariate Analysis
Volume
99(5)
Pages / Article No.
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 (emeritus)  
Notes
Received 31 July 2006, Available online 31 May 2007.
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Citations
Cited 21 times in Web of Science
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