Tail conditional moment for generalized skew-elliptical distributions
Author:
Affiliation:
1. Department of Systems and Control, K.N. Toosi University of Technology, Tehran, Iran
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02664763.2021.1896687
Reference31 articles.
1. Coherent Measures of Risk
2. Statistical applications of the multivariate skew normal distribution
3. The multivariate skew-normal distribution
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