Stein’s lemma for truncated elliptical random vectors
Author:
Funder
Israel Science Foundation
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
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4. The Minkowski length of a spherical random vector;Statistics & Probability Letters;2019-10
5. Modeling the Esscher Premium Principle for a System of Elliptically Distributed Risks;Proceedings of the 8th International Conference on Operations Research and Enterprise Systems;2019
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