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Communications in Statistics - Theory and Methods Volume 50, 2021 - Issue 13
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Research Article

Stein’s Lemma for generalized skew-elliptical random vectors

Chris Adcocka School of Finance and Management, SOAS - University of London, London, UKView further author information
,
Zinoviy Landsmanb Department of Statistics, University of Haifa, Haifa, Israel;c Faculty of Sciences, Holon Institute of Technology, Holon, IsraelCorrespondence[email protected]
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&
Tomer Shushid Department of Business Administration, Ben-Gurion University of the Negev, Beersheba, IsraelView further author information
Pages 3014-3029 | Received 12 Jun 2019, Accepted 05 Oct 2019, Published online: 23 Oct 2019

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Read on this site (3)

Baishuai Zuo & Chuancun Yin. (2023) Doubly truncated expectation and variance of univariate generalized skew-elliptical distributions with applications. Communications in Statistics - Simulation and Computation 0:0, pages 1-20.
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Mayer Alvo. (2023) Empirical Bayes on a shoestring and other applications. Communications in Statistics - Theory and Methods 52:7, pages 2228-2239.
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Esmat Jamshidi Eini & Hamid Khaloozadeh. (2021) Tail conditional moment for generalized skew-elliptical distributions. Journal of Applied Statistics 48:13-15, pages 2285-2305.
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Articles from other publishers (5)

C. J. Adcock. (2023) The Linear Skew-t Distribution and Its Properties. Stats 6:1, pages 381-410.
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Baishuai Zuo & Chuancun Yin. (2022) Multivariate tail covariance risk measure for generalized skew-elliptical distributions. Journal of Computational and Applied Mathematics 410, pages 114210.
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Mayer AlvoMayer Alvo. 2022. Statistical Inference and Machine Learning for Big Data. Statistical Inference and Machine Learning for Big Data 17 36 .
Christopher Adcock. (2021) Copulaesque Versions of the Skew-Normal and Skew-Student Distributions. Symmetry 13:5, pages 815.
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Baishuai Zuo & Chuancun Yin. (2020) Stein Type Lemmas for Location-Scale Mixture of Generalized Skew-Elliptical Random Vectors. Mathematical Problems in Engineering 2020, pages 1-5.
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