On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation
Journal Articles
- Overview
- Research
- Identity
- Additional Document Info
- View All
Overview
status
publication date
- May 2020
has subject area
- 0104 Statistics (FoR)
- 1403 Econometrics (FoR)
- Statistics & Probability (Science Metrix)
published in
- Journal of Multivariate Analysis Journal