On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation
Roozegar, Roohollah, Balakrishnan, Narayanaswamy, Jamalizadeh, AhadVolume:
177
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2019.104586
Date:
May, 2020
File:
PDF, 1.28 MB
english, 2020