Stein's Lemma for elliptical random vectors
- Author
- LANDSMAN, Zinoviy1 ; NESLEHOVA, Johanna2
[1] Department of Statistics, University of Haifa, Mount Carmel, 31905 Haifa, Israel
[2] Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland - Source
Journal of multivariate analysis. 2008, Vol 99, Num 5, pp 912-927, 16 p ; ref : 18 ref
- CODEN
- JMVAAI
- ISSN
- 0047-259X
- Scientific domain
- Mathematics
- Publisher
- Elsevier, San Diego, CA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- 62E10 62H05 Density generator Elliptical distribution Generalized hyperbolic distribution Normal distribution Normal mixtures Pearson Type VII distribution Spherical distribution Stein's Lemma Student distribution
- Keyword (fr)
- Analyse multivariable Covariance Distribution statistique Finance Fonction aléatoire Fonction elliptique Fonction n variables Fonction répartition Loi n variables Loi normale Méthode statistique Variable aléatoire Vecteur aléatoire 60E05 62H10 62P05 Fonction covariance Loi elliptique Sciences actuarielles
- Keyword (en)
- Multivariate analysis Covariance Statistical distribution Finance Random function Elliptic function N variable function Distribution function Multivariate distribution Gaussian distribution Statistical method Random variable Random vector Covariance function Elliptical distribution
- Keyword (es)
- Análisis multivariable Covariancia Distribución estadística Finanzas Función aleatoria Función elíptica Función n variables Función distribución Ley n variables Curva Gauss Método estadístico Variable aléatoria Vector aléatorio
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20214562
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.jmva.2007.05.006 
https://dx.doi.org/10.1016/j.jmva.2007.05.006
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