Stein’s Lemma for generalized skew-elliptical random vectors
| Autor: | Zinoviy Landsman, Tomer Shushi, C. J. Adcock |
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| Rok vydání: | 2019 |
| Předmět: |
TheoryofComputation_MISCELLANEOUS
Statistics and Probability Stein's lemma Lemma (mathematics) 021103 operations research Mathematics::Complex Variables 0211 other engineering and technologies Skew 02 engineering and technology 01 natural sciences Combinatorics Normal distribution 010104 statistics & probability TheoryofComputation_ANALYSISOFALGORITHMSANDPROBLEMCOMPLEXITY Hardware_ARITHMETICANDLOGICSTRUCTURES 0101 mathematics Mathematics::Symplectic Geometry Mathematics |
| Zdroj: | Communications in Statistics - Theory and Methods. 50:3014-3029 |
| ISSN: | 1532-415X 0361-0926 |
| DOI: | 10.1080/03610926.2019.1678642 |
| Popis: | This paper generalizes Stein's Lemma recently obtained for elliptical class distributions to the generalized skew-elliptical family of distributions. Stein's Lemma provides a useful tool for derivi... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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