On the generalization of Stein's Lemma for elliptical class of distributions
- 15 May 2006
- journal article
- research article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 76 (10) , 1012-1016
- https://doi.org/10.1016/j.spl.2005.11.004
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Tail Conditional Expectations for Elliptical DistributionsNorth American Actuarial Journal, 2003
- Semi-parametric modelling in finance: theoretical foundationsQuantitative Finance, 2002
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's LemmaJournal of the American Statistical Association, 1992
- Estimation of the Mean of a Multivariate Normal DistributionThe Annals of Statistics, 1981