NDLI: TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS

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TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS

Content Provider	Scilit
Author	Zuo, Baishuai Yin, Chuancun
Copyright Year	2021
Description	This paper deals with the multivariate tail conditional expectation (MTCE) for generalized skew-elliptical distributions. We present tail conditional expectation for univariate generalized skew-elliptical distributions and MTCE for generalized skew-elliptical distributions. There are many special cases for generalized skew-elliptical distributions, such as generalized skew-normal, generalized skew Student-t, generalized skew-logistic and generalized skew-Laplace distributions.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/4726B8F0D23067AD952B394529593FAC/S0269964820000674a.pdf/div-class-title-tail-conditional-expectations-for-generalized-skew-elliptical-distributions-div.pdf
Ending Page	513
Page Count	14
Starting Page	500
ISSN	02699648
e-ISSN	14698951
DOI	10.1017/s0269964820000674
Journal	Probability in the Engineering and Informational Sciences
Issue Number	2
Volume Number	36
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2021-01-05
Access Restriction	Open
Subject Keyword	Probability in the Engineering and Informational Sciences Cybernetical Science elliptical Distributions laplace logistic t Multivariate Risk Measures Tail Conditional Expectations
Content Type	Text
Resource Type	Article
Subject	Industrial and Manufacturing Engineering Statistics and Probability Management Science and Operations Research Statistics, Probability and Uncertainty

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