Stein Type Lemmas for Location-Scale Mixture of Generalized Skew-Elliptical Random Vectors
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-05-30
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
Inspired by the work of Adcock, Landsman, and Shushi (2019) which established the Stein’s lemma for generalized skew-elliptical random vectors, we derive Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors.
Some special cases such as the location-scale mixture of elliptical random vectors, the location-scale mixture of generalized skew-normal random vectors, and the location-scale mixture of normal random vectors are also considered.
As an application in risk theory, we give a result for optimal portfolio selection.
American Psychological Association (APA)
Zuo, Baishuai& Yin, Chuancun. 2020. Stein Type Lemmas for Location-Scale Mixture of Generalized Skew-Elliptical Random Vectors. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-5.
https://search.emarefa.net/detail/BIM-1197274
Modern Language Association (MLA)
Zuo, Baishuai& Yin, Chuancun. Stein Type Lemmas for Location-Scale Mixture of Generalized Skew-Elliptical Random Vectors. Mathematical Problems in Engineering No. 2020 (2020), pp.1-5.
https://search.emarefa.net/detail/BIM-1197274
American Medical Association (AMA)
Zuo, Baishuai& Yin, Chuancun. Stein Type Lemmas for Location-Scale Mixture of Generalized Skew-Elliptical Random Vectors. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-5.
https://search.emarefa.net/detail/BIM-1197274
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1197274