Tail Conditional Expectation and Tail Variance for Extended Generalized Skew-Elliptical Distributions
This study derives explicit expressions for the Tail Conditional Expectation (TCE) and Tail Variance (TV) within the framework of the extended generalized skew-elliptical (EGSE) distribution. The EGSE family generalizes the class of elliptical distributions by incorporating a selection method, there...
-д хадгалсан:
| Үндсэн зохиолчид: | , , , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
MDPI AG
2025-09-01
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| Цуврал: | Mathematics |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.mdpi.com/2227-7390/13/18/2972 |
| Шошгууд: |
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