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"On moments of doubly truncated multivariate normal mean-variance mixture ..."

Roohollah Roozegar, Narayanaswamy Balakrishnan, Ahad Jamalizadeh (2020)

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DOI: 10.1016/J.JMVA.2019.104586

access: closed

type: Journal Article

metadata version: 2023-09-30

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Roohollah Roozegar, Narayanaswamy Balakrishnan, Ahad Jamalizadeh:
On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation. J. Multivar. Anal. 177: 104586 (2020)

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