A stein type lemma for the multivariate generalized hyperbolic distribution.

Steven Vanduffel Jing Yao

Published in: Eur. J. Oper. Res. (2017)

Keyphrases

regression model
database
data mining
website
multivariate time series
dependence structure
johnson lindenstrauss
data sets
neural network
feature selection
bayesian networks
partial differential equations
gaussian distribution
spatial distribution
joint distribution
control charts