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On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation.

Roohollah RoozegarNarayanaswamy BalakrishnanAhad Jamalizadeh
Published in: J. Multivar. Anal. (2020)
Keyphrases
  • multivariate normal
  • conditional expectation
  • covariance matrix
  • covariance matrices
  • mixture distributions
  • artificial intelligence
  • objective function
  • motion estimation
  • case based reasoning
  • worst case
  • missing data