Tail Conditional Moments for Location-Scale Mixture of Elliptical Distributions
We present the general results on the univariate tail conditional moments for a location-scale mixture of elliptical distributions. Examples include the location-scale mixture of normal, location-scale mixture of Student’s <i>t</i>, location-scale mixture of logistic, and location-scale...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-02-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/4/606 |