Stein’s lemma for truncated generalized skew-elliptical random vectors
Inspired by Shushi [1] and Adcock et al. [2], we consider Stein’s lemma for truncated generalized skew-elliptical random vectors. We provide two Stein’s lemmas. One is Stein’s lemma for truncated generalized skew-elliptical random vectors, the other is a special form of Stein’s lemma for truncated g...
Main Authors: | Baishuai Zuo, Chuancun Yin |
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Format: | Article |
Language: | English |
Published: |
AIMS Press
2020-04-01
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Series: | AIMS Mathematics |
Subjects: | |
Online Access: | https://www.aimspress.com/article/10.3934/math.2020221/fulltext.html |
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