57 citations · 115 across the 39 of their papers we have counts for
15 papers · 1 filter
A Modified Dependence Measure Related to Chatterjee's Rank Correlation: Theoretical Properties and Asymptotic Analysis
Chuancun Yin
In his recent breakthrough work [JASA, 2021], Chatterjee proposed a rank-based correlation coefficient to measure the dependence of a random variable on . Unlike cl…
Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
Baishuai Zuo, Chuancun Yin, Jing Yao
In this paper, we propose the multivariate range Value-at-Risk (MRVaR) and the multivariate range covariance (MRCov) as two risk measures and explore their desirable properties in…
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors
Chuancun Yin
In this work, we establish some stochastic comparison results for multivariate skew-elliptical random vectors. These multivariate stochastic comparisons involve Hessian and increas…
Doubly truncated moment risk measures for elliptical distributions
Baishuai Zuo, Chuancun Yin
In this paper, we define doubly truncated moment (DTM), doubly truncated skewness (DTS) and kurtosis (DTK). We derive DTM formulae for elliptical family, with emphasis on normal, s…
Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures
Baishuai Zuo, Chuancun Yin
In this paper, we focus on multivariate doubly truncated first two moments of generalized skew-elliptical (GSE) distributions and derive explicit expressions for them. It includes…
Multivariate double truncated expectation and covariance risk measures for elliptical distributions
Baishuai Zuo, Chuancun Yin
The main objective of this work is to calculate the multivariate double truncated expectation (MDTE) and covariance (MDTCov) for elliptical distributions. We also consider double t…
The Bessel function expression of characteristic function
Chuancun Yin, Hua Dong
The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multi…
An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normalDistribution with Applications to Associated Stochastic Orderings
Tong Pu, Narayanaswamy Balakrishnan, Chuancun Yin
We establish an identity for E f (Y) -E f (X), when X and Y both have matrix variateskew-normal distributions and the function f fulfills some weak conditions. Thecharacteristic fu…
Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons
Tong Pu, Yiying Zhang, Chuancun Yin
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors follo…
Explicit expressions for joint moments of -dimensional elliptical distributions
Baishuai Zuo, Chuancun Yin, Narayanaswamy Balakrishnan
Inspired by Stein's lemma, we derive two expressions for the joint moments of elliptical distributions. We use two different methods to derive for any m…
A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property
Yeshunying Wang, Chuancun Yin
We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate th…
Conditional tail risk expectations for location-scale mixture of elliptical distributions
Baishuai Zuo, Chuancun Yin
We present general results on the univariate tail conditional expectation (TCE) and multivariate tail conditional expectation for location-scale mixture of elliptical distributions…
Stochastic Orderings of Multivariate Elliptical Distributions
Chuancun Yin
Let and be two -dimensional elliptical random vectors, we establish an identity for , where f…
The mixability of elliptical distributions and log-elliptical distributions
Xiaoqian Zhang, Xiang Li, Chuancun Yin
The concept of -complete mixability and -joint mixability was first introduced in Bignozzi and Puccetti (2015), which is an extension of complete and joint mixability. Follow…
Joint mixability of elliptical distributions and related families
Chuancun Yin, Dan Zhu
In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic gener…