57 citations · 115 across the 39 of their papers we have counts for
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math.ST2020
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…
math.ST2020
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…
math.ST2020
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…