57 citations · 115 across the 39 of their papers we have counts for
5 papers · 1 filter
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…
Multivariate tail covariance for generalized skew-elliptical distributions
Baishuai Zuo, Chuancun Yin
In this paper, the multivariate tail covariance (MTCov) for generalized skew-elliptical distributions is considered. Some special cases for this distribution, such as generalized s…
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…