57 citations · 115 across the 39 of their papers we have counts for
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cs.SI2022
A Novel Exploration of Diffusion Process based on Multi-types Galton-Watson Forests
Yanjiao Zhu, Qilin Li, Wanquan Liu +2
Diffusion is a commonly used technique for spreading information from point to point on a graph. The rationale behind diffusion is not clear. And the multi-types Galton-Watson fore…
math.ST2022
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…
math.ST2022★ 1 cited
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…