Recently there has been growing interest in applying elliptical distributions to risk management. Under certain conditions, Hult and Lindskog show that a random vector with an elliptical distribution ...
A new class of distributions over (0,1) is obtained by considering geometrically weighted sum of independent identically distributed (i.i.d.) Bernoulli random variables. An expression for the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback