Zuo, Baishuai; Wang, Shaoxin; Yin, Chuancun Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications. (English) Zbl 07901610 Math. Comput. Model. Dyn. Syst. 30, No. 1, 444-476 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Pu, Tong; Zhang, Yiying; Yin, Chuancun Generalized location-scale mixtures of elliptical distributions: definitions and stochastic comparisons. (English) Zbl 07880491 Commun. Stat., Theory Methods 53, No. 11, 3851-3875 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Pingyun; Yin, Chuancun The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution. (English) Zbl 07878298 J. Comput. Appl. Math. 448, Article ID 115965, 19 p. (2024). MSC: 91G50 62P05 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Yin, Chuancun; Balakrishnan, Narayanaswamy Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. (English) Zbl 07783449 J. Multivariate Anal. 199, Article ID 105240, 12 p. (2024). MSC: 62Hxx 60E10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Xiangyu; Yin, Chuancun Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions. (English) Zbl 07751581 Math. Methods Stat. 32, No. 3, 155-175 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zuo, Baishuai; Yin, Chuancun Tail conditional expectations for generalized skew-elliptical distributions. (English) Zbl 1524.62250 Probab. Eng. Inf. Sci. 36, No. 2, 500-513 (2022). MSC: 62H10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Yin, Chuancun; Wang, Yeshunying; Sha, Xiuyan A new class of symmetric distributions including the elliptically symmetric logistic. (English) Zbl 07562247 Commun. Stat., Theory Methods 51, No. 13, 4537-4558 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zuo, Baishuai; Yin, Chuancun Multivariate tail covariance risk measure for generalized skew-elliptical distributions. (English) Zbl 1483.62086 J. Comput. Appl. Math. 410, Article ID 114210, 17 p. (2022). MSC: 62G32 60E05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zuo, Baishuai; Yin, Chuancun Tail conditional risk measures for location-scale mixture of elliptical distributions. (English) Zbl 07497693 J. Stat. Comput. Simulation 91, No. 17, 3653-3677 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Yeshunying; Yin, Chuancun A new class of multivariate elliptically contoured distributions with inconsistency property. (English) Zbl 1480.60043 Methodol. Comput. Appl. Probab. 23, No. 4, 1377-1407 (2021). MSC: 60E10 62E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yin, Chuancun Stochastic orderings of multivariate elliptical distributions. (English) Zbl 1476.60043 J. Appl. Probab. 58, No. 2, 551-568 (2021). MSC: 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zuo, Baishuai; Yin, Chuancun; Balakrishnan, Narayanaswamy Expressions for joint moments of elliptical distributions. (English) Zbl 1461.62063 J. Comput. Appl. Math. 391, Article ID 113418, 11 p. (2021). MSC: 62H10 62H05 62H20 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zuo, Baishuai; Yin, Chuancun Stein’s lemma for truncated generalized skew-elliptical random vectors. (English) Zbl 1485.62015 AIMS Math. 5, No. 4, 3423-3433 (2020). MSC: 62E10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Zuo, Baishuai; Yin, Chuancun Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors. (English) Zbl 07348273 Math. Probl. Eng. 2020, Article ID 6759754, 5 p. (2020). MSC: 60F05 60E05 91B05 × Cite Format Result Cite Review PDF Full Text: DOI