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Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios |
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| Authors: | Amiri Mehdi Balakrishnan Narayanaswamy Eftekharian Abbas |
| Abstract: | Statistical Methods & Applications - In this paper, some stochastic comparison results are developed for the class of multivariate normal variance-mean mixture (NVM) distributions. These... |
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