Chuancun Yin | DeepAI

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Narayanaswamy Balakrishnan
25 publications
Jing Yao
15 publications
Baishuai Zuo
7 publications
Tong Pu
3 publications
Hua Dong
2 publications
Xiuyan Sha
2 publications
Xuehua Yin
1 publication
Zeshui Xu
1 publication
Yeshunying Wang
1 publication
Xiaoqian Zhang
1 publication

∙ 09/15/2023

Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

The family of multivariate skew-normal distributions has many interestin...

0 Chuancun Yin, et al. ∙

∙ 05/16/2023

Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions

In this paper, we propose the multivariate range Value-at-Risk (MRVaR) a...

0 Baishuai Zuo, et al. ∙

∙ 04/18/2023

Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors

In this work, we establish some stochastic comparison results for multiv...

0 Chuancun Yin, et al. ∙

∙ 03/02/2022

Doubly truncated moment risk measures for elliptical distributions

In this paper, we define doubly truncated moment (DTM), doubly truncated...

0 Baishuai Zuo, et al. ∙

∙ 03/02/2022

Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures

In this paper, we focus on multivariate doubly truncated first two momen...

0 Baishuai Zuo, et al. ∙

∙ 12/13/2021

A unified treatment of characteristic functions of symmetric multivariate and related distributions

The purpose of the present paper is to give unified expressions to the c...

0 Hua Dong, et al. ∙

∙ 12/10/2021

Multivariate double truncated expectation and covariance risk measures for elliptical distributions

The main objective of this work is to calculate the multivariate double ...

0 Baishuai Zuo, et al. ∙

∙ 03/30/2021

Stochastic Orderings of the Location-Scale Mixture of Elliptical Distribution

We introduce the general familiy of multivariate elliptical location-sca...

0 Tong Pu, et al. ∙

∙ 03/09/2021

Multivariate tail covariance for generalized skew-elliptical distributions

In this paper, the multivariate tail covariance (MTCov) for generalized ...

0 Baishuai Zuo, et al. ∙

∙ 03/09/2021

An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normalDistribution with Applications to Associated Stochastic Orderings

We establish an identity for E f (Y) -E f (X), when X and Y both have ma...

0 Tong Pu, et al. ∙

∙ 08/01/2020

A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property

We introduce a new class of multivariate elliptically symmetric distribu...

0 Yeshunying Wang, et al. ∙

∙ 07/18/2020

Conditional tail risk expectations for location-scale mixture of elliptical distributions

We present general results on the univariate tail conditional expectatio...

0 Baishuai Zuo, et al. ∙

∙ 07/18/2020

Explicit expressions for joint moments of n-dimensional elliptical distributions

Inspired by Stein's lemma, we derive two expressions for the joint momen...

0 Baishuai Zuo, et al. ∙

∙ 10/16/2019

Stochastic Orderings of Multivariate Elliptical Distributions

Let X and X be two n-dimensional elliptical random vectors, we establish...

0 Chuancun Yin, et al. ∙

∙ 08/06/2019

Stochastic ordering of Gini indexes for multivariate elliptical random variables

In this paper, we establish the stochastic ordering of the Gini indexes ...

0 Chuancun Yin, et al. ∙

∙ 03/15/2019

The CI-index: a new index to characterize the scientific output of researchers

We propose a simple new index, named the CI-index, based on the Choquet ...

0 Xuehua Yin, et al. ∙

∙ 09/09/2018

Elliptical Distributions-Based Weights-Determining Method for OWA Operators

The ordered weighted averaging (OWA) operators play a crucial role in ag...

0 Xiuyan Sha, et al. ∙

∙ 11/14/2017

The mixability of elliptical distributions with supermodular functions

The concept of ϕ-complete mixability and ϕ-joint mixability was first in...

0 Xiaoqian Zhang, et al. ∙

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