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On the generalization of Stein's Lemma for elliptical class of distributions
Zinoviy Landsman
Department of Statistics
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Keyphrases
Distribution Class
100%
Stein's Lemma
100%
Underlying Distribution
50%
Capital Asset Pricing Model
50%
Covariance Matrix
50%
Mathematics
Covariance Matrix
100%
Underlying Distribution
100%
Generalized Student
100%