Risk measures : a generalization from the univariate to the matrix-variate
Year of publication: |
2021
|
---|---|
Authors: | Arias-Sema, María A. ; Caro-Lopera, Francisco J. ; Loubes, Jean-Michel |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2021, 4, p. 1-20
|
Subject: | beta distribution | risk measures | Gaussian hypergeometric function of matrix argument | positive definite matrixes | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Schätztheorie | Estimation theory |
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