Some properties of conditional partial moments in the context of stochastic modelling
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DOI: 10.1007/s00362-017-0904-x
Abstract: There are many practical situations where the access to conditional distributions are more likely than to their joint distribution. In the present paper we study partial moments in the conditional setup. It is shown that… read more here.
Keywords: conditional partial; partial moments; properties conditional; context stochastic ... See more keywords