Detecting complete and joint mixability (Q484862): Difference between revisions

@@ Property / author @@
-Giovanni Puccetti
@@ Property / author: Giovanni Puccetti / rank @@
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@@ Property / author @@
-Ruodu Wang
@@ Property / author: Ruodu Wang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2014.11.050
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@@ Property / OpenAlex ID @@
+W2003867177
@@ Property / OpenAlex ID: W2003867177 / rank @@
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@@ Property / cites work @@
+The complete mixability and convex minimization problems with monotone marginal densities
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@@ Property / cites work @@
+Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
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@@ Property / cites work @@
+On a class of extremal problems in statistics
@@ Property / cites work: On a class of extremal problems in statistics / rank @@
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@@ Property / cites work @@
+On the \(n\)-coupling problem
@@ Property / cites work: On the \(n\)-coupling problem / rank @@
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@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
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@@ Property / cites work @@
+Choosing joint distributions so that the variance of the sum is small
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@@ Property / cites work @@
+Risk aggregation with dependence uncertainty
@@ Property / cites work: Risk aggregation with dependence uncertainty / rank @@
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@@ Property / cites work @@
+Inequalities for distributions with given marginals
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
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@@ Property / cites work @@
+Q5654812
@@ Property / cites work: Q5654812 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
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@@ Property / cites work @@
+Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals
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@@ Property / cites work @@
+Sharp bounds on the expected shortfall for a sum of dependent random variables
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@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
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@@ Property / cites work @@
+Sharp Bounds for Sums of Dependent Risks
@@ Property / cites work: Sharp Bounds for Sums of Dependent Risks / rank @@
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@@ Property / cites work @@
+Q5386488
@@ Property / cites work: Q5386488 / rank @@
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@@ Property / cites work @@
+Advances in Complete Mixability
@@ Property / cites work: Advances in Complete Mixability / rank @@
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@@ Property / cites work @@
+Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
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@@ Property / cites work @@
+Solution of a statistical optimization problem by rearrangement methods
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@@ Property / cites work @@
+Prescribing a System of Random Variables by Conditional Distributions
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@@ Property / cites work @@
+Multivariate comonotonicity
@@ Property / cites work: Multivariate comonotonicity / rank @@
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@@ Property / cites work @@
+Computation of sharp bounds on the distribution of a function of dependent risks
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