Confidence band for expectation dependence with applications (Q320286): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2015.09.012
@@ Property / DOI: 10.1016/j.insmatheco.2015.09.012 / rank @@
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@@ Property / author @@
-Xu Guo
@@ Property / author: Xu Guo / 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 / OpenAlex ID @@
+W1896849568
@@ Property / OpenAlex ID: W1896849568 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost expectation and excess dependence notions
@@ Property / cites work: Almost expectation and excess dependence notions / rank @@
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@@ Property / cites work @@
+Correlation order, merging and diversification
@@ Property / cites work: Correlation order, merging and diversification / rank @@
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@@ Property / cites work @@
+When can expected utility handle first-order risk aversion?
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@@ Property / cites work @@
+Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
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@@ Property / cites work @@
+Convex combinations of quadrant dependent copulas
@@ Property / cites work: Convex combinations of quadrant dependent copulas / rank @@
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@@ Property / cites work @@
+Positive quadrant dependence tests for copulas
@@ Property / cites work: Positive quadrant dependence tests for copulas / rank @@
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@@ Property / cites work @@
+Positive quadrant dependence testing and constrained copula estimation
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@@ Property / cites work @@
+Probability Inequalities for Sums of Bounded Random Variables
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@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
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@@ Property / cites work @@
+Modelling dependence
@@ Property / cites work: Modelling dependence / rank @@
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@@ Property / cites work @@
+Validation of positive quadrant dependence
@@ Property / cites work: Validation of positive quadrant dependence / rank @@
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@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
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@@ Property / cites work @@
+The demand for a risky asset in the presence of a background risk
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@@ Property / cites work @@
+Observing different orders of risk aversion
@@ Property / cites work: Observing different orders of risk aversion / rank @@
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@@ Property / cites work @@
+A kolmogorov-smirnov type test for positive quadrant dependence
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@@ Property / cites work @@
+First order versus second order risk aversion
@@ Property / cites work: First order versus second order risk aversion / rank @@
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@@ Property / cites work @@
+Hedging and the competitive firm under correlated price and background risk
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@@ Property / cites work @@
+Production and hedging in futures markets with multiple delivery specifications
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@@ Property / cites work @@
+Expectation dependence of random variables, with an application in portfolio theory
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@@ Property / cites work @@
+Testing for positive expectation dependence
@@ Property / cites work: Testing for positive expectation dependence / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2015.09.012
@@ Property / DOI: 10.1016/J.INSMATHECO.2015.09.012 / rank @@
+Normal rank