Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bounds and approximations for sums of dependent log-elliptical random variables |
scientific article |
Statements
Bounds and approximations for sums of dependent log-elliptical random variables (English)
0 references
10 June 2009
0 references
comonotonicity
0 references
bounds
0 references
elliptical distributions
0 references
log-elliptical distributions
0 references