Inequalities for distributions with given marginals
From MaRDI portal
Publication:1152177
DOI10.1214/AOP/1176994668zbMath0459.62010OpenAlexW1999871445WikidataQ93679371 ScholiaQ93679371MaRDI QIDQ1152177
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994668
correlationconcordanceinequalitiesboundsrearrangementsstochastic orderingmeasures of dependencegiven marginalsdiscrete bivariate distributions
Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items (only showing first 100 items - show all)
Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications ⋮ Stochastic Orderings of Convex-Type for Discrete Bivariate Risks ⋮ A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) ⋮ LTD and RTI dependence orderings ⋮ Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes ⋮ Joint Mixability ⋮ Comparison of multivariate risks and positive dependence ⋮ A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution ⋮ COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY ⋮ Tractable Relaxations of Composite Functions ⋮ General convex order on risk aggregation ⋮ Reduction of Value-at-Risk bounds via independence and variance information ⋮ Ordered random vectors and equality in distribution ⋮ A Primer on Copulas for Count Data ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ A strategy for constructing multivariate distributions ⋮ Modeling and Comparing Dependencies in Multivariate Risk Portfolios ⋮ Multidimensional Indicators of Inequality and Poverty ⋮ An optimal transport-based characterization of convex order ⋮ Supermodular and directionally convex comparison results for general factor models ⋮ Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence ⋮ Marginal-frechet-bounds for multidimensional distribution functions ⋮ Slepian's inequality via the central limit theorem ⋮ Taux de résistance des tests de rang d'indépendance ⋮ Aggregating Risks with Partial Dependence Information ⋮ A Decomposition of Copulas and Its Use ⋮ Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options ⋮ Understanding Relationships Using Copulas ⋮ Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence ⋮ Stochastic bounds and dependence properties of survival times in a multicomponent shock model ⋮ SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE ⋮ Testing for Concordance Ordering ⋮ On higher-degree bivariate stop-loss transforms, with applications ⋮ On risk dependence and mrl ordering ⋮ Consistent risk measures for portfolio vectors ⋮ Dependence ordering for Markov processes on partially ordered spaces ⋮ A maximal inequality for skew fields ⋮ A generalization of an identity of hoeffding and some applications ⋮ Bayesian inference for contingency tables with given marginals ⋮ Variability of total claim amounts under dependence between claims severity and number of events ⋮ Comparison Results for Branching Processes in Random Environments ⋮ A class of dependent random variables and their maxima ⋮ Risk Measures for Portfolio Vectors and Allocation of Risks ⋮ Sharp bounds on the variance in randomized experiments ⋮ Validation of positive quadrant dependence ⋮ Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains ⋮ A few generalizations of Kendall's tau. I: Construction ⋮ Some children left behind: variation in the effects of an educational intervention ⋮ Inequalities and identities ⋮ On Dependence Properties of Random Minima and Maxima ⋮ On the properties of some nonparametric concordance measures in the discrete case ⋮ Risk reducers in convex order ⋮ Preserving the Rothschild-Stiglitz type of increasing risk with background risk ⋮ Risk concentration and the mean-expected shortfall criterion ⋮ On perpetuities with light tails ⋮ COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE ⋮ Zonoids, linear dependence, and size-biased distributions on the simplex ⋮ Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks ⋮ A generalization of Fisher's exact test in p×q contingency tables using more concordant relations ⋮ Functions of Concordance and Dependence with Related Measures ⋮ Modelling count data via copulas ⋮ Comparison Results for Markov-Modulated Recursive Models ⋮ Two Extremal Autocorrelated Arrival Processes ⋮ Slepian’s Inequality, Modularity and Integral Orderings ⋮ Integration of Discrete-Time Correlated Markov Processes in a TDM System ⋮ On Maxima and Minima of Partial Sums of Strongly Interchangeable Random Variables ⋮ Worst VaR scenarios ⋮ Duality Theory and Transfers for Stochastic Order Relations ⋮ Numerical solutions of the mass transfer problem ⋮ Simulating dependent discrete data ⋮ Partial identification of average treatment effects on the treated through difference-in-differences ⋮ Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks ⋮ Probability and expectation inequalities ⋮ Pricing CDOs with state-dependent stochastic recovery rates ⋮ Supermodular dependence ordering on a class of multivariate copulas ⋮ The geometry of certain fixed marginal probability distributions ⋮ Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models ⋮ An ordering of dependence for contingency tables ⋮ Endogenous information acquisition in Bayesian games with strategic complementarities ⋮ Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference ⋮ Expected utility and the Siegel paradox: A generalization ⋮ Optimal risk sharing with background risk ⋮ What's so special about Euclidean distance? A characterization with applications to mobility and spatial voting ⋮ Copula-based measurement of interdependence for discrete distributions ⋮ Bayesian learning for a class of priors with prescribed marginals ⋮ Bounds for order statistics based on dependent variables with given nonidentical distributions ⋮ Classes of bidimensional priors specified on a collection of sets: Bayesian robustness ⋮ Conditionally ordered distributions ⋮ Supermodular stochastic orders and positive dependence of random vectors ⋮ Metrics on permutations useful for positive dependence ⋮ Rates of convergence of ordinal comparison for dependent discrete event dynamic systems ⋮ On estimates of the probability of domination with fixed marginal distributions ⋮ Ordering ambiguous acts ⋮ Weak stochastic ordering for multidimensional Markov chains ⋮ \(L\)-superadditive function and its integral transform that preserves Schur property ⋮ Stop-loss order for portfolios of dependent risks ⋮ Mutual association measures ⋮ Perspectives of Monge properties in optimization ⋮ On concordance measures for discrete data and dependence properties of Poisson model ⋮ Rearrangements and sequential rank order dominance
This page was built for publication: Inequalities for distributions with given marginals
