Coskewness under dependence uncertainty
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Publication:6170513
DOI10.1016/j.spl.2023.109853zbMath1515.60056arXiv2303.17266OpenAlexW4366824578MaRDI QIDQ6170513
Jinghui Chen, Carole Bernard, Ludger Rüschendorf, Steven Vanduffel
Publication date: 12 July 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2303.17266
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Cites Work
- Directional dependence in multivariate distributions
- The complete mixability and convex minimization problems with monotone marginal densities
- On the \(n\)-coupling problem
- Extremal dependence concepts
- Extreme negative dependence and risk aggregation
- Studying mixability with supermodular aggregating functions
- Advances in Complete Mixability
- Joint Mixability
- Inequalities for the expectation of ?-monotone functions
- On a class of extremal problems in statistics
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