Pages that link to "Item:Q916336"
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The following pages link to Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds (Q916336):
Displaying 50 items.
- An efficient uncertainty propagation method for parameterized probability boxes (Q268879) (← links)
- A generalization of \(p\)-boxes to affine arithmetic (Q411436) (← links)
- Idempotent conjunctive combination of belief functions: extending the minimum rule of possibility theory (Q433048) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Distributional bounds for portfolio risk with tail dependence (Q496974) (← links)
- Partial identification of functionals of the joint distribution of ``potential outcomes'' (Q506042) (← links)
- The arithmetic of discrete Z-numbers (Q508787) (← links)
- A probabilistic approach to the arithmetics of fuzzy numbers (Q529114) (← links)
- Probability boxes on totally preordered spaces for multivariate modelling (Q648357) (← links)
- Equivalence of methods for uncertainty propagation of real-valued random variables (Q707243) (← links)
- Confidence intervals for the quantile of treatment effects in randomized experiments (Q738159) (← links)
- An extreme limit theorem for dependency bounds of normalized sums of random variables (Q753255) (← links)
- The law of large numbers for fuzzy variables under a general triangular norm extension principle (Q756230) (← links)
- Functions defined on a set of Z-numbers (Q781056) (← links)
- A causal bootstrap (Q820808) (← links)
- Bounds for functions of dependent risks (Q854282) (← links)
- Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity (Q854767) (← links)
- Probability bounds analysis for nonlinear population ecology models (Q899221) (← links)
- Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
- Idempotent version of the Fréchet contingency array problem (Q1040914) (← links)
- Structural response analysis under dependent variables based on probability boxes (Q1665788) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Interval analysis and fuzzy set theory (Q1874051) (← links)
- Interval approach challenges Monte Carlo simulation (Q1916990) (← links)
- Partial identification of distributional and quantile treatment effects in difference-in-differences models (Q1925665) (← links)
- Mathematical foundations for a theory of confidence structures (Q1951289) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Bounds on distributional treatment effect parameters using panel data with an application on job displacement (Q2024455) (← links)
- A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
- A copula-based uncertainty propagation method for structures with correlated parametric p-boxes (Q2060765) (← links)
- Hukuhara difference of Z-numbers (Q2200559) (← links)
- The arithmetic of continuous Z-numbers (Q2293060) (← links)
- Comparing the magnitude of fuzzy intervals and fuzzy random variables from the standpoint of gradual numbers (Q2318537) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- On-line algorithms for computing mean and variance of interval data, and their use in intelligent systems (Q2372221) (← links)
- Some properties of a random set approximation to upper and lower distribution functions (Q2379298) (← links)
- Unifying practical uncertainty representations. I. Generalized \(p\)-boxes (Q2379340) (← links)
- Utilizing belief functions for the estimation of future climate change (Q2386116) (← links)
- Stochastic finite element analysis of structures in the presence of multiple imprecise random field parameters (Q2414643) (← links)
- Bayesian probability boxes in risk assessment (Q2431656) (← links)
- Extreme VaR scenarios in higher dimensions (Q2463674) (← links)
- Computing best-possible bounds for the distribution of a sum of several variables is NP-hard (Q2489265) (← links)
- Geometric constructions with discretized random variables (Q2494413) (← links)
- Bounds on the value-at-risk for the sum of possibly dependent risks (Q2567094) (← links)
- Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables (Q2915291) (← links)
- Bounds for Distorted Risk Measures (Q2915315) (← links)
- Risk-informed decision-making in the presence of epistemic uncertainty (Q3086376) (← links)
- Copulas: A Review and Recent Developments (Q3424143) (← links)
- Random noise and perturbation of copulas (Q5206517) (← links)
