A note on joint mix random vectors

DOI10.1080/03610926.2019.1586937MaRDI QIDQ5077244zbMATH OpenOpenAlexFDO

Authors Yugu Xiao, Jing Yao

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1586937

zbMATH Keywords

copulacovariance matrixdependencejoint mixability

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• A characterization of matrix variate normal distribution
• Joint Mixability
• scientific article; zbMATH DE number 4003291
• scientific article; zbMATH DE number 2204325
• Characterization of matrix variate normal distributions

Cites work

• Advances in complete mixability
• Bounds for functions of dependent risks
• Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Extremal dependence concepts
• scientific article; zbMATH DE number 3038497 (Why is no real title available?)
• Joint Mixability
• Marginal Modeling of Correlated Ordinal Data Using a Multivariate Plackett Distribution
• Risk aggregation with dependence uncertainty
• Sharp bounds for sums of dependent risks
• The complete mixability and convex minimization problems with monotone marginal densities
• The concept of comonotonicity in actuarial science and finance: theory.
• Variance minimization and random variables with constant sum

Cited in

(1)

• scientific article; zbMATH DE number 1792574 (Why is no real title available?)

This page was built for publication: A note on joint mix random vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077244)