Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100)
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scientific article; zbMATH DE number 5563937
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| English | Bounds and approximations for sums of dependent log-elliptical random variables |
scientific article; zbMATH DE number 5563937 |
Statements
Bounds and approximations for sums of dependent log-elliptical random variables (English)
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10 June 2009
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comonotonicity
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bounds
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elliptical distributions
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log-elliptical distributions
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0.8433905839920044
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0.83552086353302
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0.8221016526222229
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0.8161967396736145
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0.8124527335166931
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