Ordering results for elliptical distributions with applications to risk bounds (Q2222233)
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scientific article; zbMATH DE number 7301928
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Ordering results for elliptical distributions with applications to risk bounds |
scientific article; zbMATH DE number 7301928 |
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Ordering results for elliptical distributions with applications to risk bounds (English)
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26 January 2021
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canonical vine
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directionally convex ordering
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elliptically contoured distributions
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partial correlations
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risk bounds
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supermodular ordering
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0.89538777
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0.88638806
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0.88409966
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0.8827078
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0.88139546
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0.88103026
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0.8777423
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0.8766626
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0.87262475
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