Sharpening comparisons via Gaussian copulas and semidefinite programming (Q4635202)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sharpening comparisons via Gaussian copulas and semidefinite programming |
scientific article; zbMATH DE number 6859997
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sharpening comparisons via Gaussian copulas and semidefinite programming |
scientific article; zbMATH DE number 6859997 |
Statements
Sharpening comparisons via gaussian copulas and semidefinite programming (English)
0 references
16 April 2018
0 references
variance reduction
0 references
selection of the best
0 references
joint distributions of two random variables
0 references
coupling theory
0 references
0.7468870282173157
0 references
0.7468417286872864
0 references
0.7353184223175049
0 references
0.7211552858352661
0 references
0.7211061120033264
0 references
