Yugu Xiao

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A note on joint mix random vectors
Communications in Statistics: Theory and Methods
2022-05-18Paper
On the Equivalence of the Coefficient of Variation Ordering and the Lorenz Ordering Within Two-Parameter Families
Stochastic Models in Reliability, Network Security and System Safety
2020-08-10Paper
A Black-Litterman asset allocation model under elliptical distributions
Quantitative Finance
2018-09-19Paper
On the distortion of a copula and its margins
Scandinavian Actuarial Journal
2013-12-13Paper


Research outcomes over time


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