Peakedness of linear forms in ensembles and mixtures
DOI10.1016/S0167-7152(97)00023-0zbMATH Open0955.62015OpenAlexW2004092239MaRDI QIDQ1373973FDOQ1373973
Authors: Donald R. Jensen 
Publication date: 27 February 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00023-0
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Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- On the theory of elliptically contoured distributions
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
- Metric spaces and completely monontone functions
- Inequalities: theory of majorization and its applications
- Peakedness of Distributions of Convex Combinations
- On Random Variables with Comparable Peakedness
- Matrix extremes and related stochastic bounds
- Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
- Title not available (Why is that?)
- The Structure and Analysis of Spherical Time-Dependent Processes
Cited In (8)
- Portfolio diversification and value at risk under thick-tailedness†
- A new proof for the peakedness of linear combinations of random variables
- Peakedness for weighted sums of symmetric random variables
- Title not available (Why is that?)
- On estimation of peakedness-ordered distributions
- On the monotone convergence of vector means
- Efficiency of linear estimators under heavy-tailedness: convolutions of alpha-symmetric distri\-butions
- Some Inequalities of Linear Combinations of Independent Random Variables. I.
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