Studying mixability with supermodular aggregating functions
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Publication:2348317
DOI10.1016/j.spl.2015.01.032zbMath1314.60047OpenAlexW3121520659MaRDI QIDQ2348317
Valeria Bignozzi, Giovanni Puccetti
Publication date: 11 June 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.01.032
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Related Items (4)
Joint Mixability ⋮ Coskewness under dependence uncertainty ⋮ Current open questions in complete mixability ⋮ Extremal dependence concepts
Cites Work
- Detecting complete and joint mixability
- Current open questions in complete mixability
- The complete mixability and convex minimization problems with monotone marginal densities
- Inequalities for distributions with given marginals
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
- Risk aggregation with dependence uncertainty
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
- Advances in Complete Mixability
- Joint Mixability
- [https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds]
- Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals
- Inequalities: theory of majorization and its applications
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