Recommendations
Cites work
- scientific article; zbMATH DE number 3930109 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1867932 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- On the distributional transform, Sklar's theorem, and the empirical copula process
- On the substitution rule for Lebesgue-Stieltjes integrals
- Quantile functions for multivariate analysis: approaches and applications
- Quasi- and pseudo-inverses of monotone functions, and the construction of t-norms
Cited in
(only showing first 100 items - show all)- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management
- Integrated quantile functions: properties and applications
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- Mass volume curves and anomaly ranking
- Extremal dependence concepts
- Generalized inverses with respect to general norms. III
- On the substitution rule for Lebesgue-Stieltjes integrals
- A probabilistic view on semilinear copulas
- Dependency structures in differentially coded cardiovascular time series
- Subadditivity of value-at-risk for Bernoulli random variables
- Right-truncated Archimedean and related copulas
- Opinion fitness and convergence to consensus in homogeneous and heterogeneous populations
- Peacock geodesics in Wasserstein space
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Oviposition model for a southern population of mountain pine beetle
- Regularity for nonlocal problems with non-standard growth
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- Optimal transport with some directed distances
- The signed cumulative distribution transform for 1-D signal analysis and classification
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies
- Note on the assumptions in working with generalized inverses
- Asymptotic analysis of portfolio diversification
- Extensions of the generalized Pólya process
- The infinite extendibility problem for exchangeable real-valued random vectors
- Uniform convergence rates for the approximated halfspace and projection depth
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
- Phase field models for two-dimensional branched transportation problems
- Option pricing by probability distortion operator based on the quantile function
- Bivariate distributions with ordered marginals
- Sparse Dowker nerves
- Exogenous shock models: analytical characterization and probabilistic construction
- Tightening bounds in triangular systems
- Improved algorithms for computing worst value-at-risk
- Multiple risk factor dependence structures: copulas and related properties
- Invariance principle for non-homogeneous random walks
- On the limit of conditional Spearman's rho under the common factor model
- Risk aggregation under dependence uncertainty and an order constraint
- Probability equivalent level of value at risk and higher-order expected shortfalls
- Nonparametric density estimation and risk quantification from tabulated sample moments
- Dependence of exchangeable residual lifetimes subject to failure
- Dependence uncertainty for aggregate risk: examples and simple bounds
- The geometric interpretation of the generalized inverse matrix based on a linear operator
- scientific article; zbMATH DE number 4015486 (Why is no real title available?)
- Scaling of high-quantile estimators
- A limit theorem for continuous selectors
- scientific article; zbMATH DE number 994566 (Why is no real title available?)
- Copula modelling of nurses' agitation-sedation rating of ICU patients
- Solving the classification problem using -nets
- A Note on Generalized Inverse Functions
- Optimal risk transfers in insurance groups
- scientific article; zbMATH DE number 4091659 (Why is no real title available?)
- scientific article; zbMATH DE number 13128 (Why is no real title available?)
- scientific article; zbMATH DE number 2016333 (Why is no real title available?)
- scientific article; zbMATH DE number 1542530 (Why is no real title available?)
- On the properties of the lambda value at risk: robustness, elicitability and consistency
- Nonlocal scalar conservation laws on bounded domains and applications in traffic flow
- New nonparametric classes of distributions in terms of mean time to failure in age replacement
- Worst-case range value-at-risk with partial information
- Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
- Opinion formation models with heterogeneous persuasion and zealotry
- scientific article; zbMATH DE number 220412 (Why is no real title available?)
- scientific article; zbMATH DE number 6161784 (Why is no real title available?)
- Limit theorems for the fractional nonhomogeneous Poisson process
- Quantile-based risk sharing
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
- NEU: a meta-algorithm for universal UAP-invariant feature representation
- On the finiteness and tails of perpetuities under a Lamperti-Kiu map
- Haste makes waste: an optimization problem
- Distribution regression model with a Reproducing Kernel Hilbert Space approach
- Trend-transformed independent vectors: construction and stochastic comparison results
- On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
- Two novel characterizations of self-decomposability on the half-line
- The characterizations of one-sided generalized inverses
- Generalized inverses and their relations with clean decompositions
- Spherical Hellinger-Kantorovich gradient flows
- Tight embeddability of proper and stable metric spaces
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
- Heterogeneity in decentralized asset markets
- Dissecting Chilean surveys: The missing outcomes case
- On independence of time and cause
- On a geometric combination of functions related to Prékopa–Leindler inequality
- An uncertain minimization problem: robust optimization versus optimization of robustness
- Universal regular conditional distributions via probabilistic transformers
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Some bounds for the expectations of functions on order statistics and their applications
- Transform MCMC schemes for sampling intractable factor copula models
- Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions
- On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics
- Coherence of inequality measures with respect to partial orderings of income distributions
- Learning, mean field approximations, and phase transitions in auction models
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
- Calibrating Distribution Models from PELVE
- Wasserstein medians: robustness, PDE characterization, and numerics
- Cost-efficient payoffs under model ambiguity
- Nested sampling for uncertainty quantification and rare event estimation
- Reference dependence and endogenous anchors
- On the trace theorem to Volterra-type equations with local or non-local derivatives
This page was built for publication: A note on generalized inverses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2392816)
