A note on generalized inverses
From MaRDI portal
Publication:2392816
DOI10.1007/S00186-013-0436-7zbMATH Open1281.60014OpenAlexW2063543800MaRDI QIDQ2392816FDOQ2392816
Authors: Paul Embrechts, Marius Hofert 
Publication date: 2 August 2013
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/69990
Recommendations
Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Monotonic functions, generalizations (26A48)
Cites Work
- Title not available (Why is that?)
- On the distributional transform, Sklar's theorem, and the empirical copula process
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Quasi- and pseudo-inverses of monotone functions, and the construction of t-norms
- Quantile functions for multivariate analysis: approaches and applications
- On the substitution rule for Lebesgue-Stieltjes integrals
- Title not available (Why is that?)
Cited In (only showing first 100 items - show all)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- Distribution regression model with a Reproducing Kernel Hilbert Space approach
- On the limit of conditional Spearman's rho under the common factor model
- Title not available (Why is that?)
- The deFinetti representation of generalised Marshall-Olkin sequences
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- Sparse Dowker nerves
- Invariance principle for non-homogeneous random walks
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
- Two novel characterizations of self-decomposability on the half-line
- Dependence of exchangeable residual lifetimes subject to failure
- Optimal transport with some directed distances
- Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
- Title not available (Why is that?)
- Exogenous shock models: analytical characterization and probabilistic construction
- Extremal dependence concepts
- Heterogeneity in decentralized asset markets
- Tight Embeddability of Proper and Stable Metric Spaces
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
- Dependency structures in differentially coded cardiovascular time series
- Subadditivity of value-at-risk for Bernoulli random variables
- On the substitution rule for Lebesgue-Stieltjes integrals
- Uniform convergence rates for the approximated halfspace and projection depth
- Bivariate distributions with ordered marginals
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management
- Maximal dissipation in Hunter-Saxton equation for bounded energy initial data
- A limit theorem for continuous selectors
- Right-truncated Archimedean and related copulas
- Title not available (Why is that?)
- Probability equivalent level of value at risk and higher-order expected shortfalls
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- Phase field models for two-dimensional branched transportation problems
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- Worst-Case Range Value-at-Risk with Partial Information
- 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
- Consistency of \(h\)-mode depth
- Marshall-Olkin type copulas generated by a global shock
- Mass volume curves and anomaly ranking
- Solving the classification problem using \(\varepsilon\)-nets
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds
- Quantile-Based Risk Sharing
- Seven proofs for the subadditivity of expected shortfall
- A probabilistic view on semilinear copulas
- Optimal risk transfers in insurance groups
- Nonlocal Scalar Conservation Laws on Bounded Domains and Applications in Traffic Flow
- Scaling of high-quantile estimators
- The signed cumulative distribution transform for 1-D signal analysis and classification
- An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem
- Some bounds for the expectations of functions on order statistics and their applications
- Generalized inverses with respect to general norms
- Nonparametric density estimation and risk quantification from tabulated sample moments
- On the properties of the Lambda value at risk: robustness, elicitability and consistency
- Regularity for nonlocal problems with non-standard growth
- Integrated quantile functions: properties and applications
- New nonparametric classes of distributions in terms of mean time to failure in age replacement
- Title not available (Why is that?)
- Improved algorithms for computing worst value-at-risk
- Oviposition model for a southern population of mountain pine beetle
- Multiple risk factor dependence structures: copulas and related properties
- Limit theorems for the fractional nonhomogeneous Poisson process
- Spherical Hellinger--Kantorovich Gradient Flows
- Generalized inverses with respect to general norms. III
- Opinion Formation Models with Heterogeneous Persuasion and Zealotry
- Learning, mean field approximations, and phase transitions in auction models
- The infinite extendibility problem for exchangeable real-valued random vectors
- The characterizations of one-sided generalized inverses
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function
- Calibrating Distribution Models from PELVE
- Trend-transformed independent vectors: construction and stochastic comparison results
- Tightening bounds in triangular systems
- Transform MCMC schemes for sampling intractable factor copula models
- On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population
- Copula Modelling of Nurses’ Agitation-Sedation Rating of ICU Patients
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
- Generalized inverses and their relations with clean decompositions
- Title not available (Why is that?)
- Extensions of the generalized Pólya process
- Risk aggregation under dependence uncertainty and an order constraint
- Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
- Wasserstein medians: robustness, PDE characterization, and numerics
- On a geometric combination of functions related to Prékopa–Leindler inequality
- Dissecting Chilean surveys: The missing outcomes case
- On independence of time and cause
- Cost-efficient payoffs under model ambiguity
- Nested sampling for uncertainty quantification and rare event estimation
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies
- Note on the assumptions in working with generalized inverses
- On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics
- Reference dependence and endogenous anchors
- Asymptotic analysis of portfolio diversification
- Universal regular conditional distributions via probabilistic transformers
- Title not available (Why is that?)
- Option pricing by probability distortion operator based on the quantile function
- A Note on Generalized Inverse Functions
Uses Software
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)
