Confidence band for expectation dependence with applications
DOI10.1016/J.INSMATHECO.2015.09.012zbMATH Open1373.62518OpenAlexW1896849568WikidataQ59356372 ScholiaQ59356372MaRDI QIDQ320286FDOQ320286
Publication date: 6 October 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://commons.ln.edu.hk/sw_master/3570
Recommendations
expectation dependenceconfidence band estimationdemand for a risky assetfirst-order risk aversionHoeffding's inequality
Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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Cited In (9)
- Testing for more positive expectation dependence with application to model comparison
- Two-sided Confidence Bands with the Inferential Sensitivity of One-Sided Bands
- Validation of positive expectation dependence
- Probability inequalities for decomposition integrals
- Distribution-free confidence intervals for measurement of effective bandwidth
- Maximum modulus confidence bands
- The reduction of the average width of confidence bands for an unknown continuous distribution function
- Uniform confidence bands: characterization and optimality
- Recursive confidence band construction for an unknown distribution function
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