On a class of extremal problems in statistics
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Publication:3920347
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(29)- Rearrangement algorithm and maximum entropy
- Extremal dependence concepts
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
- A model-free approach to multivariate option pricing
- Centers of probability measures without the mean
- Negative dependence concept in copulas and the marginal free herd behavior index
- Bounds for functions of multivariate risks
- Choosing joint distributions so that the variance of the sum is small
- On the multidimensional extension of countermonotonicity and its applications
- Joint Mixability
- Duality theorems for marginal problems
- A simple relaxation approach to duality for optimal transport problems in completely regular spaces
- Sharpness of Fr�chet-bounds
- Duality for rectified cost functions
- Detecting complete and joint mixability
- Current open questions in complete mixability
- Sharp bounds for sums of dependent risks
- Testing asymmetry in dependence with copula-coskewness
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
- ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES
- ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES
- Coskewness under dependence uncertainty
- The complete mixability and convex minimization problems with monotone marginal densities
- Living on the edge: an unified approach to antithetic sampling
- Symmetric Bernoulli distributions and minimal dependence copulas
- Generalized Hoeffding-Fréchet functionals and mass transportation
- On sums of two counter-monotonic risks
- Solution of a statistical optimization problem by rearrangement methods
- Quantile of a mixture with application to model risk assessment
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