Random variables with maximum sums
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(75)- Bounds for functions of multivariate risks
- Combining independent p-values in replicability analysis: a comparative study
- Equivalent distortion risk measures on moment spaces
- Copula-based grouped risk aggregation under mixed operation.
- Upper bounds for strictly concave distortion risk measures on moment spaces
- Inference on quantile processes with a finite number of clusters
- Averaging p-values under exchangeability
- Distribution-Free Prediction Sets for Two-Layer Hierarchical Models
- Polynomial-time algorithms for multimarginal optimal transport problems with structure
- Bounds on the value-at-risk for the sum of possibly dependent risks
- Optimal reinsurance with multivariate risks and dependence uncertainty
- A simple specification test for models with many conditional moment inequalities
- CLT For U-statistics With Growing Dimension
- Extremal dependence concepts
- Large‐scale simultaneous inference under dependence
- Worst case risk measurement: back to the future?
- Worst VaR scenarios
- A review on ambiguity in stochastic portfolio optimization
- Exact tests via multiple data splitting
- Bounds for functions of dependent risks
- Partial identification of the treatment effect distribution and its functionals
- Diversification limit of quantiles under dependence uncertainty
- Interactive martingale tests for the global null
- Bounds on distributional treatment effect parameters using panel data with an application on job displacement
- Risk bounds for factor models
- Extremal probability bounds in combinatorial optimization
- Joint Mixability
- Sums of standard uniform random variables
- Computation of sharp bounds on the distribution of a function of dependent risks
- Sharp bounds for sums of dependent risks
- Robustness regions for measures of risk aggregation
- Sharp bounds on the expected shortfall for a sum of dependent random variables
- Risk aggregation under dependence uncertainty and an order constraint
- Analysis of risk bounds in partially specified additive factor models
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
- Aggregation-robustness and model uncertainty of regulatory risk measures
- Stochastic bounds on sums of dependent risks
- Worst VaR scenarios with given marginals and measures of association
- Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables
- A Goodness-of-Fit Assessment for General Learning Procedures in High Dimensions
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- What is a Randomization Test?
- Symmetric Bernoulli distributions and minimal dependence copulas
- On the control of the difference between two Brownian motions: a dynamic copula approach
- Analytical Bounds for two Value-at-Risk Functionals
- Bivariate lower and upper orthant value-at-risk
- Distributionally robust goal-reaching optimization in the presence of background risk
- Weak comonotonicity
- Randomized and exchangeable improvements of Markov's, Chebyshev's and Chernoff's inequalities
- Vector-valued tail value-at-risk and capital allocation
- Comparison of multivariate risks and positive dependence
- Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values
- A Method for Testing Additivity in Unreplicated Two‐Way Layouts Based on Combining Multiple Interaction Tests
- Upper comonotonicity and risk aggregation under dependence uncertainty
- Robust -quantiles and extremal distributions
- Worst VaR scenarios: A remark
- A concept of copula robustness and its applications in quantitative risk management
- Model-free bounds on value-at-risk using extreme value information and statistical distances
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf
- Current open questions in complete mixability
- Permutation tests using arbitrary permutation distributions
- Loss aversion and the welfare ranking of policy interventions
- Training-conditional coverage for distribution-free predictive inference
- Sharp bounds on the distribution of treatment effects and their statistical inference
- Multi split conformal prediction
- A unified combination framework for dependent tests with applications to microbiome association studies
- Extreme VaR scenarios in higher dimensions
- Conformal prediction with local weights: randomization enables robust guarantees
- Rank-transformed subsampling: inference for multiple data splitting and exchangeable p-values
- Uniform inference for value functions
- Partial identification of functionals of the joint distribution of ``potential outcomes
- Bounds for the sum of dependent risks having overlapping marginals
- The impact of correlation on (Range) Value-at-Risk
- The complete mixability and convex minimization problems with monotone marginal densities
- Comparison of conditional distributions in portfolios of dependent risks
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