Coskewness under dependence uncertainty (Q6170513)

From MaRDI portal
scientific article; zbMATH DE number 7711754
Language Label Description Also known as
English
Coskewness under dependence uncertainty
scientific article; zbMATH DE number 7711754

    Statements

    title
    Coskewness under dependence uncertainty (English)
    0 references
    author
    Carole Bernard
    0 references
    Jinghui Chen
    0 references
    Ludger Rüschendorf
    0 references
    Steven Vanduffel
    0 references
    publication date
    12 July 2023
    0 references
    zbMATH Keywords
    expected product
    0 references
    higher-order moments
    0 references
    copula
    0 references
    coskewness
    0 references
    risk bounds
    0 references

    Identifiers

    arXiv ID
    2303.17266
    0 references
    Mathematics Subject Classification ID
    60E05
    0 references
    62H05
    0 references
    60E15
    0 references
    zbMATH DE Number
    7711754
    0 references
    OpenAlex ID
    W4366824578
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6170513&oldid=37539610"
    Powered by MediaWiki