The following pages link to A note on generalized inverses (Q2392816):
Displaying 50 items.
- On the limit of conditional Spearman's rho under the common factor model (Q262536) (← links)
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- A limit theorem for continuous selectors (Q312333) (← links)
- Solving the classification problem using \(\varepsilon\)-nets (Q333577) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Consistency of \(h\)-mode depth (Q894793) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem (Q906341) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Maximal dissipation in Hunter-Saxton equation for bounded energy initial data (Q908075) (← links)
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042) (← links)
- Integrated quantile functions: properties and applications (Q1697200) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Mass volume curves and anomaly ranking (Q1786577) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- On the substitution rule for Lebesgue-Stieltjes integrals (Q1931424) (← links)
- A probabilistic view on semilinear copulas (Q1999166) (← links)
- Dependency structures in differentially coded cardiovascular time series (Q2013985) (← links)
- Subadditivity of value-at-risk for Bernoulli random variables (Q2018624) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- Opinion fitness and convergence to consensus in homogeneous and heterogeneous populations (Q2040751) (← links)
- Peacock geodesics in Wasserstein space (Q2041093) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Oviposition model for a southern population of mountain pine beetle (Q2082829) (← links)
- Regularity for nonlocal problems with non-standard growth (Q2094297) (← links)
- On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results (Q2095101) (← links)
- Optimal transport with some directed distances (Q2117952) (← links)
- The signed cumulative distribution transform for 1-D signal analysis and classification (Q2148959) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- Extensions of the generalized Pólya process (Q2176357) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Uniform convergence rates for the approximated halfspace and projection depth (Q2209837) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Phase field models for two-dimensional branched transportation problems (Q2274392) (← links)
- Option pricing by probability distortion operator based on the quantile function (Q2298583) (← links)
- Bivariate distributions with ordered marginals (Q2306272) (← links)
- Sparse Dowker nerves (Q2324601) (← links)
- Exogenous shock models: analytical characterization and probabilistic construction (Q2338099) (← links)
- Tightening bounds in triangular systems (Q2345272) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Invariance principle for non-homogeneous random walks (Q2423454) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Nonparametric density estimation and risk quantification from tabulated sample moments (Q2681457) (← links)
