The following pages link to Theory of Random Sets (Q4976869):
Displaying 50 items.
- Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
- Lift expectations of random sets (Q1726775) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- Facial structure of strongly convex sets generated by random samples (Q2065935) (← links)
- Extremal clustering under moderate long range dependence and moderately heavy tails (Q2074983) (← links)
- Angular asymptotics for random walks (Q2080157) (← links)
- Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
- On random sets for inference in statistics and econometrics (Q2086132) (← links)
- Choquet random sup-measures with aggregations (Q2121640) (← links)
- The \(\beta \)-Delaunay tessellation. II: the Gaussian limit tessellation (Q2144345) (← links)
- The existence phase transition for scale invariant Poisson random fractal models (Q2179255) (← links)
- On adaptive heuristics that converge to correlated equilibrium (Q2183972) (← links)
- Leaves on the line and in the plane (Q2184619) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
- Extreme value theory for long-range-dependent stable random fields (Q2209306) (← links)
- Multivariate risk measures in the non-convex setting (Q2291757) (← links)
- Optimal design for multivariate multiple linear regression with set-identified response (Q2317331) (← links)
- Conditional cores and conditional convex hulls of random sets (Q2320018) (← links)
- Splitting tessellations in spherical spaces (Q2631850) (← links)
- Local regression smoothers with set-valued outcome data (Q2658029) (← links)
- Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets (Q4646960) (← links)
- Computing Invariant Sets of Random Differential Equations Using Polynomial Chaos (Q4961112) (← links)
- On strongly rigid hyperfluctuating random measures (Q5049888) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Counting the zeros of an elephant random walk (Q5100022) (← links)
- A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics (Q5119633) (← links)
- Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections (Q5120708) (← links)
- Representations of hermite processes using local time of intersecting stationary stable regenerative sets (Q5139927) (← links)
- Simulations for Karlin random fields (Q5144718) (← links)
- Diagonal Minkowski classes, zonoid equivalence, and stable laws (Q5145376) (← links)
- Approximation by random complex polynomials and random rational functions (Q5207254) (← links)
- Sets that maximize probability and a related variational problem (Q6059519) (← links)
- Structural properties of Gibbsian point processes in abstract spaces (Q6071182) (← links)
- Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation (Q6074047) (← links)
- Depth and outliers for samples of sets and random sets distributions (Q6075100) (← links)
- Joint measurability of mappings induced by a fuzzy random variable (Q6081359) (← links)
- Feasible set estimation under functional uncertainty by Gaussian process modelling (Q6090640) (← links)
- Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes (Q6102192) (← links)
- Partial identification in nonseparable binary response models with endogenous regressors (Q6108266) (← links)
- Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls (Q6118755) (← links)
- The zonoid region parameter depth (Q6120381) (← links)
- (Q6137252) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
