The following pages link to (Q5654812):
Displaying 19 items.
- Detecting complete and joint mixability (Q484862) (← links)
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio (Q727655) (← links)
- VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
- An overview of statistical decomposition techniques applied to complex systems (Q1023563) (← links)
- Construction of multivariate distributions with given marginals (Q1062711) (← links)
- Conditionally ordered distributions (Q1105945) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- A characterization of joint distribution of two-valued random variables and its applications (Q1861394) (← links)
- A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
- Studying mixability with supermodular aggregating functions (Q2348317) (← links)
- On risk dependence and mrl ordering (Q2489796) (← links)
- Some notions of multivariate positive dependence (Q2567084) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Inequalities for the expectation of ?-monotone functions (Q3883208) (← links)
- Inequalities for E k(X, Y) when the marginals are fixed (Q4089555) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- Comparison of multivariate risks and positive dependence (Q4819466) (← links)
- (Q5446387) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
