Pages that link to "Item:Q2868599"
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The following pages link to Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599):
Displaying 12 items.
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
- Quantifying the error of convex order bounds for truncated first moments (Q939362) (← links)
- Improved convex upper bound via conditional comonotonicity (Q998279) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- On the distribution of the (un)bounded sum of random variables (Q2276205) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- Choosing joint distributions so that the variance of the sum is small (Q2507742) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451) (← links)
