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Bounds and approximations for sums of dependent log-elliptical random variables - MaRDI portal

Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100)

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scientific article; zbMATH DE number 5563937
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English
Bounds and approximations for sums of dependent log-elliptical random variables
scientific article; zbMATH DE number 5563937

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    Bounds and approximations for sums of dependent log-elliptical random variables (English)
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    10 June 2009
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    comonotonicity
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    bounds
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    elliptical distributions
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    log-elliptical distributions
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