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Ordering results for elliptical distributions with applications to risk bounds - MaRDI portal

Ordering results for elliptical distributions with applications to risk bounds (Q2222233)

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Ordering results for elliptical distributions with applications to risk bounds
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    Ordering results for elliptical distributions with applications to risk bounds (English)
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    26 January 2021
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    canonical vine
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    directionally convex ordering
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    elliptically contoured distributions
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    partial correlations
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    risk bounds
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    supermodular ordering
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