Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
From MaRDI portal
Publication:1071367
DOI10.1007/BF00569989zbMath0586.60016OpenAlexW2041131245MaRDI QIDQ1071367
M. J. Frank, Roger B. Nelsen, Berthold Schweizer
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00569989
Related Items (42)
A causal bootstrap ⋮ My introduction to copulas. An interview with Roger Nelsen ⋮ Copula-based measurement of interdependence for discrete distributions ⋮ Estimation and inference in an ecological inference model ⋮ Bayesian learning for a class of priors with prescribed marginals ⋮ On the partial identification of a new causal measure for ordinal outcomes ⋮ Optimal product bundling with dependent valuations: the price of independence ⋮ On the control of the difference between two Brownian motions: a dynamic copula approach ⋮ Bounds for functions of dependent risks ⋮ Partial identification of distributional and quantile treatment effects in difference-in-differences models ⋮ Model-free bounds on value-at-risk using extreme value information and statistical distances ⋮ Adaptive designs with arbitrary dependence structure based on Fisher's combination test ⋮ Price and revenue bounds for bundles of information goods ⋮ Uniform inference for value functions ⋮ A generalization of \(p\)-boxes to affine arithmetic ⋮ COMPLEMENTARITY AND IDENTIFICATION ⋮ Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds ⋮ Stochastic bounds on sums of dependent risks ⋮ Worst case risk measurement: back to the future? ⋮ Distributional bounds for portfolio risk with tail dependence ⋮ Extreme VaR scenarios in higher dimensions ⋮ Partial identification of functionals of the joint distribution of ``potential outcomes ⋮ EMPIRICAL COMPARISON OF METHODS FOR THE HIERARCHICAL PROPAGATION OF HYBRID UNCERTAINTY IN RISK ASSESSMENT, IN PRESENCE OF DEPENDENCES ⋮ SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE ⋮ Analytical Bounds for two Value-at-Risk Functionals ⋮ Computing best-possible bounds for the distribution of a sum of several variables is NP-hard ⋮ Bounds for functions of multivariate risks ⋮ Equivalence of methods for uncertainty propagation of real-valued random variables ⋮ Random strict convexity and random uniform convexity in random normed modules ⋮ On the distribution of the (un)bounded sum of random variables ⋮ Bounds on distributional treatment effect parameters using panel data with an application on job displacement ⋮ Extremal dependence concepts ⋮ Worst VaR scenarios with given marginals and measures of association ⋮ Worst VaR scenarios: A remark ⋮ An extreme limit theorem for dependency bounds of normalized sums of random variables ⋮ The law of large numbers for fuzzy variables under a general triangular norm extension principle ⋮ Sharp Bounds on a Class of Copulas with known Values at Several Points ⋮ Worst VaR scenarios ⋮ Bounds on the value-at-risk for the sum of possibly dependent risks ⋮ Partial identification of the treatment effect distribution and its functionals ⋮ Copulas: A Review and Recent Developments ⋮ Adaptive designs with arbitrary dependence structure
Cites Work
- Some functional equations in the space of uniform distribution functions
- Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
- Operations on distribution functions not derivable from operations on random variables
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
