The effect of dependence on distribution of the functions of random variables

DOI10.1080/03610926.2016.1242740zbMath1386.60050OpenAlexW2538062342MaRDI QIDQ4595862

Ali Dolati, Najmeh Ahmadi, Rasool Roozegar, Zohreh Shishebor

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1242740

zbMATH Keywords

copulavalue-at-riskdependent random variablesdistribution of sumsstress-strength measure

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (2)

COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS ⋮ A comprehensive family of copulas to model bivariate random noise and perturbation

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