A note on joint mix random vectors

DOI10.1080/03610926.2019.1586937OpenAlexW2935174535MaRDI QIDQ5077244

Yugu Xiao, Jing Yao

Publication date: 18 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1586937

zbMATH Keywords

copulacovariance matrixdependencejoint mixability

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• The complete mixability and convex minimization problems with monotone marginal densities
• Bounds for functions of dependent risks
• The concept of comonotonicity in actuarial science and finance: theory.
• Extremal dependence concepts
• Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
• Risk aggregation with dependence uncertainty
• Advances in Complete Mixability
• Joint Mixability
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Marginal Modeling of Correlated Ordinal Data Using a Multivariate Plackett Distribution
• Sharp Bounds for Sums of Dependent Risks

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