Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
From MaRDI portal
Publication:828049
DOI10.1515/demo-2020-0014zbMath1453.60024arXiv2004.11770OpenAlexW3092389867MaRDI QIDQ828049
Publication date: 14 January 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.11770
Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) General considerations in statistical decision theory (62C05)
Related Items (3)
Generalized Gini's mean difference through distortions and copulas, and related minimizing problems ⋮ \(L_p\)-norm spherical copulas ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals
- Squaring the circle and cubing the sphere: Circular and spherical copulas
- Solution of a statistical optimization problem by rearrangement methods
- An introduction to copulas.
- Aggregation-robustness and model uncertainty of regulatory risk measures
- Multivariate distributions with uniformly distributed projections
- Inequalities for distributions with given marginals
- On the projections of isotropic distributions
- Inequalities and positive-definite functions arising from a problem in multidimensional scaling
- Multivariate Gini indices
- Extremal problems for probability distributions: a general method and some examples
- Structure of optimal martingale transport plans in general dimensions
- Extremal dependence concepts
- Gini's mean difference: a superior measure of variability for non-normal distributions
- On the optimal stopping values induced by general dependence structures
- Strictly Proper Scoring Rules, Prediction, and Estimation
This page was built for publication: Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
