The distributions of the mean of random vectors with fixed marginal distribution
type: Item
instance of: scholarly article
title: The distributions of the mean of random vectors with fixed marginal distribution
zbMATH Open document ID: 1546.60035
author: Andrzej Komisarski
author: Jacques Labuschagne
published in: Journal of Theoretical Probability
publication date: 2024-08-24T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 7900844
zbMATH Keywords: sums of random vectors
zbMATH Keywords: distributions of sums of random variables
zbMATH Keywords: multivariate dependence
zbMATH Keywords: complete Mixability
MaRDI profile type: Publication
cites work: The safest dependence structure among risks.
cites work: Bounds for the sum of dependent risks having overlapping marginals
cites work: Centers of probability measures without the mean
cites work: Bounds for joint portfolios of dependent risks
cites work: Advances in complete mixability
cites work: Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
cites work: Q5386488
cites work: The complete mixability and convex minimization problems with monotone marginal densities
cites work: Current open questions in complete mixability
DOI: 10.1007/S10959-023-01277-2
description: scientific article; zbMATH DE number 7900844