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copulasFood
In this paper an analytic expression is given for the bounds of the dis-tribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Fréchet bounds the dependence structure is not restricted to any specific type. Numerical illustrations are provided to assess the quality of the derived bounds.
In this paper, we construct upper and lower convex order bounds for the distribution of a sum of non...
We discuss a two-dimensional analog of the probability integral transform for bivariate distribution...
summary:In this paper we study some properties of the distribution function of the random variable C...
In this contribution, the upper bounds for sums of dependent random variables X-1 + X-2 + ... + X-n ...
In this contribution, the upper bounds for sums of dependent random variables X-1 + X-2 + ... + X-n ...
In this contribution, the upper bounds for sums of dependent random variables X1 + X2 +···+Xn derive...
We propose a general treatment of random variables aggregation accounting for the dependence among v...
The problem of finding the best-possible lower bound on the distribution of a non-decreasing functio...
Determining distributions of the functions of random variables is a very important problem with a wi...
Determining distributions of the functions of random variables is one of the most important problems...
Dependency bounds are lower and upper bounds on the probability distribution of functions of random ...
In the thesis the sums of dependent nonidentically distributed heavy-tailed random variables are inv...
The theory of copulae is known to provide a useful tool for modelling dependence in integrated risk ...
Bounds are found for the distribution function of the sum of squares X2+Y2 where X and Y are arbitra...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
In this paper, we construct upper and lower convex order bounds for the distribution of a sum of non...
We discuss a two-dimensional analog of the probability integral transform for bivariate distribution...
summary:In this paper we study some properties of the distribution function of the random variable C...
In this contribution, the upper bounds for sums of dependent random variables X-1 + X-2 + ... + X-n ...
In this contribution, the upper bounds for sums of dependent random variables X-1 + X-2 + ... + X-n ...
In this contribution, the upper bounds for sums of dependent random variables X1 + X2 +···+Xn derive...
We propose a general treatment of random variables aggregation accounting for the dependence among v...
The problem of finding the best-possible lower bound on the distribution of a non-decreasing functio...
Determining distributions of the functions of random variables is a very important problem with a wi...
Determining distributions of the functions of random variables is one of the most important problems...
Dependency bounds are lower and upper bounds on the probability distribution of functions of random ...
In the thesis the sums of dependent nonidentically distributed heavy-tailed random variables are inv...
The theory of copulae is known to provide a useful tool for modelling dependence in integrated risk ...
Bounds are found for the distribution function of the sum of squares X2+Y2 where X and Y are arbitra...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
In this paper, we construct upper and lower convex order bounds for the distribution of a sum of non...
We discuss a two-dimensional analog of the probability integral transform for bivariate distribution...
summary:In this paper we study some properties of the distribution function of the random variable C...
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