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Multivariate dependence of spacings of generalized order statistics
Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spacings of generalized order statistics from DFR (IFR) distributions have the CIS (CDS) property.
Burkschat, M.
core
Seven Proofs for the Subadditivity of Expected Shortfall
Embrechts Paul, Wang Ruodu
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Davis's Inequality for Orthogonal Martingales Under Differential Subordination.
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Orthogonal Martingales Under Differential Subordination and Applications to Riesz Transforms
Illinois Journal of Mathematics, 1996Rodrigo BaƱuelos
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Stochastic Comparisons and Dependence of Spacings From Two Samples of Exponential Random Variables
Communications in Statistics - Theory and Methods, 2006Taizhong Hu
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