Results 51 to 60 of about 138 (124)
On rankings and top choices in random utility models with dependent utilities
60E15, 62P05, Arrangement increasing density, Multivariate joint stochastic order, Aggregate preference order, Ranking, Random utility model,
José Ruiz +3 more
core +1 more source
Risk bounds with additional information on functionals of the risk vector
Dependence Modeling, 2018 We consider the problem of determining risk bounds for the Value at Risk for risk vectors X where besides the marginal distributions also information on the distribution or on the expectation of some functionals Tj(X), 1 ≤ j ≤ m, is available.
Rüschendorf L.
doaj +1 more source
Convex transformation on survival functions and related dependence concepts
Convex ordering, Positive dependence, Hazard rate, Dependence ordering, Primary 60E15, 62H99, Secondary 60K10,
Mehmet Yilmaz
core +1 more source
Exponential Inequalities for Counting Processes
, 2002 AMS Classification: 60E15, 60G55We derive for counting processes some equivalents of classical exponential inequalities existing in the n-sample framework.
Reynaud-Bouret, Patricia
core +1 more source
Vulnerability-conditional systemic risk measures: Evidence from cryptocurrency markets
Risk SciencesFinancial distress in one part of a market can be associated with severe losses elsewhere, making it important to understand which assets are most vulnerable when others are under stress.
Tong Pu, Yunran Wei, Yiying Zhang
doaj +1 more source
Burkholder’s inequality for multiindex martingales [PDF]
Multiindex versions of Khintchine’s and Burkholder’s inequalities are pre- sented. Key Words: Khintchine’s inequality, Burkholder’s inequality, random field, martingale.
Fazekas, István
core
Fourier Growth of Degree 2 Polynomials
We prove bounds for the absolute sum of all level-k Fourier coefficients for (−1)p(x), where polynomial p : F2n → F2 is of degree 1 or degree 2. MSC 2020 Subject Classifications: 68Q17, 46B10, 60E15. Keywords and phrases: Pseudorandom generators, Fourier
Volberg, Alexander +3 more
core +1 more source
Converse Poincaré Type Inequalities for Convex Functions
, 2009 AMS Classification: Primary 60E15, 60E99. Secondary 26D10.Converse Poincaré type inequalities are obtained within the class of smooth convex functions.
Bobkov, S. G., Houdré, Christian
core
Moments inequalities of aging families of distributions with hypotheses testing applications
, 2001 Nonparametric families of aging distributions have been the subject of investigation for more than three decades. Both probabilistic and statistical properties of these distributions were studied for such families as increasing failure rate , new ...
Ibrahim A. Ahmad
core +1 more source
Computable Exponential Bounds for Screened Estimation and Simulation [PDF]
, 2007 Suppose the expectation E(F (X)) is to be estimated by the empirical averages of the values of F on independent and identically distributed samples {Xi}. A sampling rule called the “screened ” estimator is introduced, and its performance is studied. When
S. P. Meyn +3 more
core +1 more source