Results 251 to 260 of about 36,020 (306)

Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]

open access: yesProbab Theory Relat Fields
De Vecchi F   +3 more
europepmc   +1 more source

Expected Conditioning

IMA Journal of Numerical Analysis, 1985
The author presents a stochastic analysis for condition numbers of square matrices. The expected condition analysis has desirable properties under scaling transformations, which enables the equilibration of a matrix to be carried out. An optimal scaling enables the best conditioned of all the possible equilibrated matrices to be determined.
openaire   +1 more source

CONDITIONAL EXPECTATION FORMULAE FOR COPULAS

Australian & New Zealand Journal of Statistics, 2008
SummaryNot only are copula functions joint distribution functions in their own right, they also provide a link between multivariate distributions and their lower‐dimensional marginal distributions. Copulas have a structure that allows us to characterize all possible multivariate distributions, and therefore they have the potential to be a very useful ...
Crane, G., Van Der Hoek, J.
openaire   +3 more sources

Conditional Expected Utility

Econometrica, 1971
Luce, R Duncan, Krantz, David H
openaire   +2 more sources

Conditional Expectation

2019
Joseph K. Blitzstein, Jessica Hwang
openaire   +2 more sources

Conditional Expectation

1989
Hung T. Nguyen, Gerald S. Rogers
openaire   +1 more source

Conditional Expectations and Idempotent Copulæ

2002
Abstract A connection between conditional expectations and idempotent copulas is established. It is proved that there exists a one-to-one correspondence between conditional expectations and copulas that are idempotent with respect to the binary operation introduced by Darsow, Nguyen and Olsen.
openaire   +3 more sources

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