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ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model

open access: diamond, 2022
David A. Benson   +2 more
openalex   +1 more source

Modeling Directional Monotonicity in Sequence with Copulas

open access: yesAxioms
In this paper, we present the concept of being monotonic in sequence according to a specific direction for a collection of random variables. This concept broadens the existing notions of multivariate dependence, such as sequential left-tail and right ...
José Juan Quesada-Molina   +1 more
doaj   +1 more source

Upper and lower bounds for sums of random variables. [PDF]

open access: yes
In this contribution, the upper bounds for sums of dependent random variables X1 + X2 + … + X n derived by using comonotonicity are sharpened for the case when there exists a random variable Z such that the distribution functions of the Xi, given Z = z ...
Dhaene, Jan, Goovaerts, Marc, Kaas, R
core  

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