Basic bounds of Fréchet classes

Jaroslav Skřivánek

Displaying similar documents to “Basic bounds of Fréchet classes”

Construction of multivariate copulas in $n$ -boxes

José M. González-Barrios, María M. Hernández-Cedillo (2013)

Kybernetika

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In this paper we give an alternative proof of the construction of $n$ -dimensional ordinal sums given in Mesiar and Sempi [17], we also provide a new methodology to construct $n$ -copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in [6] and [7]. Finally, we use the gluing method of Siburg and Stoimenov [20] and its generalization in Mesiar et al. [15] to give an alternative method of patchwork construction of $n$ -copulas, which can be also used in composition...

Variance upper bounds and a probability inequality for discrete α-unimodality

M. Ageel (2000)

Applicationes Mathematicae

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Variance upper bounds for discrete α-unimodal distributions defined on a finite support are established. These bounds depend on the support and the unimodality index α. They increase as the unimodality index α increases. More information about the underlying distributions yields tighter upper bounds for the variance. A parameter-free Bernstein-type upper bound is derived for the probability that the sum S of n independent and identically distributed discrete α-unimodal random variables...