Standard representation of multivariate functions on a general probability space.
Janson, Svante (2009)
Electronic Communications in Probability [electronic only]
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Janson, Svante (2009)
Electronic Communications in Probability [electronic only]
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Chou, So-Hsiang, Nguyen, Truc T. (1990)
International Journal of Mathematics and Mathematical Sciences
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Noppadon Kamnitui, Tippawan Santiwipanont, Songkiat Sumetkijakan (2015)
Dependence Modeling
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A conditional variance is an indicator of the level of independence between two random variables. We exploit this intuitive relationship and define a measure v which is almost a measure of mutual complete dependence. Unsurprisingly, the measure attains its minimum value for many pairs of non-independent ran- dom variables. Adjusting the measure so as to make it invariant under all Borel measurable injective trans- formations, we obtain a copula-based measure of dependence v* satisfying...
Pinelis, Iosif (2009)
Electronic Journal of Probability [electronic only]
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J. H. B. Kemperman (1964)
Compositio Mathematica
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Piotr Mikusinski, Howard Sherwood, Michael D. Taylor (1992)
Stochastica
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Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each...
Tsirelson, Boris (2006)
Electronic Journal of Probability [electronic only]
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Tomáš Cipra (1978)
Časopis pro pěstování matematiky
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