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MA
2010
Springer
13 years 8 months ago
2010
Springer
In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In o...
MA
2010
Springer
13 years 8 months ago
2010
Springer
This paper deals with the quantization problem of a random variable X taking values in a separable and re exive Banach space, and with the related question of clustering independ...
MA
2010
Springer
13 years 8 months ago
2010
Springer
The problem of subsampling in two-sample and K-sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case ...
CGA
2010
13 years 7 months ago
2010
MA
2010
Springer
13 years 8 months ago
2010
Springer
We describe several analytical and numerical procedures to obtain bounds on the distribution function of a sum of n dependent risks having fixed overlapping marginals. As an appl...