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pro vyhledávání: '"Mutti, Alessandro"'
Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with generalized FGM copulas is a convex polytope. Therefore, we find sharp bounds
Externí odkaz:
http://arxiv.org/abs/2406.10648
Autor:
Mutti, Alessandro, Semeraro, Patrizia
The key result of this paper is to find all the joint distributions of random vectors whose sums $S=X_1+\ldots+X_d$ are minimal in convex order in the class of symmetric Bernoulli distributions. The minimal convex sums distributions are known to be s
Externí odkaz:
http://arxiv.org/abs/2309.17346