Minimizing the Expected Absolute Difference with a Fixed Continuous Copula

Author:

Baz Juan,Díaz Irene,Montes Susana

Publisher

Springer Nature Switzerland

Reference11 articles.

1. Athreya, K.B., Lahiri, S.N.: Measure Theory and Probability Theory. Springer Texts in Statistics, vol. 19. Springer, New York, NY (2006)

2. Aubin, J.-P., Frankowska, H.: Set-Valued Analysis. Modern Birkhäuser Classics. Birkhäuser Boston, MA (2009)

3. Berge, C.: Topological Spaces: Including a Treatment of Multi-Valued Functions. Vector Spaces and Convexity, Oliver and Boyd (1963)

4. Capaldo, M., Di Crescenzo, A., Pellerey, F.: Generalized Gini’s mean difference through distortions and copulas, and related minimizing problems. Statist. Probab. Lett. 206, 109981 (2024)

5. Capaldo, M., Navarro, J.: New multivariate Gini’s indices. Preprint arXiv:2401.01980 (2024)

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