Coskewness under dependence uncertainty-Reference-Cited by-同舟云学术

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Coskewness under dependence uncertainty

Published:2023-08 Issue: Volume:199 Page:109853
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Bernard Carole,Chen Jinghui^ORCID,Rüschendorf Ludger,Vanduffel Steven

Funder

Fonds Wetenschappelijk Onderzoek

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Studying mixability with supermodular aggregating functions;Bignozzi;Statist. Probab. Lett.,2015

2. On a class of extremal problems in statistics;Gaffke;Math. Oper. forsch. Stat. Ser. Optim.,1981

3. Continuous Multivariate Distributions, Volume 1: Models and Applications, Vol. 1;Kotz,2004

4. Directional dependence in multivariate distributions;Nelsen;Ann. Inst. Statist. Math.,2012

5. Extremal dependence concepts;Puccetti;Statist. Sci.,2015

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