Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/243316
Type: Artigo
Title: Bounds for the cumulative conditional expectation function
Author: Fernández, M.González-López, V. A.
Abstract: We introduce the concept of cumulative conditional expectation function. This is a quantity that provides statistical support for making decisions in applied problems. The goal of this paper is to find an analytical expression for upper and lower bounds of this function, assuming stochastic dependence types as being the underlying random structure.
We introduce the concept of cumulative conditional expectation function. This is a quantity that provides statistical support for making decisions in applied problems. The goal of this paper is to find an analytical expression for upper and lower bounds of this function, assuming stochastic dependence types as being the underlying random structure.
Subject: Cópulas (Estatística matemática)Distribuição (Probabilidades)Decisão estatística
Country: Estados Unidos
Editor: AIP Publishing
Citation: Bounds For The Cumulative Conditional Expectation Function. Amer Inst Physics, v. 1648, p. 2015.
Rights: fechado
Identifier DOI: 10.1063/1.4912372
Address: https://aip.scitation.org/doi/10.1063/1.4912372
Date Issue: 2015
Appears in Collections:Unicamp - Artigos e Outros Documentos

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