✦ LIBER ✦

Expectation dependence of random variables, with an application in portfolio theory

✍ Scribed by Randall Wright

Publisher: Springer US
Year: 1987
Tongue: English
Weight: 591 KB
Volume: 22
Category: Article
ISSN: 0040-5833
DOI: 10.1007/bf00126386

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic equivalence of ordered random

Stochastic equivalence of ordered random variables with applications in reliability theory

✍ Haijun Li; Haolong Zhu 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 829 KB

An application of the central limit theo

An application of the central limit theorem for banach-space-valued random variables to the theory of random sets

✍ Wolfgang Weil 📂 Article 📅 1982 🏛 Springer 🌐 English ⚖ 228 KB

Limit distribution of sums of (dependent

Limit distribution of sums of (dependent) random variables with applications to arithmetical functions

✍ J. Galambos 📂 Article 📅 1971 🏛 Springer 🌐 English ⚖ 443 KB

Reversing the order of integration in it

Reversing the order of integration in iterated expectations of fuzzy random variables, and statistical applications

✍ Miguel López-Dı́az; Marı́a Angeles Gil 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 153 KB

In this paper conditions are given to compute iterated expectations of fuzzy random variables irrespectively of the order of integration. To this purpose, some studies about the measurability and the integrable boundedness of the fuzzy expected value of a fuzzy random variable with respect to a regu

The conditional expectation as estimator

The conditional expectation as estimator of normally distributed random variables with values in infinitely dimensional Banach spaces

✍ P Krug 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 589 KB

On an improved rate of convergence to no

On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation

✍ H. G. Mukerjee 📂 Article 📅 1982 🏛 Akadmiai Kiad 🌐 English ⚖ 391 KB