Lower convex order bound approximations
β
Oriol Roch; Emiliano A. Valdez
π
Article
π
2010
π
John Wiley and Sons
π
English
β 241 KB
When it comes to modeling dependent random variables, not surprisingly, the multivariate normal distribution has received the most attention because of its many appealing properties. However, when it comes to practical implementation, the same family of distribution is often rejected for modeling fi