Bernoulli and tail-dependence compatibility
نویسندگان
چکیده
منابع مشابه
Membership testing for Bernoulli and tail-dependence matrices
Testing a given matrix for membership in the family of Bernoulli matrices is a longstanding problem, the many applications of Bernoulli vectors in computer science, finance, medicine, and operations research emphasize its practical relevance. A novel approach towards this problem was taken by [Fiebig et al., 2017] for lowdimensional settings d ≤ 6. For the first time, they exploit the close rel...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2016
ISSN: 1050-5164
DOI: 10.1214/15-aap1128