We estimate Value-at-Risk for sums of dependent random variables. We model multivariate dependent random variables using archimedean copulas. This structure allows one to calculate the asymptotic behaviour of extremal events. An important application of such results are Value-at-Risk estimates for sums of dependent random variables.

Purpose—The primary goal of this study was to explore the effect of the language context on the socially withdrawn behaviors of school aged-children who are English Language Learners (ELLs) from middle to high SES backgrounds. This is one of the first studies to address the frequently confused concepts of shyness and unsociability as independent constructs within the ELL population. This study ...

Usually, an abelian `-group, even an archimedean `-group, has a relatively large infinity of distinct a-closures. Here, we find a reasonably large class with unique and perfectly describable a-closure, the class of archimedean `-groups with weak unit which are “

Factors that contribute to the performance gap between subgroups and mainstream students deserve special attention. Different subgroups are faced with different sets of challenges. To understand and control for factors leading to the performance gap between subgroups and mainstream students one must clearly understand the issues specific to each subgroup. This paper focuses on assessment and pe...

Quasi-invariant measures with values in non-Archimedean fields on a group of diffeomorphisms were constructed for non-Archimedean manifolds M in [Lud96, Lud99t]. On non-Archimedean loop groups and semigroups they were provided in [Lud98s, Lud00a, Lud02b]. A Banach space over a local field also serves as the additive group and quasi-invariant measures on it were studied in [Lud03s2, Lud96c]. Thi...