Cover Image

Set-valued conditional functionals of random sets

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Fissler, Tobias, Molchanov, Ilya
Format:	Preprint
Published:	2025
Subjects:	Probability Statistics Theory 60D05 62H05 91G70
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021)

Limiting Behavior of Maxima under Dependence
by: Herrmann, Klaus, et al.
Published: (2024)

Poisson hulls
by: Last, Günter, et al.
Published: (2022)

Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
by: Han, Xiyue, et al.
Published: (2023)

Clustered Archimax Copulas
by: Chatelain, Simon, et al.
Published: (2022)

Measuring risk contagion in financial networks with CoVaR
by: Das, Bikramjit, et al.
Published: (2023)

Elicitability and identifiability of tail risk measures
by: Fissler, Tobias, et al.
Published: (2024)

Distribution-free Measures of Association based on Optimal Transport
by: Deb, Nabarun, et al.
Published: (2024)

Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
by: Arab, Idir, et al.
Published: (2024)

Layered Hill estimator for extreme data in clusters
by: Kang, Taegyu, et al.
Published: (2024)

On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
by: Han, Xiyue, et al.
Published: (2025)

Lévy Area Analysis and Parameter Estimation for fOU Processes via Non-Geometric Rough Path Theory
by: Qian, Zhongmin, et al.
Published: (2018)

A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity
by: Imamura, Yuri, et al.
Published: (2025)

The SIML method without microstructure noise
by: Akahori, Jirô, et al.
Published: (2023)

Zero-Coupon Treasury Rates and Returns using the Volatility Index
by: Park, Jihyun, et al.
Published: (2024)

Strong limit theorems for empirical halfspace depth trimmed regions
by: Ilienko, Andrii, et al.
Published: (2023)

Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
by: Liang, Yunqi, et al.
Published: (2026)

Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
by: Deng, Fengnan, et al.
Published: (2025)

Modelling multivariate extremes through angular-radial decomposition of the density function
by: Mackay, Ed, et al.
Published: (2023)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)

Extremal behavior of stationary marked point processes
by: Basrak, Bojan, et al.
Published: (2022)

Rough Path Renormalization from Stratonovich to Itô for Fractional Brownian Motion
by: Qian, Zhongmin, et al.
Published: (2018)

Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics
by: Kania, Tomasz
Published: (2026)

Asymptotics of randomly weighted sums without moment conditions of random weights
by: Gao, Qingwu, et al.
Published: (2026)

Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
by: Flores-Silva, Daniela I., et al.
Published: (2025)

High-dimensional variable clustering based on maxima of a weakly dependent random process
by: Boulin, Alexis, et al.
Published: (2023)

Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)

Coherent estimation of risk measures
by: Aichele, Martin, et al.
Published: (2025)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)

Exact upper bound for copulas with a given diagonal section
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)

An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)

Deconvolution of distribution functions without integral transforms
by: Kaiser, Henrik
Published: (2025)

Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
by: Jaworski, Piotr, et al.
Published: (2022)

A Simplified Condition For Quantile Regression
by: Peng, Liang, et al.
Published: (2025)

Asymptotic Normality of Chatterjee's Rank Correlation
by: Kroll, Marius
Published: (2024)

Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
by: Strauch, Claudia, et al.
Published: (2024)

Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
by: Pavel, Ievlev, et al.
Published: (2025)

Limit theorems under heavy-tailed scenario in the age dependent random connection models
by: Hirsch, Christian, et al.
Published: (2024)

Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
by: Gaudlitz, Sascha
Published: (2023)