Browsing Mathematics (Faculty of) by Author "Wang, Ruodu"
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Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
Mai, Jan-Frederik; Wang, Ruodu (Elsevier, 2021-07)We derive a stochastic representation for the probability distribution on the positive orthant (0,∞)ᵈ whose association between components is minimal among all probability laws with ℓp-norm symmetric survival functions. ...