Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
3
votes
Accepted
Existence of copula bound pointwise strictly smaller than the Fréchet-Hoeffding upper bound
You can prove more. Let $F(u,v)$ be any $1$-Lipschitz function on $[0,1]^2$ such that $F(u,v)<\min(u,v)$ inside the square. Then there exists a copula $D(u,v)$ such that
$$
F(u,v)\le D(u,v)<\min(u,v)
…
5
votes
Accepted
Lower bound on sum of independent heavy-tailed random variables
Certainly. All you need is $EX^2=+\infty$. Then the characteristic function $f_X(t)$ satisfies $\lim_{t\to 0}\frac{1-|f(t)|}{t^2}=+\infty$, so for every finite interval $I\subset \mathbb R$, we have $ …