42 citations · 46 across the 13 of their papers we have counts for
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math.ST2023
Coskewness under dependence uncertainty
Carole Bernard, Jinghui Chen, Ludger Ruschendorf +1
We study the impact of dependence uncertainty on the expectation of the product of random variables, when for all~. Under some…
math.ST2020
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
Carole Bernard, Alfred Müller
The energy distance and energy scores became important tools in multivariate statistics and multivariate probabilistic forecasting in recent years. They are both based on the expec…