1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2024
Modeling coskewness with zero correlation and correlation with zero coskewness
Carole Bernard, Jinghui Chen, Steven Vanduffel
This paper shows that one needs to be careful when making statements on potential links between correlation and coskewness. Specifically, we first show that, on the one hand, it is…
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…
stat.OT2014★ 1 cited
Quantile of a Mixture
Carole Bernard, Steven Vanduffel
In this note, we give an explicit expression for the quantile of a mixture of two random variables. We carefully examine all possible cases of discrete and continuous variables wit…