Ruodu Wang

activity

20162021

most citedBernoulli and tail-dependence compatibility

32 citations · 32 across the 2 of their papers we have counts for

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3 papers · 1 filter

math.PR2020

Stochastic decomposition for $ℓ_{p}$ -norm symmetric survival functions on the positive orthant

Jan-Frederik Mai, Ruodu Wang

We derive a stochastic representation for the probability distribution on the positive orthant $(0, \infty)^{d}$ whose association between components is minimal among all probability…

math.PR2018

Sums of Standard Uniform Random Variables

Tiantian Mao, Bin Wang, Ruodu Wang

In this paper, we analyze the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature…

math.PR2016★ 32 cited

Bernoulli and tail-dependence compatibility

Paul Embrechts, Marius Hofert, Ruodu Wang

The tail-dependence compatibility problem is introduced. It raises the question whether a given $d \times d$ -matrix of entries in the unit interval is the matrix of pairwise tail-de…

Stochastic decomposition for ℓp​-norm symmetric survival functions on the positive orthant

Sums of Standard Uniform Random Variables

Bernoulli and tail-dependence compatibility

Stochastic decomposition for $ℓ_{p}$ -norm symmetric survival functions on the positive orthant