Multivariate risks and depth-trimmed regions
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References listed on IDEAS
- Embrechts, Paul & Puccetti, Giovanni, 2006. "Bounds for functions of multivariate risks," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 526-547, February.
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- Cascos, Ignacio, 2006. "The expected convex hull trimmed regions of a sample," DES - Working Papers. Statistics and Econometrics. WS ws066919, Universidad Carlos III de Madrid. Departamento de Estadística.
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