Preprint
Jul 2026
Conditional copula representations and extremal bounds for multivariate statistical functionals
In this paper, we derive a conditional copula representation for expectations of the form $\mathbb{E}[g(\boldsymbol{X})]$, where $\boldsymbol{X}$ is a random vector with arbitrary marginal distributions and $g$ is a measurable function satisfying suitable integrability conditions. The proposed representation explicitly...
R. Vila, C. Otiniano, Carolyne Brito et al.
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