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Preservation of weak SAI’s under Increasing transformations with applications
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-09-01 , DOI: 10.1016/j.spl.2020.108828 Chen Li , Xiaohu Li
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-09-01 , DOI: 10.1016/j.spl.2020.108828 Chen Li , Xiaohu Li
Abstract This paper develops sufficient conditions for the preservation of WSAI, RWSAI and LWSAI under increasing transformations on the coordinates, respectively. Applications of the preservation in the asset allocation problem are presented as well.
中文翻译:
在不断增加的应用转换下保留弱 SAI
摘要 本文分别提出了在坐标增加变换下保存WSAI、RWSAI和LWSAI的充分条件。还介绍了保全在资产配置问题中的应用。
更新日期:2020-09-01
中文翻译:
在不断增加的应用转换下保留弱 SAI
摘要 本文分别提出了在坐标增加变换下保存WSAI、RWSAI和LWSAI的充分条件。还介绍了保全在资产配置问题中的应用。