Risk assessment, including performance assessment, has created the ubiquitous complementary cumulative distribution function (CCDF). Although some advocate a less imposing label such as ''the risk ...

This is a preview. Log in through your library . Abstract In this paper the minimax estimators of a cumulative distribution function F is obtained for four types of loss functions. The result is quite ...

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...

A function that shows the probability that the random variable will attain a value less than or equal to each value that the random variable can take on.