| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129708 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
Both WSAI and CLOAI properties of a random vector are proved to be preserved under left-censoring at fixed times. Applications in threshold default model of financial portfolio selection and system warranty cost allocation are presented as well.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Chen Li, Xiaohu Li,