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Wang, Bin; Wang, Ruodu; Wang, Yuming Compatible matrices of Spearman’s rank correlation. (English) Zbl 1453.60038 Stat. Probab. Lett. 151, 67-72 (2019). MSC: 60E05 62H20 PDFBibTeX XMLCite \textit{B. Wang} et al., Stat. Probab. Lett. 151, 67--72 (2019; Zbl 1453.60038) Full Text: DOI arXiv
Shen, Jie; Shen, Yi; Wang, Bin; Wang, Ruodu Distributional compatibility for change of measures. (English) Zbl 1420.60027 Finance Stoch. 23, No. 3, 761-794 (2019). MSC: 60E05 60E15 91G10 PDFBibTeX XMLCite \textit{J. Shen} et al., Finance Stoch. 23, No. 3, 761--794 (2019; Zbl 1420.60027) Full Text: DOI arXiv
Embrechts, Paul; Hofert, Marius; Wang, Ruodu Bernoulli and tail-dependence compatibility. (English) Zbl 1385.60029 Ann. Appl. Probab. 26, No. 3, 1636-1658 (2016). MSC: 60E05 62H20 62E15 PDFBibTeX XMLCite \textit{P. Embrechts} et al., Ann. Appl. Probab. 26, No. 3, 1636--1658 (2016; Zbl 1385.60029) Full Text: DOI arXiv Euclid