This paper proposes general methods for the problem of multiple testing of a single
hypothesis, with a standard goal of combining a number of-values without making any …

This book is written to offer a humble, but unified, treatment of e-values in hypothesis testing.
The book is organized into three parts: Fundamental Concepts, Core Ideas, and Advanced …

Risk aggregation with dependence uncertainty refers to the sum of individual risks with
known marginal distributions and unspecified dependence structure. We introduce the …

The probabilistic characterization of the relationship between two or more random variables
calls for a notion of dependence. Dependence modeling leads to mathematical and …

Admissible ways of merging p-values under arbitrary dependence Page 1 The Annals of Statistics
2022, Vol. 50, No. 1, 351–375 https://doi.org/10.1214/21-AOS2109 © Institute of Mathematical …

In statistical analysis, many classic results require the assumption that models have finite
mean or variance, including the most standard versions of the laws of large numbers and the …

In this paper, we study the worst-case scenarios of a general class of risk measures, the
range value-at-risk (RVaR), in single and aggregate risk models with given mean and …

We systematically study pairwise counter-monotonicity, an extremal notion of negative
dependence. A stochastic representation and an invariance property are established for this …

In this paper, we study the risk-sharing problem among multiple agents using lambda value
at risk (Λ VaR) as their preferences via the tool of inf-convolution, where Λ VaR is an …

A central problem for regulators and risk managers concerns the risk assessment of an
aggregate portfolio defined as the sum of d individual dependent risks X i. This problem is …