Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Dependence uncertainty bounds for the energy score and the multivariate
  Gini mean difference   The energy distance and energy scores became important tools in multivariate
statistics and multivariate probabilistic forecasting in recent years. They are
both based on the expected distance of two independent samples. In this paper
we study dependence uncertainty bounds for these quantities under the
assumption that we know the marginals but do not know the dependence structure.
We find some interesting sharp analytic bounds, where one of them is obtained
for an unusual spherically symmetric copula. These results should help to
better understand the sensitivity of these measures to misspecifications in the
copula.

28
The categories of this paper are: alg-geom
4
The categories of this paper are: cond-mat
6
The categories of this paper are: astro-ph
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
36
The categories of this paper are: cmp-lg
11
The categories of this paper are: hep-lat
7
The categories of this paper are: hep-th
18
The categories of this paper are: econ
27
The categories of this paper are: comp-gas
34
The categories of this paper are: chem-ph
17
The categories of this paper are: q-fin
30
The categories of this paper are: q-alg
32
The categories of this paper are: atom-ph
23
The categories of this paper are: solv-int
10
The categories of this paper are: q-bio