We derive conditional means from partial moment quadrants of the joint distribution. Restricting quadrants enables scenario analysis without the need for an underlying correlation assumption. Weighting of these conditional means permits more generalized scenarios with embedded dependence...

This note serves as a hands-on supplement to: Viole, F. and Nawrocki, D. (2012), "Deriving Nonlinear Correlation Coefficients from Partial Moments" "https://ssrn.com/abstract=2148522" https://ssrn.com/abstract=2148522

The R package for maximum entropy bootstrap (meboot) is widely used for numerous applications involving statistical inference for time series data without having to do differencing or de-trending. We report some simulations confirming its effectiveness. It has been used for simulating time...