Detecting positive quadrant dependence and positive function dependence (Q977155): Difference between revisions

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+Stop-loss premiums under dependence
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+Data-Driven Rank Tests for Classes of Tail Alternatives
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+Constructing and simulating multivariate distributions using khintchine's theorem
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+A Method for Simulating Stable Random Variables
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+Does positive dependence between individual risks increase stop-loss premiums?
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+Association of Random Variables, with Applications
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+Data-Driven Smooth Tests When the Hypothesis Is Composite
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+Data-Driven Rank Tests for Independence
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+Monotonic dependence functions of bivariate distributions
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+Q3745065
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+Data-Driven Version of Neyman's Smooth Test of Fit
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+Some Concepts of Dependence
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+Q3349657
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+Projecting statistical functionals
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+An ordering for positive dependence
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+Estimating the dimension of a model
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+Some concepts of positive dependence for bivariate interchangeable distributions
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