Validation of positive expectation dependence (Q4578064): Difference between revisions

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+Stop-loss premiums under dependence
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+Continuous Bivariate Distributions
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+Consistent Tests for Stochastic Dominance
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+A note on the weak convergence of an estimator of monotonic dependence function of two random variables
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+Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
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+Q5560061
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+Empirical properties of asset returns: stylized facts and statistical issues
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+Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve
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+Q3963747
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+Functional limit theorems for induced order statistics
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+The t Copula and Related Copulas
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+Almost expectation and excess dependence notions
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+Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization
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+On the dependency of risks in the individual life model
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+Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
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+Convergence theorems for empirical Lorenz curves and their inverses
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+Positive quadrant dependence tests for copulas
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+Confidence band for expectation dependence with applications
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+Preserving the Rothschild-Stiglitz type of increasing risk with background risk
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+Q4700563
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+How to (and how not to) compute stop-loss premiums in practice
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+General definition and sample counterparts of monotonic dependence functions of bivariate distributions
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+Shape of the monotone dependence function
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+Q3938365
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+Monotonic dependence functions of bivariate distributions
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+Un critère sur les petites boules dans le théorème limite central. (A criterion on small balls in the central limit theorem)
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+Visualizing Association Structure in Bivariate Copulas Using New Dependence Function
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+Validation of positive quadrant dependence
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+Quantile Association Regression Models
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+The quantilogram: with an application to evaluating directional predictability
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+Generalized Lorenz curve and monotone dependence orderings
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+The New Zenga curve in the context of reliability analysis
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+Convergence theorems for empirical cumulative quantile regression functions
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+A kolmogorov-smirnov type test for positive quadrant dependence
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+TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
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+On the cumulative quantile regression process
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+The Density of the Distribution of the Maximum of a Gaussian Process
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+Expectation dependence of random variables, with an application in portfolio theory
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+Families of positively dependent random variables
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+Stochastically larger component of a random vector
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+Testing for positive expectation dependence
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