Pages that link to "Item:Q2567084"

The following pages link to Some notions of multivariate positive dependence (Q2567084):

Displaying 35 items.

• A positive dependence notion based on componentwise unimodality of copulas (Q273777) (← links)
• Stochastic properties of conditionally independent mixture models (Q434578) (← links)
• A natural parametrization of multivariate distributions with limited memory (Q512017) (← links)
• Multivariate stochastic orders induced by case-control sampling (Q631485) (← links)
• Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
• A study on LTD and RTI positive dependence orderings (Q730739) (← links)
• Total positivity in exponential families with application to binary variables (Q820806) (← links)
• A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties (Q847405) (← links)
• Absolute continuous multivariate generalized exponential distribution (Q904296) (← links)
• A central limit theorem for costs in Bulinskaya's inventory management problem when deliveries face delays (Q1617322) (← links)
• Multivariate distributions with proportional reversed hazard marginals (Q1623582) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Comparison results for inactivity times of \(k\)-out-of-\(n\) and general coherent systems with dependent components (Q1694486) (← links)
• Directional dependence of random vectors (Q1761610) (← links)
• On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
• Optimal rates for estimation of two-dimensional totally positive distributions (Q2192313) (← links)
• Dependence in elliptical partial correlation graphs (Q2233572) (← links)
• Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications (Q2267598) (← links)
• Maximum likelihood estimation in Gaussian models under total positivity (Q2313271) (← links)
• On the role of dependence in residual lifetimes (Q2322668) (← links)
• A note on the value of public information in monopoly (Q2385110) (← links)
• On the invariant properties of notions of positive dependence and copulas under increasing transformations (Q2427805) (← links)
• Optimal reinsurance with positively dependent risks (Q2427807) (← links)
• Testing tail monotonicity by constrained copula estimation (Q2442534) (← links)
• Conditional orderings and positive dependence (Q2476140) (← links)
• Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
• Some positive dependence stochastic orders (Q2581510) (← links)
• Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
• Dependence properties of dynamic credit risk models (Q2909818) (← links)
• Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures (Q2980145) (← links)
• REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS (Q3431067) (← links)
• Positive Dependence and Weak Convergence (Q5488987) (← links)
• One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests (Q6068474) (← links)
• Convolutions of totally positive distributions with applications to kernel density estimation (Q6115958) (← links)
• Stochastic comparison on active redundancy allocation to <i>K</i>-out-of-<i>N</i> systems with statistically dependent component and redundancy lifetimes (Q6198064) (← links)