Association of Random Variables, with Applications
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(only showing first 100 items - show all)- Uniform bounds in normal approximation under negatively associated random fields
- A general result on precise asymptotics for linear processes of positively associated sequences
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
- The Hàjek-Rènyi-type inequality for associated random variables
- Minimal sufficient causation and directed acyclic graphs
- Adaptive density deconvolution with dependent inputs
- Conditional independence of multivariate binary data with an application in caries research
- An almost sure central limit theorem for products of sums of partial sums under association
- Exact rates in log law for positively associated random variables
- On multistage ranked set sampling for distribution and median estimation
- A note on the almost sure convergence for dependent random variables in a Hilbert space
- Empirical likelihood ratio confidence interval for positively associated series
- Association of progressively type-II censored order statistics
- More powerful control of the false discovery rate under dependence
- Study of some measures of dependence between order statistics and systems
- Karl Pearson's meta-analysis revisited
- Convergence of point processes with weakly dependent points
- Maximal inequalities for demimartingales and their applications
- A characterization of stochastic independence by association with an application to random utility theory
- Testing the conditional independence and monotonicity assumptions of item response theory
- A concept of negative dependence using stochastic ordering
- Moment inequalities for order statistics from ordered families of distributions
- Dependence structures in which uncorrelatedness implies independence
- Expectation dependence of random variables, with an application in portfolio theory
- An invariance principle for weakly associated random vectors
- The multivariate hazard construction
- The invariance principle for associated processes
- Association of probability measures on partially ordered spaces
- A note on the strong law of large numbers for positively dependent random variables
- Weak association with a stress-strength model application
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
- Normal fluctuations and the FKG inequalities
- Nonnegative factorization of positive semidefinite nonnegative matrices
- Some concepts of positive dependence for bivariate interchangeable distributions
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Weak association of random variables
- Characterization of dependence concepts in normal distributions
- A general theory of some positive dependence notions
- Variance bound of function of order statistics
- The central limit theorem for Tukey's 3R smoother
- Estimation of the survival function for stationary associated processes
- Kernel estimates under association: Strong uniform consistency
- Assessing the effectiveness of the noise addition method of preserving confidentiality in the multivariate normal case
- Shock models with MIFRA time to failure distributions
- The association in time of a binary semi-Markov process
- Moments of functions of order statistics
- A note on the almost sure convergence of sums of negatively dependent random variables
- Minimal conditions in \(p\)-stable limit theorems
- Families of positively dependent random variables
- Monotone matrices and monotone Markov processes
- Expected waiting time for the visual response
- Diffusion equation techniques in stochastic monotonicity and positive correlations
- Kaplan-Meier estimator under association
- Estimation of total time on test transforms for stationary observations
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
- Rosenthal's inequality for LPQD sequences
- Asymptotic normality of two-sample linear rank statistics under association
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails
- The correlation structure of epidemic models
- Some results on covariance of function of order statistics
- A counterexample to a conjecture on order statistics
- Coupling and Poisson approximation
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- Onsager Machlup functionals for non trace class SPDE's
- On performance comparison of MR/GI/1 queues
- Reliability bounds for coherent structures with independent components
- Association of infinitely divisible random vectors
- Some monotonicity and dependence properties of self-exciting point processes
- The invariance principle for associated random fields
- Remarks on the strong law of large numbers for a triangular array of associated random variables
- Rates of convergence of ordinal comparison for dependent discrete event dynamic systems
- Moment inequalities and weak convergence for negatively associated sequences
- Developments on \(\text{MTP}_2\) properties of absolute value multinormal variables with nonzero means.
- Comparison of order statistics between dependent and independent random variables
- Tail-measurability in monotone latent variable models
- Local polynomial fitting under association
- Asymptotic ruin probabilities for risk processes with dependent increments.
- Measuring the impact of dependence between claims occurrences.
- Risk management in credit risk portfolios with correlated assets.
- U-statistics on associated random variables
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- A connection between supermodular ordering and positive/negative association.
- Association of multivariate phase-type distributions, with applications to shock models.
- Maximal inequalities for associated random variables and demimartingales.
- On the rate of convergence to asymptotic independence between order statistics.
- Double-ranked set sampling
- Asymptotic normality of the kernel estimate of a probability density function under association
- Maximal inequalities for demimartingales and a strong law of large numbers
- Multistage ranked set sampling
- On the number of overflown urns and excess balls in an allocation model with limited urn capacity
- Central limit theorem for U-statistics of associated random variables
- Hájek-Rényi-type inequality for associated sequences
- Some maximal inequalities and complete convergences of negatively associated random sequences
- A new weak dependence condition and applications to moment inequalities
- Extreme values in ON/OFF models of teletraffic under permanent and periodic measurements
- Reverse sensitivity testing: what does it take to break the model?
- Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
- The relationships between message passing, pairwise, Kermack-McKendrick and stochastic SIR epidemic models
- On estimation of limiting variance of partial sums of functions of associated random variables
- On limiting distribution of U-statistics based on associated random variables
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