Negative association of random variables, with applications
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Uniform bounds in normal approximation under negatively associated random fields
- A CLT for a one-dimensional class cover problem
- Approximation of the tail probability of randomly weighted sums and applications
- Precise rates in the law of the logarithm for negatively associated random variables
- Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions
- Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices
- Precise large deviations for dependent random variables with heavy tails
- An almost sure central limit theorem for products of sums of partial sums under association
- A note on the almost sure convergence for dependent random variables in a Hilbert space
- On the complete convergence of weighted sums for arrays of negatively associated variables
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
- Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
- Estimation of the regression operator from functional fixed-design with correlated errors
- A concept of negative dependence using stochastic ordering
- Dependence structures in which uncorrelatedness implies independence
- An invariance principle for weakly associated random vectors
- Prophet inequalities for bounded negatively dependent random variables
- A note on the almost sure convergence of sums of negatively dependent random variables
- Diffusion equation techniques in stochastic monotonicity and positive correlations
- Kaplan-Meier estimator under association
- The Hájek-Rényi inequality for the NA random variables and its application
- Some weighted distribution results on univariate and bivariate cases
- The correlation structure of epidemic models
- Coupling and Poisson approximation
- Ultra logconcave sequences and negative dependence
- Moment inequalities and weak convergence for negatively associated sequences
- Two limit theorems for NA random variables
- On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics
- Comparison of order statistics between dependent and independent random variables
- Local polynomial fitting under association
- Measuring the impact of dependence between claims occurrences.
- A nonclassical law of iterated logarithm for negatively associated random variables
- A connection between supermodular ordering and positive/negative association.
- A law of the iterated logarithm for geometrically weighted series of negatively associated random variables.
- Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
- Further developments on sufficient conditions for negative dependence of random variables.
- Convergence in the law of logarithm for NA sequences
- Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
- Complete convergence for weighted sums of negatively associated random variables
- Asymptotic normality of the kernel estimate of a probability density function under association
- Moment inequalities for the partial sums of random variables
- Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables
- On the number of overflown urns and excess balls in an allocation model with limited urn capacity
- Some maximal inequalities and complete convergences of negatively associated random sequences
- The law of iterated logarithm for negatively associated random variables
- Weighted version of strong law of large numbers for a class of random variables and its applications
- Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Complete moment convergence for arrays of rowwise widely orthant dependent random variables
- Convergence of series of strongly integrable random variables and applications
- Strong laws of large numbers for pairwise quadrant dependent random variables
- Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
- Asymptotics of multivariate contingency tables with fixed marginals
- On the rate of complete convergence for weighted sums of NSD random variables and an application
- Weighted sampling without replacement
- On the strong convergence for weighted sums of negatively superadditive dependent random variables
- The complete moment convergence for CNA random vectors in Hilbert spaces
- Mean width of regular polytopes and expected maxima of correlated Gaussian variables
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
- Moment inequalities for m-negatively associated random variables and their applications
- Almost sure central limit theorem for self-normalized partial sums of \(\rho^{-}\)-mixing sequences
- Breathe before speaking: efficient information dissemination despite noisy, limited and anonymous communication
- The law of the iterated logarithm for LNQD sequences
- Equivalent conditions of complete convergence and complete moment convergence for END random variables
- Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations
- On the strong convergence and complete convergence for pairwise NQD random variables
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Complete moment convergence for negatively dependent sequences of random variables
- Combinatorial inference for graphical models
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals
- On the strong convergence properties for weighted sums of negatively orthant dependent random variables
- Efron's monotonicity property for measures on \(\mathbb{R}^2\)
- Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models
- Directional dependence of random vectors
- Strassen's law of the iterated logarithm for negatively associated random vectors.
- On the strong law for asymptotically almost negatively associated random variables
- A further study on correlation order
- Maxima of sums and random sums for negatively associated random variables with heavy tails
- Simple probability models for project contracting
- Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability
- On consistency of the weighted least squares estimators in a semiparametric regression model
- Complete convergence for weighted sums of NA sequences
- Sufficient conditions for negative association of random variables
- Setwise independence for some dependence structures
- Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables
- Manifest characterization and testing for certain latent properties
- Preservation of association in multivariate shock and claim models
- On bivariate dependence and the convex order
- Multivariate probability density estimation for associated processes: Strong consistency and rates.
- Monotonicity of conditional distributions and growth models on trees.
- A bound for the distribution of the sum of discrete associated or negatively associated random variables.
- Generalized correlation order and stop-loss order
- Asymptotic normality of a smooth estimate of a random field distribution function under association
- A queueing theoretical proof of increasing property of Polya frequency functions
- Strong convergence properties for asymptotically almost negatively associated sequence
- Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables.
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
- Complete convergence for arrays of rowwise negatively orthant dependent random variables
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
This page was built for publication: Negative association of random variables, with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1838002)
