Some concepts of negative dependence
From MaRDI portal
Publication:1172352
DOI10.1214/aop/1176993784zbMath0501.62037OpenAlexW1991265199MaRDI QIDQ1172352
Thomas H. Savits, Henry W. Block, Shaked, Moshe
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993784
inequalitiesmultivariate normalmultinomialDirichletmultivariate hypergeometricconcepts of negative dependence
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
Related Items
On functions bounding the empirical distribution of uniform spacings, A Nonclassical Law of the Iterated Logarithm for Functions of Negatively Associated Random Variables, Exponential inequality for a class of NOD random variables and its application, Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions, Quantile Estimation in the Presence of Auxiliary Information under Negatively Associated Samples, Asymptotics for the partial sum and its maximum of dependent random variables, Unnamed Item, Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory, Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables, Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models, Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate, Nonparametric kernel estimation of expected shortfall under negatively associated sequences, Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times, Elementary renewal theorems for widely dependent random variables with applications to precise large deviations, Uniform asymptotics for discounted aggregate claims in dependent multi-risk model, Tail asymptotic of discounted aggregate claims with compound dependence under risky investment, A note on undirected random graph models parameterized by the strengths of vertices, Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate, Complete convergence and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables, Strong law of large numbers and complete convergence for non-identically distributed WOD random variables, Some strong laws of large numbers, L2-convergence and complete convergence for m-AANA random vectors in Hilbert space, Negative dependence structures through stochastic ordering, Systemic risk: conditional distortion risk measures, The finite-time ruin probability of a risk model with a general counting process and stochastic return, Longest and shortest cycles in random planar graphs, Some limiting behavior of the maximum of the partial sum for asymptotically negatively associated random vectors in Hilbert space, Pairwise counter-monotonicity, Laws of large numbers for q-dependent random variables and nonextensive statistical mechanics, Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times, Maximal inequalities and strong law of large numbers for sequences of m-asymptotically almost negatively associated random variables, Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails, Unnamed Item, Towards a theory of negative dependence, Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model, Stochastic bounds and dependence properties of survival times in a multicomponent shock model, Preservation of positive and negative orthant dependence concepts under mixtures and applications, An exponential inequality for negatively associated random variables, Exponential Inequalities for Bounded Random Variables, Limit theorems for multivariate discrete distributions., Large deviation principles for stationary NA sequences, The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables, Transformed Lévy processes as state-dependent wear models, Asymptotics for randomly weighted and stopped dependent sums, Ruin probabilities in a discrete time risk model with dependent risks of heavy tail, A note on the tail behavior of randomly weighted and stopped dependent sums, Convergence for weighted sums of widely orthant dependent random variables, Probability inequalities for sums of WUOD random variables and their applications, Empirical Bayes estimation in continuous one-parameter exponential families under associated samples, Functions of Concordance and Dependence with Related Measures, On the strong convergence of weighted sums of widely dependent random variables, Positive Dependence and Weak Convergence, Confidence intervals for nonparametric regression functions under negatively associated errors, Hazard rate ordering of order statistics and systems, Concepts of Setwise Dependence, On Maxima and Minima of Partial Sums of Strongly Interchangeable Random Variables, Information measures of Dirichlet distribution with applications, Complete moment convergence forweighted sums of extended negatively dependent random variables, Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples, On complete moment convergence of weighted sums for arrays of row-wise negatively associated random variables, Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments, Some maximal inequalities and complete convergences of negatively associated random sequences, The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property, Complete moment convergence for product sums of sequence of extended negatively dependent random variables, Asymptotics for the finite-time ruin probability of a risk model with a general counting process, An inequality of widely dependent random variables and its applications, Weak max-sum equivalence for dependent heavy-tailed random variables, Exponential inequality for negatively associated random variables, Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims, Convergence of series of strongly integrable random variables and applications, Joint weak hazard rate order under non-symmetric copulas, On stochastic dominance and the strong law of large numbers for dependent random variables, Empirical likelihood for partially linear models under negatively associated errors, On the rate of complete convergence for weighted sums of NSD random variables and an application, Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations, Ultra logconcave sequences and negative dependence, Delocalising the parabolic Anderson model through partial duplication of the potential, Moment inequalities and weak convergence for negatively associated sequences, On the exponential inequality for acceptable random variables, Precise large deviations for compound random sums in the presence of dependence structures, Precise large deviations for dependent random variables with applications to the compound renewal risk model, The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims, Empirical likelihood for linear models under negatively associated errors, Strong convergence properties for asymptotically almost negatively associated sequence, Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest, An analogue for Marcinkiewicz-Zygmund strong law of negatively associated random variables, Large deviations for random sums of negatively dependent random variables with consistently varying tails, Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims, Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails, Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model, Empirical likelihood for quantiles under negatively associated samples, On complete convergence of moving average processes for NSD sequences, On closure properties of heavy-tailed distributions for random sums, Uniform asymptotics of the finite-time ruin probability for all times, Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims, Convergence properties for asymptotically almost negatively associated sequence, Stochastic orders and co-risk measures under positive dependence, Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate, Precise large deviations of random sums in presence of negative dependence and consistent variation, On the interplay between variability and negative dependence for bivariate distributions., Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims, On complete convergence of weighted sums for arrays of rowwise asymptotically almost negatively associated random variables, A note on complete convergence of weighted sums for array of rowwise AANA random variables, Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations, Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times, On complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables, A law of the iterated logarithm for geometrically weighted series of negatively associated random variables., The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims, Further developments on sufficient conditions for negative dependence of random variables., The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences, Maximal inequality and complete convergence of non-identically distributed negatively associated sequences, Tail probability of a random sum with a heavy-tailed random number and dependent summands, On negative dependence properties of Latin hypercube samples and scrambled nets, Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process, Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples, Negative dependence and the Simes inequality, Precise large deviations for widely orthant dependent random variables with different distributions, On measures of association as measures of positive dependence, The finite-time ruin probability for ND claims with constant interest force, Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model, Some limit theorems for negatively associated random variables, Precise large deviations for widely orthant dependent random variables with dominatedly varying tails, Directional dependence of random vectors, Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables, Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times, Precise large deviations for generalized dependent compound renewal risk model with consistent variation, Complete convergence for Sung's type weighted sums of END random variables, Uniform estimates for the finite-time ruin probability in the dependent renewal risk model, Limiting behavior of the maximum of the partial sum for asymptotically negatively associated random variables under residual Cesáro alpha-integrability assumption, Empirical likelihood for probability density functions under negatively associated samples, Approximation for the ruin probabilities in a discrete time risk model with dependent risks, Basic renewal theorems for random walks with widely dependent increments, Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails, Empirical likelihood for partially linear single-index models under negatively associated errors, Approximation of the tail probability of randomly weighted sums and applications, On complete convergence for arrays of rowwise negatively associated random variables, Complete and complete moment convergence for weighted sums of widely orthant dependent random variables, Complete convergence for weighted sums of NA sequences, Multivariate dependence of spacings of generalized order statistics, Empirical Bayes test problem in continuous one-parameter exponential families under dependent samples, Precise large deviations for dependent random variables with heavy tails, Kaplan-Meier estimator under association, Asymptotics for a bidimensional risk model with two geometric Lévy price processes, Positive dependence orderings, Convergence rates of wavelet density estimation for negatively dependent sample, Precise large deviations for the aggregate claims in a dependent compound renewal risk model, 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, Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models, Complete convergence for weighted sums of negatively associated random variables, Log concavity and concentration of Lipschitz functions on the Boolean hypercube, 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, On weak law of large numbers for sums of negatively superadditive dependent random variables, Strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables, A concept of negative dependence using stochastic ordering, The empirical distribution function and strong laws for functions of order statistics of uniform spacings, On bivariate dependence and the convex order, Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples, Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations