Continuous counterexamples for three dependence notions

DOI10.1080/03610926.2019.1609517OpenAlexW2943095806WikidataQ127945705 ScholiaQ127945705MaRDI QIDQ5077995

Liang Hong

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1609517

zbMATH Keywords

expectation dependencequadrant dependenceregression dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• An introduction to copulas.
• Expectation dependence of random variables, with an application in portfolio theory
• Optimal reinsurance with positively dependent risks
• Continuous Bivariate Distributions
• A note on Mossin’s theorem for deductible insurance given random initial wealth
• Some Concepts of Dependence
• Testing for positive expectation dependence

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