Some Concepts of Dependence
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Publication:5524164
DOI10.1214/aoms/1177699260zbMath0146.40601OpenAlexW2508109141WikidataQ93681908 ScholiaQ93681908MaRDI QIDQ5524164
Publication date: 1966
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699260
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Discrete Random Measure Through Associated Sequences of Observations, Duration time-series models with proportional hazard, Two Variability Orders, A bivariate response model for studying the marksobtained in two jointly-dependent modules in higher education, OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES, Locally robust correlation coefficients, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds], Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function, Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes, Lorenz ranking of income distributions, On a multivariate generalization of the covariance, On the Optimal Investment, OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS, A continuous general multivariate distribution and its properties, Tables of order statistics of normal random variables under linear trend, Tests of Multivariate Independence for Ordinal Data, Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples, RANK TESTS FOR SERIAL DEPENDENCE, The roles of prior catchability assumptions and sample features on bayes estimates of the number of classes in a population, A note on the complete consistency for the weighted linear estimator of nonparametric regression models, The joint action of two mixed stimuli with a bivariate threshold, On Some Conditions for Complete Convergence for Arrays of Rowwise Negatively Dependent Random Variables, Almost Sure lim sup Behavior of Dependent Bootstrap Means, Some concepts of mult1variate dependence, Complete convergence and complete moment convergence for extended negatively dependent random variables, Hazard and density estimation from bivariate censored data, Hoeffding Identity, Multivariance And Multicorrelation, Spearman's ρ is larger than kendall's τ for positively dependent random variables, Descriptive Parameters of Location, Dispersion and Stochastic Dependence, Convex Ordering for Bivariate Distributions, Ordering Properties of Systems with Two Dependent Components, Types of dependence and time-dependent association between two lifetimes in single parameter copula models, Positive association in a two-way contingency table:likelihood ratio tests, Weak convergence for smooth estimator of a distribution function under negative association, Some invariance principles for rank statistics for testing independence, Probability integrals of a bivariate gamma distribution, Adaptation of honda's one–sided test of random effects to repeated measurements experiments, On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors, Concomitants of order statistics and record values from Bairamov-Kotz-Becki-FGM bivariate-generalized exponential distribution, On Two General Classes of Discrete Bivariate Distributions, Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims, Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces, Stochastically monotone Markov Chains, Myths About Linear and Monotonic Associations: Pearson’s r, Spearman’s ρ, and Kendall’s τ, PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES, Testing for Positive Quadrant Dependence, The Kolmogrov–Feller type weak law of large numbers for APND random variables, Uniformly complete consistency of frequency polygon estimation for dependent samples and an application, Antithetic and Negatively Associated Random Variables and Function Maximization, A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET, [https://portal.mardi4nfdi.de/wiki/Publication:5591203 Zur Unverf�lschtheit des Pitman-Tests auf positive stochastische Abh�ngigkeit], Stratified pair ranked set sampling, Dependency measures under bivariate homogeneous shock models, The Kaplan–Meier estimator and hazard estimator for censored END survival time observations, The strong convergence properties of weighted sums for a class of dependent random variables, Continuous counterexamples for three dependence notions, Survival analysis for a new compounded bivariate failure time distribution in shock and competing risk models via an EM algorithm, The two-sided power-binomial distribution for modeling binary count data, Uniform asymptotics for discounted aggregate claims in dependent multi-risk model, Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate, Complete moment convergence for m-END random variables with application to non-parametric regression models, A general shock model for modelling coupled lives and its application to life insurance, Complete moment convergence for randomly weighted sums of END sequences and its applications, Institutions and Economic Outcomes: A Dominance-Based Analysis, Strong laws of large numbers for WAPND Banach-valued random elements, Complete moment convergence forweighted sums of pairwise negatively quadrant dependent random variables, Unnamed Item, Convergence rates in the law of large numbers for END linear processes with random coefficients, Baum–Katz type theorems with exact threshold, Complete q-th moment convergence and its application in the dependent bootstrap, Spatial risk measures for max-stable and max-mixture processes, Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications, Strong laws of large numbers for pairwise PQD random variables: a necessary condition, A Primer on Copulas for Count Data, New non-parametric tests for independence, STOCHASTIC MONOTONICITY OF CONDITIONAL ORDER STATISTICS IN MULTIPLE-OUTLIER SCALE POPULATION, Recruitment and survival time under mean residual lifetime bias sampling, COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES, The strong law of large numbers for pairwise negatively dependent random variables, Complete Moment Convergence for the Dependent Linear Processes with Application to the State Observers of Linear-Time-Invariant Systems, Some properties of the bivariate Burr type III distribution, Long range dependence of heavy-tailed random functions, ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES, A kolmogorov-smirnov type test for positive quadrant dependence, Letter to the Editor, Complete convergence for weighted sums of arrays of APND random variables, On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables, Complete convergences for arrays of row-wise PNQD random variables, Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency, New multivariate orderings based on conditional distributions, Some cross-product difference statistics and a test for trends in ordered contingency tables, A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes, Remarks on the Mossin Theorem, An exponential inequality for negatively associated random variables, Some cross-product difference statistics and a test for trends in ordered contingency tables, An algorithm for maximizing Kendall's \(\tau\)., Some remarks on associated random fields, random measures and point processes, Multivariate stochastic comparisons of inspection and repair policies, Normal approximation for quasi-associated random fields, Unnamed Item, Negative association and negative dependence for random upper semicontinuous functions, with applications, Unnamed Item, Sums of Dependent Nonnegative Random Variables with Subexponential Tails, On the properties of some nonparametric concordance measures in the discrete case, On perpetuities with light tails, Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems, Asymptotic results for certain weak dependent variables, Negative Dependence, Scrambled Nets, and Variance Bounds, Global sensitivity analysis with dependence measures, Distance-Based Analysis of Ordinal Data and Ordinal Time Series, Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application, Probability inequalities for sums of WUOD random variables and their applications, Voting on multiple issues: What to put on the ballot?, On association and other forms of positive dependence for Feller processes, Dynamic reliability estimation in a rank-based design, Complete consistency for recursive probability density estimator of widely orthant dependent samples, A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances, Bayes' Estimation of the Number of Component Processes of a Superimposed Process, Positive Dependence and Weak Convergence, Unnamed Item, Association Measures for Bivariate Lifetime Data, THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS, A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables, Some Limit Theorems for Arrays of Rowwise Pairwise Negatively Quadratic Dependent Random Variables, A Bivariate Distribution Family with Specified Correlation Coefficient and Given Marginals, A law of uniform seniority for dependent lives, Burn-in Procedure Based on a Dependent Covariate Process, Complete convergence and the strong laws of large numbers for pairwise NQD random variables, Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors, “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007, Complete convergence for weighted sums of LNQD random variables, Complete moment convergence of pairwise NQD random variables, Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing, Unnamed Item, Extended Marshall–Olkin Model and Its Dual Version, Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations, Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims, The first higher Stasheff-Tamari orders are quotients of the higher Bruhat orders, A strong limit theorem for double arrays of dependent random variables, Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications, Some laws of large numbers for arrays of random upper semicontinuous functions, On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application, One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests, Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models, Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions, On strong deviation theorems concerning array of random variables with applications, On Prékopa-Leindler type inequality for Sugeno integral, On strategic customers with correlated utility attributes: effects and information benefits, On the linearly extended negative quadrant dependent random variables and its inequalities, Bayesian inference about odds ratio structure in ordinal contingency tables, A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*, Some results on increments of l∞-valued random fields, Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test, An almost sure central limit theorem for the parabolic Anderson model with delta initial condition, Reliability optimization of parallel-series and series-parallel systems with statistically dependent components, Density deconvolution with associated stationary data., A sprinkled decoupling inequality for Gaussian processes and applications, Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios, Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors, A new non-parametric test for testing positive quadrant dependence, A new class of copulas having dependence range larger than FGM-type copulas, Weak law of large numbers and complete convergence for general dependent sequences, The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data, Optimal allocation of a coherent system with statistical dependent subsystems, Strong convergence for weighted sums of widely orthant dependent random variables and applications, Generalized weak laws of large numbers in Hilbert spaces, Laws of large numbers and complete convergence for WOD random variables and their applications, On Tournaments and negative dependence, On the \(L^1\)-convergence for double arrays of blockwise \(M\)-pairwise negatively dependent random variables, Matrix compatibility and correlation mixture representation of generalized Gini's gamma, A Rosenthal-type inequality for some classes of dependent random variables and its applications, Nonparametric Gini-Frisch bounds, Probability equivalent level for CoVaR and VaR, On Rio's proof of limit theorems for dependent random fields, Unnamed Item
