Some Concepts of Dependence

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Strong laws for weighted sums of widely orthant dependent random variables and applications
Upper and lower bounds of Borel-Cantelli lemma in a general measure space
Consistency of nearest neighbor estimator of density function for \(m\)-END samples
Stochastic comparisons of order statistics and their concomitants
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly 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
Dependence analysis of regression models in time series
Influence of random effects on bivariate and trivariate survival models
A new dependence ordering with applications
Testing for positive association in contingency tables with fixed margins
Regression models for multivariate ordered responses via the Plackett distribution
Strong law of large numbers and growth rate for a class of random variable sequences
A note on Mossin’s theorem for deductible insurance given random initial wealth
Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables
On exact strong laws of large numbers under general dependence conditions
A difference-based approach in the partially linear model with dependent errors
Some limit theorems for weighted negative quadrant dependent random variables with infinite mean
Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples
Some mean convergence theorems for arrays of rowwise pairwise negative quadrant dependent random variables
On quantifying dependence: a framework for developing interpretable measures
A new bivariate exponential distribution for modeling moderately negative dependence
Fitting bivariate cumulative returns with copulas
A contribution to multivariate L-moments: L-comoment matrices
Some results on the concept of stochastic domination with applications to weak laws of large numbers for double arrays of random variables
Complete convergence for negatively dependent sequences of random variables
On the multidimensional extension of countermonotonicity and its applications
Validation of positive quadrant dependence
Association and infinite divisibility for the Wishart distribution and its diagonal marginals
On an exponential inequality and a strong law of large numbers for monotone measures
Complete convergence of the non-identically distributed pairwise NQD random sequences
Invariance principles under a two-part mixing assumption
A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables
On the exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables
Convergence of weighted sums for sequences of pairwise NQD random variables
Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
The structure of some classes of bivariate distributions and some applications
On Conditional Independence, Mixing, and Association
Complete convergence and complete moment convergence for extended negatively dependent random variables
A generalized model for the analysis of association in ordinal contingency tables
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
A copula-based non-parametric measure of regression dependence
Probability inequalities for sums of WUOD random variables and their applications
On the dependence structure of order statistics
Copula conditional tail expectation for multivariate financial risks
Nonlinear behaviors of tail dependence and cross-correlation of financial time series model
Extended Marshall-Olkin model and its dual version
Laws of large numbers for Cesàro alpha-integrable random variables under dependence condition AANA or AQSI
On random coefficient INAR processes with long memory
Further study of complete convergence for weighted sums of PNQD random variables
Exact Bounds on the Truncated-Tilted Mean, with Applications
On the complete convergence for pairwise negatively quadrant dependent random variables
Conditional orderings and positive dependence
scientific article; zbMATH DE number 7708735 (Why is no real title available?)
Estimating the joint survival probabilities of married individuals
Diagnostics for regression dependence in tables re-ordered by the dominant correspondence analysis solution
On negative dependence inequalities and maximal scores in round-robin tournaments
Multivariate aging properties of epoch times of nonhomogeneous processes
Remarks on the Mossin Theorem
Weak association of random variables
A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances
Health care investment: the case of multiple sources of risk
Some remarks for sequences of pairwise NQD random variables
Convex Ordering for Bivariate Distributions
Ordering Properties of Systems with Two Dependent Components
Multivariate extensions of univariate life distributions
Comparative ross risk aversion in the presence of mean dependent risks
On the exponential inequality for acceptable random variables
The control of the false discovery rate in multiple testing under dependency.
A note on the complete convergence for arrays of dependent random variables
Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions.
On a weak law of large numbers with regularly varying normalizing sequences
New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
Density deconvolution with associated stationary data.
A sprinkled decoupling inequality for Gaussian processes and applications
Monotonicity and unbiasedness of tests via a. S, constructions
Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times
Combined correlation methods for metamodel estimation in multipopulation simulation experiments
On the necessary condition for Baum-Katz type theorem for non-identically distributed and negatively dependent random fields
Positive quadrant dependence testing and constrained copula estimation
On perpetuities with light tails
Zur Unverf�lschtheit des Pitman-Tests auf positive stochastische Abh�ngigkeit
Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications
A new absolute continuous bivariate generalized exponential distribution
Sharpness of Fr�chet-bounds
Two Variability Orders
Dependence among order statistics for time-transformed exponential models
LTD and RTI dependence orderings
Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
Complete moment convergence of pairwise NQD random variables
On a new positive dependence concept based on the conditional mean inactivity time order
Convergence rates in the law of large numbers for END linear processes with random coefficients
Testing tail monotonicity by constrained copula estimation
Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
Four simple axioms of dependence measures
A law of uniform seniority for dependent lives
On convergence for sequences of pairwise negatively quadrant dependent random variables.
Uniformly strong consistency of the generalized edge frequency polygon density estimator under extended negatively dependent samples
Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
Precautionary saving in the presence of labor income and interest rate risks
Choosing exogeneity assumptions in potential outcome models

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