scientific article; zbMATH DE number 3038497
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Publication:5778074
zbMATH Open0024.05602MaRDI QIDQ5778074FDOQ5778074
Publication date: 1940
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Cited In (75)
- Eigenanalysis on a bivariate covariance kernel
- A contribution to multivariate L-moments: L-comoment matrices
- Fitting bivariate cumulative returns with copulas
- On Hoeffding-Fréchet bounds and cyclic monotone relations
- On the moment generating function for random vectors via inverse survival function
- Relations for product moments and covariances of \(k\)th records from discrete distributions
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
- Compatibility, desirability, and the running intersection property
- Dependence ordering for Markov processes on partially ordered spaces
- Four simple axioms of dependence measures
- Wilcoxon-signed rank test for associated sequences
- Limit laws of the empirical Wasserstein distance: Gaussian distributions
- Inference properties of a one-parameter curved exponential family of distributions with given marginals
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
- New results on perturbation-based copulas
- Bounds on distributional treatment effect parameters using panel data with an application on job displacement
- De copulis non est disputandum. Copulae: an overview
- A model-free approach to multivariate option pricing
- A conversation with Ingram Olkin
- On concordance measures for discrete data and dependence properties of Poisson model
- Bounds for crude survival probabilities within competing risks framework and their statistical application
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
- Cumulants as iterated integrals
- Optimal payoffs under state-dependent preferences
- Sampling from Archimedean copulas
- Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
- Seven proofs for the subadditivity of expected shortfall
- Optimising portfolio diversification and dimensionality
- Coherence graphs
- Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
- Negative dependence in banach spaces and laws of large numbers
- A short history of statistical association: from correlation to correspondence analysis to copulas
- Correspondence analysis and diagonal expansions in terms of distribution functions
- On a new measure of dependence and its applications
- Characterization of a class of weak transport-entropy inequalities on the line
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities
- Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables
- How to transform correlated random variables into uncorrelated ones
- A note on inconsistent families of discrete multivariate distributions
- Idempotent version of the Fréchet contingency array problem
- Counting the number of p\(\times q\) integer matrices more concordant than a given matrix
- Bounds on Variances of Lifetimes of Coherent and Mixed Systems
- First-order covariance inequalities via Stein's method
- Statistical dependence: beyond Pearson's \(\rho\)
- A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
- Structural properties of proportional fairness: stability and insensitivity
- A characterization of joint distribution of two-valued random variables and its applications
- On the optimality and efficiency of common random numbers
- On Bayes equality and related issues
- On the exponent governing the correlation decay of the \(\text{Airy}_1\) process
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method
- A multivariate version of Hoeffding's phi-square
- On rank correlation measures for non-continuous random variables
- On the centennial anniversary of Gini's theory of statistical relations
- Matrix variance inequalities for multivariate distributions
- Non-parametric weighted tests for independence based on empirical copula process
- Grüss-type bounds for the covariance of transformed random variables
- Copula-MGARCH with continuous covariance decomposition
- The Kendall interaction filter for variable interaction screening in high dimensional classification problems
- Rényi 100, quantitative and qualitative (in)dependence
- Backward simulation of multivariate mixed Poisson processes
- Nonparametric universal copula modeling
- Hedging cryptos with Bitcoin futures
- Multimatricvariate distribution under elliptical models
- A further remark on the alternative expectation formula
- Moment inequalities for nonnegative random variables
- Some remarks on associated random fields, random measures and point processes
- Measuring linear correlation between random vectors
- Expectation formulas for integer valued multivariate random variables
- Tests of independence and randomness for arbitrary data using copula-based covariances
- Höffding's kernels and periodic covariance representations
- A note on joint mix random vectors
- Empirical likelihood based confidence regions for functional of copulas
- A new family of Archimedean copulas: the truncated-Poisson family of copulas
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