scientific article; zbMATH DE number 3038497

Cited in

(75)

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Four simple axioms of dependence measures
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Wilcoxon-signed rank test for associated sequences
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Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
Hedging cryptos with Bitcoin futures
Multimatricvariate distribution under elliptical models
Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
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Bounds on distributional treatment effect parameters using panel data with an application on job displacement
De copulis non est disputandum. Copulae: an overview
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A conversation with Ingram Olkin
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Bounds for crude survival probabilities within competing risks framework and their statistical application
A further remark on the alternative expectation formula
Moment inequalities for nonnegative random variables
Cumulants as iterated integrals
Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
Some remarks on associated random fields, random measures and point processes
Measuring linear correlation between random vectors
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Expectation formulas for integer valued multivariate random variables
Seven proofs for the subadditivity of expected shortfall
Coherence graphs
Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
Sampling from Archimedean copulas
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Tests of independence and randomness for arbitrary data using copula-based covariances
Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
A short history of statistical association: from correlation to correspondence analysis to copulas
Negative dependence in banach spaces and laws of large numbers
Correspondence analysis and diagonal expansions in terms of distribution functions
Characterization of a class of weak transport-entropy inequalities on the line
On a new measure of dependence and its applications
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
Idempotent version of the Fréchet contingency array problem
A note on inconsistent families of discrete multivariate distributions
Counting the number of p\(\times q\) integer matrices more concordant than a given matrix
Höffding's kernels and periodic covariance representations
Bounds on Variances of Lifetimes of Coherent and Mixed Systems
A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
First-order covariance inequalities via Stein's method
Statistical dependence: beyond Pearson's \(\rho\)
A note on joint mix random vectors
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
Empirical likelihood based confidence regions for functional of copulas
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 new family of Archimedean copulas: the truncated-Poisson family of copulas
A multivariate version of Hoeffding's phi-square
On rank correlation measures for non-continuous random variables
Matrix variance inequalities for multivariate distributions
Grüss-type bounds for the covariance of transformed random variables
On the centennial anniversary of Gini's theory of statistical relations
Copula-MGARCH with continuous covariance decomposition
Non-parametric weighted tests for independence based on empirical copula process

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