Independence via uncorrelatedness under certain dependence structures

DOI10.1214/AOP/1176993452zbMATH Open0542.62046OpenAlexW1978030642MaRDI QIDQ795445FDOQ795445

Authors: Kumar Joag-Dev 

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993452

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zbMATH Keywords

bounds on covariance functionscharacterization of independencelinear positive dependenceorthant dependencepositive and negative dependence conditionsuncorrelatedness

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (32)

• Incomplete tests of conditional association for the assessment of model assumptions
• When Finiteness Matters: Counterexamples to Notions of Covariance, Correlation, and Independence
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• Independent subsets of correlation and other matrices
• Weak convergence for smooth estimator of a distribution function under negative association
• Independence criteria based on generalized correlation coefficients and their asymptotic efficiency
• Smooth estimate of quantiles under association
• Weak association with a stress-strength model application
• Structurally determined inequality constraints on correlations in the cycle of linear dependencies
• The price of independence in a model with unknown dependence
• Kaplan-Meier estimator under association
• Comparison of order statistics between dependent and independent random variables
• Title not available (Why is that?)
• One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
• A Note on the Relations Between Some Concepts of Positive Dependence
• Estimation of the regression operator from functional fixed-design with correlated errors
• Setwise independence for some dependence structures
• Rosenthal's inequality for LPQD sequences
• Aspects of negative dependence structures
• Uncorrelatedness sets for random variables with given distributions
• A note on the equivalence between the conditional uncorrelation and the independence of random variables
• Title not available (Why is that?)
• A note on some negative dependence notions
• Title not available (Why is that?)
• Berry-esseen bounds for smooth estimator of a distribution function under association
• Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
• Asymptotic normality of a smooth estimate of a random field distribution function under association
• Dependence structures of multivariate Bernoulli random vectors
• Dependence structures in which uncorrelatedness implies independence
• Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models
• A multivariate dependence measure for aggregating risks
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