Independence via uncorrelatedness under certain dependence structures

DOI10.1214/AOP/1176993452MaRDI QIDQ795445zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(32)

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• 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
• Independence criteria based on generalized correlation coefficients and their asymptotic efficiency
• Weak convergence for smooth estimator of a distribution function under negative association
• 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
• Kaplan-Meier estimator under association
• The price of independence in a model with unknown dependence
• Comparison of order statistics between dependent and independent random variables
• A Note on the Relations Between Some Concepts of Positive Dependence
• scientific article; zbMATH DE number 7437710 (Why is no real title available?)
• Estimation of the regression operator from functional fixed-design with correlated errors
• One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
• Setwise independence for some dependence structures
• Rosenthal's inequality for LPQD sequences
• Uncorrelatedness sets for random variables with given distributions
• Aspects of negative dependence structures
• A note on the equivalence between the conditional uncorrelation and the independence of random variables
• scientific article; zbMATH DE number 1979752 (Why is no real title available?)
• A note on some negative dependence notions
• scientific article; zbMATH DE number 4062376 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 7688003 (Why is no real title available?)

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