Some Concepts of Dependence

Cited in

(only showing first 100 items - show all)

Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions
Precise large deviations for dependent random variables with heavy tails
Quantile curves and dependence structure for bivariate distributions
On the false discovery rate and an asymptotically optimal rejection curve
Linear B-spline copulas with applications to nonparametric estimation of copulas
A note on the almost sure convergence for dependent random variables in a Hilbert space
Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
On the weak laws of large numbers for arrays of random variables
Exact inference for multivariate ordered alternatives
Study of some measures of dependence between order statistics and systems
Asymptotic tail probabilities of sums of dependent subexponential random variables
Positive dependence properties of elliptically symmetric distributions
Maximizing the length of a success run for many-armed bandits
A characterization of stochastic independence by association with an application to random utility theory
Testing the conditional independence and monotonicity assumptions of item response theory
Two remarks on order statistics
On the Arrow-Lind theorem
A concept of negative dependence using stochastic ordering
Futures markets, production and diversification of risk
The geometry of certain fixed marginal probability distributions
On the qualitative properties of futures market equilibrium
Dependence structures in which uncorrelatedness implies independence
Expectation dependence of random variables, with an application in portfolio theory
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
Stochastic rearrangement inequalities
Analysis of odds ratios in 2 n ordinal contingency tables
A note on the strong law of large numbers for positively dependent random variables
Normal fluctuations and the FKG inequalities
Some bounds on the distribution functions of linear combinations and applications
Some concepts of positive dependence for bivariate interchangeable distributions
Bayesian non-parametric ordinal regression under a monotonicity constraint
Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
Weak association of random variables
A set-theoretic random utility model of choice behavior
Characterization of dependence concepts in normal distributions
A general theory of some positive dependence notions
A partial ordering of rank densities
On measures of association as measures of positive dependence
Moments of functions of order statistics
Central limit theorems for sequences with m(n)-dependent main part
A note on the almost sure convergence of sums of negatively dependent random variables
A generalized model for the analysis of association in ordinal contingency tables
A vector multivariate hazard rate
Erratum. A vector multivariate hazard rate
Families of positively dependent random variables
Monotone matrices and monotone Markov processes
On the multivariate two-sample problem using strong approximations of the EDF
A class of bivariate distributions including the bivariate logistic
Morgenstern's bivariate distribution and its application to point processes
A covariance inequality for coherent structures
Multivariate extensions of univariate life distributions
Kaplan-Meier estimator under association
Generating pseudo-random time series with specified marginal distributions
Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
Rosenthal's inequality for LPQD sequences
Asymptotic normality of two-sample linear rank statistics under association
Some weighted distribution results on univariate and bivariate cases
On risk aversion with two risks
Self-normalized central limit theorem for sums of weakly dependent random variables
Monotonicity of regression functions in structural measurement error models
Positive dependence orderings and stopping times
On testing for independence against right tail increasing in bivariate models
The dependence of uncorrelated statistics
A note on the almost sure central limit theorem for weakly dependent random variables
Asymptotic behavior of confidence regions in the change-point problem
A weakly dependence structure of multivariate processes
Preservation of certain dependent structures under bivariate homogeneous Poisson shock models
Metrics on permutations useful for positive dependence
Rates of convergence of ordinal comparison for dependent discrete event dynamic systems
Moment inequalities and weak convergence for negatively associated sequences
A bivariate meta-Gaussian density for use in hydrology
A functional central limit theorem for negatively associated sequence
Testing for unimodal dependence in an ordered contingency table with restricted marginal probabilities
Smooth estimate of quantiles under association
On some association measures in bivariate distributions and their relationships
On stochastic inequalities and dependence orderings
Asymptotic ruin probabilities for risk processes with dependent increments.
Measuring the impact of dependence between claims occurrences.
On the interplay between variability and negative dependence for bivariate distributions.
Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
On one class of bivariate distributions.
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
Structural decompositions of multivariate distributions with applications in moment and cumulant.
Decomposition of Kendall's \(\tau\): Implications for clustering
A note on the monotonicity of the critical values of a step-up test
A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.
How to transform correlated random variables into uncorrelated ones
On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data
Multistage ranked set sampling
An extension of Osuna's model for stress caused by waiting
On the covariance between functions
Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables
Some maximal inequalities and complete convergences of negatively associated random sequences
Weighted version of strong law of large numbers for a class of random variables and its applications
Complete moment convergence for arrays of rowwise widely orthant dependent random variables
Reverse sensitivity testing: what does it take to break the model?
Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
Convergence of series of strongly integrable random variables and applications
Strong laws of large numbers for pairwise quadrant dependent random variables

This page was built for publication: Some Concepts of Dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5524164)