The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- Bayesian non-parametric ordinal regression under a monotonicity constraint (Q115038) (← links)
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- On quantifying dependence: a framework for developing interpretable measures (Q254346) (← links)
- A new bivariate exponential distribution for modeling moderately negative dependence (Q257651) (← links)
- Further study of complete convergence for weighted sums of PNQD random variables (Q262505) (← links)
- On the complete convergence for pairwise negatively quadrant dependent random variables (Q264937) (← links)
- Estimating the joint survival probabilities of married individuals (Q282276) (← links)
- Induced dependence, factor interaction, and discriminating between causal structures (Q289777) (← links)
- The inverse moment for widely orthant dependent random variables (Q300528) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- A strong law of large numbers for nonnegative random variables and applications (Q312088) (← links)
- Confidence band for expectation dependence with applications (Q320286) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- New shock models based on the generalized Polya process (Q322638) (← links)
- Covariance and comparison inequalities under quadrant dependence (Q343261) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Recent developments on the construction of bivariate distributions with fixed marginals (Q345671) (← links)
- On the exponential inequality for acceptable random variables (Q352265) (← links)
- A note on the complete convergence for arrays of dependent random variables (Q357694) (← links)
- Some exponential inequalities for acceptable random variables and complete convergence (Q366118) (← links)
- Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence (Q368003) (← links)
- On limiting behavior for arrays of rowwise linearly negative quadrant dependent random variables (Q370869) (← links)
- The consistency for estimator of nonparametric regression model based on NOD errors (Q372190) (← links)
- A note on the complete convergence for weighted sums of negatively dependent random variables (Q379095) (← links)
- Some inequalities for a LNQD sequence with applications (Q385868) (← links)
- Some convergence properties for weighted sums of pairwise NQD sequences (Q387958) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Stochastic comparisons of order statistics and their concomitants (Q392057) (← links)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- Dependence analysis of regression models in time series (Q394392) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Limiting behavior of the maximum of the partial sum for linearly negative quadrant dependent random variables under residual Cesàro alpha-integrability assumption (Q411086) (← links)
- A new absolute continuous bivariate generalized exponential distribution (Q419354) (← links)
- Linear estimation of location and scale parameters using partial maxima (Q421054) (← links)
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- Engel's law reconsidered (Q433143) (← links)
- Complete convergence for weighted sums of negatively dependent random variables (Q434411) (← links)
- A new probabilistic approach to the path criticality in stochastic PERT (Q441034) (← links)
- A strong approximation theorem for positively dependent Gaussian sequences and its applications (Q448231) (← links)
- Non-central bivariate beta distribution (Q451488) (← links)
- Convex transformation on survival functions and related dependence concepts (Q451505) (← links)
- The bivariate generalized linear failure rate distribution and its multivariate extension (Q452654) (← links)
- A novel characterization of the generalized family wise error rate using empirical null distributions (Q461678) (← links)
- On convergence for sequences of pairwise negatively quadrant dependent random variables. (Q464726) (← links)
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- When can expected utility handle first-order risk aversion? (Q472207) (← links)
- Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
- Strong convergence for weighted sums of arrays of rowwise pairwise NQD random variables (Q486326) (← links)
