The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- Monotonicity of regression functions in structural measurement error models (Q1332881) (← links)
- Positive dependence orderings and stopping times (Q1336528) (← links)
- On testing for independence against right tail increasing in bivariate models (Q1337198) (← links)
- The dependence of uncorrelated statistics (Q1343523) (← links)
- A note on the almost sure central limit theorem for weakly dependent random variables (Q1344814) (← links)
- Asymptotic behavior of confidence regions in the change-point problem (Q1361757) (← links)
- A weakly dependence structure of multivariate processes (Q1365171) (← links)
- Preservation of certain dependent structures under bivariate homogeneous Poisson shock models (Q1365196) (← links)
- Metrics on permutations useful for positive dependence (Q1367675) (← links)
- Rates of convergence of ordinal comparison for dependent discrete event dynamic systems (Q1367783) (← links)
- Moment inequalities and weak convergence for negatively associated sequences (Q1368270) (← links)
- A bivariate meta-Gaussian density for use in hydrology (Q1370380) (← links)
- A functional central limit theorem for negatively associated sequence (Q1377175) (← links)
- Testing for unimodal dependence in an ordered contingency table with restricted marginal probabilities (Q1379904) (← links)
- Smooth estimate of quantiles under association (Q1382225) (← links)
- On some association measures in bivariate distributions and their relationships (Q1410578) (← links)
- On stochastic inequalities and dependence orderings (Q1412552) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
- On the interplay between variability and negative dependence for bivariate distributions. (Q1413897) (← links)
- On one class of bivariate distributions. (Q1423097) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Structural decompositions of multivariate distributions with applications in moment and cumulant. (Q1427528) (← links)
- Decomposition of Kendall's \(\tau\): Implications for clustering (Q1573267) (← links)
- A note on the monotonicity of the critical values of a step-up test (Q1577326) (← links)
- A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation. (Q1583071) (← links)
- How to transform correlated random variables into uncorrelated ones (Q1585546) (← links)
- On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data (Q1589679) (← links)
- Multistage ranked set sampling (Q1598691) (← links)
- An extension of Osuna's model for stress caused by waiting (Q1598976) (← links)
- On the covariance between functions (Q1604615) (← links)
- Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables (Q1611093) (← links)
- Some maximal inequalities and complete convergences of negatively associated random sequences (Q1613065) (← links)
- Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
- Complete moment convergence for arrays of rowwise widely orthant dependent random variables (Q1633832) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process (Q1635976) (← links)
- Convergence of series of strongly integrable random variables and applications (Q1640952) (← links)
- Strong laws of large numbers for pairwise quadrant dependent random variables (Q1640977) (← links)
- Optimal insurance design under background risk with dependence (Q1641137) (← links)
- A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
- Optimal mission abort policy for partially repairable heterogeneous systems (Q1653362) (← links)
- Chebyshev type inequalities by means of copulas (Q1677986) (← links)
- Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications (Q1683634) (← links)
- Quantifying non-monotonicity of functions and the lack of positivity in signed measures (Q1686351) (← links)
- Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence (Q1691316) (← links)
- The law of the iterated logarithm for LNQD sequences (Q1691317) (← links)
- Dependence structure and test of independence for some well-known bivariate distributions (Q1695423) (← links)
- A general construction for nested Latin hypercube designs (Q1698264) (← links)
- Convergence in \(p\)-mean for arrays of row-wise extended negatively dependent random variables (Q1701371) (← links)
