The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- Instrumental variable estimation with a stochastic monotonicity assumption (Q1704705) (← links)
- On the strong convergence and complete convergence for pairwise NQD random variables (Q1725349) (← links)
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400) (← links)
- Complete moment convergence for negatively dependent sequences of random variables (Q1727500) (← links)
- Four simple axioms of dependence measures (Q1731093) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Component importance based on dependence measures (Q1750395) (← links)
- Flexible sliced designs for computer experiments (Q1753974) (← links)
- Laws of large numbers for Cesàro alpha-integrable random variables under dependence condition AANA or AQSI (Q1757977) (← links)
- Sufficient and necessary conditions of complete convergence for weighted sums of PNQD random variables (Q1760552) (← links)
- Directional dependence of random vectors (Q1761610) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
- A model for estimating environmental risk using multidimensional quantal response surfaces (Q1804082) (← links)
- A law of the iterated logarithm for stable processes in random scenery (Q1805746) (← links)
- Variability orders and mean differences (Q1807831) (← links)
- On the limiting Pitman efficiency of some rank tests of independence (Q1820528) (← links)
- On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit (Q1821704) (← links)
- Positive dependence orderings (Q1822151) (← links)
- Setwise independence for some dependence structures (Q1825568) (← links)
- Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788) (← links)
- The control of the false discovery rate in multiple testing under dependency. (Q1848902) (← links)
- The analysis of contingency tables under inequality constraints (Q1866185) (← links)
- On bivariate dependence and the convex order (Q1866984) (← links)
- A bound for the distribution of the sum of discrete associated or negatively associated random variables. (Q1872485) (← links)
- Multivariate aging properties of epoch times of nonhomogeneous processes (Q1873115) (← links)
- Multidimensional dependency measures (Q1877012) (← links)
- Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\) (Q1883279) (← links)
- A review: The arrangement increasing partial ordering (Q1890964) (← links)
- Dependency measure for sets of random events or random variables (Q1892109) (← links)
- Maximum variance of order statistics (Q1895448) (← links)
- The structure of some classes of bivariate distributions and some applications (Q1896106) (← links)
- Asymptotic normality of a smooth estimate of a random field distribution function under association (Q1897099) (← links)
- Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains (Q1916033) (← links)
- Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables (Q1917176) (← links)
- Safety first portfolio choice based on financial and sustainability returns (Q1926833) (← links)
- Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data (Q1927186) (← links)
- Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables. (Q1928175) (← links)
- Precautionary saving in the presence of labor income and interest rate risks (Q1934577) (← links)
- Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables (Q1936551) (← links)
- Equivalent conditions of complete convergence for weighted sums of sequences of negatively dependent random variables (Q1938196) (← links)
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
- Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis (Q1950910) (← links)
- Two simple sufficient conditions for FDR control (Q1951782) (← links)
- Weak and almost sure convergence for products of sums of associated random variables (Q1952663) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Stochastic comparisons of order statistics and spacings: a review (Q1952687) (← links)
- A strong limit theorem for weighted sums of sequences of negatively dependent random variables (Q1957619) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
