The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- A new family of positive quadrant dependent bivariate distributions (Q1970830) (← links)
- Asymptotic results for random processes (Q2013034) (← links)
- The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences (Q2015698) (← links)
- The consistency for the estimators of semiparametric regression model with dependent samples (Q2025172) (← links)
- Some exponential inequalities for negatively orthant dependent random variables (Q2025228) (← links)
- The impact on the properties of the EFGM copulas when extending this family (Q2049225) (← links)
- Comparative risk aversion with two risks (Q2057256) (← links)
- Partial identification of latent correlations with binary data (Q2065261) (← links)
- Smooth estimation of the area under the ROC curve in multistage ranked set sampling (Q2065305) (← links)
- On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes (Q2066509) (← links)
- On complete moment convergence for arrays of rowwise pairwise negatively quadrant dependent random variables (Q2067762) (← links)
- Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors (Q2067783) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors (Q2072948) (← links)
- Sample selection models with monotone control functions (Q2074593) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- On a weak law of large numbers with regularly varying normalizing sequences (Q2079166) (← links)
- Total positivity of copulas from a Markov kernel perspective (Q2084845) (← links)
- Diversification and risk attitudes toward two risks (Q2092776) (← links)
- On a bivariate copula for modeling negative dependence: application to New York air quality data (Q2111327) (← links)
- Conditional calibration for false discovery rate control under dependence (Q2112799) (← links)
- On the strong laws of large numbers for sequences of blockwise pairwise and coordinatewise negatively dependent random vectors in Hilbert spaces (Q2121869) (← links)
- On negative dependence inequalities and maximal scores in round-robin tournaments (Q2128933) (← links)
- A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence (Q2132263) (← links)
- Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data (Q2135864) (← links)
- Production and hedging under correlated price and background risks (Q2145698) (← links)
- Convergence in mean for double arrays of \(M\)-pairwise negatively dependent random variables (Q2147594) (← links)
- Allocation of redundancies in systems: a general dependency-base framework (Q2150807) (← links)
- Dynamic bivariate mortality modelling (Q2152246) (← links)
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (Q2156730) (← links)
- Replacement policy for heterogeneous items subject to gamma degradation processes (Q2157378) (← links)
- Stochastic monotonicity of dependent variables given their sum (Q2161026) (← links)
- Limit theorems for dependent random variables with infinite means (Q2170231) (← links)
- Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings (Q2184062) (← links)
- On the convergence for PNQD sequences with general moment conditions (Q2194702) (← links)
- Conditional properties of a random sample given an order statistic (Q2208406) (← links)
- Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
- Health care investment: the case of multiple sources of risk (Q2216396) (← links)
- Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation (Q2223152) (← links)
- The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences (Q2224964) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667) (← links)
- Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples (Q2240873) (← links)
- On the weak laws of large numbers for weighted sums of dependent identically distributed random vectors in Hilbert spaces (Q2243645) (← links)
- Some inequalities for absolute moments of feasible acceptable random variables (Q2244493) (← links)
- An almost sure central limit theorem for the stochastic heat equation (Q2244568) (← links)
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities (Q2245659) (← links)
