The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- Conditional covariance structure of generalized compensatory multidimensional items (Q2250667) (← links)
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications (Q2252334) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables (Q2258086) (← links)
- Structural properties of reflected Lévy processes (Q2269478) (← links)
- On the exponential inequalities for strictly stationary and negatively associated random variables (Q2272096) (← links)
- Complete moment convergence for the dependent linear processes with random coefficients (Q2273236) (← links)
- Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
- Weak comonotonicity (Q2282525) (← links)
- Bounds on concordance-based validation statistics in regression models for binary responses (Q2282729) (← links)
- Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models (Q2287766) (← links)
- Multivariate reliability modelling based on dependent dynamic shock models (Q2294755) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- General form of Chebyshev type inequality for generalized Sugeno integral (Q2302801) (← links)
- A note on the weak law of large numbers of Kolmogorov and Feller (Q2303716) (← links)
- On the consistency of the P-C estimator in a nonparametric regression model (Q2306899) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- Complete \(f\)-moment convergence for extended negatively dependent random variables (Q2314597) (← links)
- On complete consistency for the weighted estimator of nonparametric regression models (Q2317571) (← links)
- An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? (Q2320867) (← links)
- Bernstein conditional density estimation with application to conditional distribution and regression functions (Q2325315) (← links)
- Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models (Q2325324) (← links)
- A unified treatment of multiple testing with prior knowledge using the p-filter (Q2328060) (← links)
- A family of transformed copulas with a singular component (Q2328788) (← links)
- Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms (Q2330731) (← links)
- Strong laws of large numbers for positively dependent random variables (Q2331690) (← links)
- Non-uniform Berry-Esseen bounds for coordinate symmetric random vectors with applications (Q2337356) (← links)
- Hedging and the competitive firm under correlated price and background risk (Q2343102) (← links)
- Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
- On Chebyshev type inequalities for generalized Sugeno integrals (Q2350512) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Matrix representation of meet-irreducible discrete copulas (Q2351620) (← links)
- Complete convergence theorems for extended negatively dependent random variables (Q2352334) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability (Q2355655) (← links)
- Equivalent conditions of complete moment convergence for extended negatively dependent random variables (Q2357172) (← links)
- Strong laws of large numbers and mean convergence theorems for randomly weighted sums of arrays under a condition of integrability (Q2361163) (← links)
- Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Invariance principles for Diophantine approximation of formal Laurent series over a finite base field (Q2370638) (← links)
- Precautionary saving in the presence of other risks (Q2373377) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- A note on the value of public information in monopoly (Q2385110) (← links)
- On almost sure limit theorems for positively dependent random variables (Q2387331) (← links)
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo (Q2388353) (← links)
- On almost sure convergence for weighted sums of pairwise negatively quadrant dependent random variables (Q2392694) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- New properties of the orthant convex-type stochastic orders (Q2404168) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- A sharp bound for the ergodic distribution of an inventory control model under the assumption that demands and inter-arrival times are dependent (Q2405578) (← links)
