The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap. (Q499015) (← links)
- WLLN for arrays of nonnegative random variables (Q504458) (← links)
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
- Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables (Q519944) (← links)
- Generalized covariance inequalities (Q539199) (← links)
- On the exponential inequalities for negatively dependent random variables (Q542825) (← links)
- Complete convergence for weighted sums of sequences of negatively dependent random variables (Q544473) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- On the dependence structure of order statistics (Q557998) (← links)
- Inference about comparative precision in linear structural relationships (Q579804) (← links)
- On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
- Limsup results and a uniform LIL for partial sums of an LNQD sequence (Q609973) (← links)
- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest (Q610745) (← links)
- A class of bivariate negative binomial distributions with different index parameters in the marginals (Q613230) (← links)
- Effect of aggregation on estimators in AR(1) sequence (Q619121) (← links)
- Cumulants as iterated integrals (Q622436) (← links)
- Strong approximation for sums of asymptotically negatively dependent Gaussian sequences with applications (Q624197) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables (Q629217) (← links)
- The demand for a risky asset in the presence of a background risk (Q629340) (← links)
- Multivariate stochastic orders induced by case-control sampling (Q631485) (← links)
- The strong law of large numbers for pairwise NQD random variables (Q646762) (← links)
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
- On complete convergence for weighted sums of arrays of dependent random variables (Q657146) (← links)
- Generalizations of paradoxical results in multidimensional item response theory (Q659078) (← links)
- Convergence in \(p\)-mean for arrays of random variables (Q667550) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Sum of lengths of inversions in permutations (Q686439) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences (Q692673) (← links)
- On the negative association property for the dependent bootstrap random variables (Q694385) (← links)
- On negatively associated random variables (Q694476) (← links)
- Testing for ordered trends of binary responses between contingency tables (Q697453) (← links)
- The meta-elliptical distributions with given marginals (Q697465) (← links)
- Matrix variance inequalities for multivariate distributions (Q713725) (← links)
- How small are the increments of partial sums of a discrete random field? (Q714579) (← links)
- A class of absolutely continuous bivariate distributions (Q716257) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space (Q730718) (← links)
- A study on LTD and RTI positive dependence orderings (Q730739) (← links)
- Labor supply with stochastic wage rate and non-labor income uncertainty (Q741583) (← links)
- A note on the exponential inequality for a class of dependent random variables (Q744598) (← links)
- An application of Stein's method to limit theorems for pairwise negative quadrant dependent random variables (Q745415) (← links)
- A new extension of bivariate FGM copulas (Q745474) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Some new constructions of bivariate Weibull models (Q749137) (← links)
- An extreme limit theorem for dependency bounds of normalized sums of random variables (Q753255) (← links)
- Strong laws of large numbers for arrays of rowwise NA and LNQD random variables (Q764417) (← links)
- Some limit theorems for weighted negative quadrant dependent random variables with infinite mean (Q824488) (← links)
