The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- A law of uniform seniority for dependent lives (Q5014495) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims (Q5029938) (← links)
- Concomitants of order statistics and record values from Bairamov-Kotz-Becki-FGM bivariate-generalized exponential distribution (Q5032376) (← links)
- Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims (Q5039819) (← links)
- Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces (Q5046634) (← links)
- Myths About Linear and Monotonic Associations: Pearson’s <i>r</i>, Spearman’s <i>ρ</i>, and Kendall’s <i>τ</i> (Q5050796) (← links)
- PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES (Q5051153) (← links)
- Testing for Positive Quadrant Dependence (Q5055465) (← links)
- The Kolmogrov–Feller type weak law of large numbers for APND random variables (Q5057340) (← links)
- Uniformly complete consistency of frequency polygon estimation for dependent samples and an application (Q5058309) (← links)
- Stratified pair ranked set sampling (Q5075464) (← links)
- The Kaplan–Meier estimator and hazard estimator for censored END survival time observations (Q5077211) (← links)
- The strong convergence properties of weighted sums for a class of dependent random variables (Q5077432) (← links)
- Continuous counterexamples for three dependence notions (Q5077995) (← links)
- Survival analysis for a new compounded bivariate failure time distribution in shock and competing risk models via an EM algorithm (Q5078014) (← links)
- The two-sided power-binomial distribution for modeling binary count data (Q5078132) (← links)
- Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279) (← links)
- Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456) (← links)
- Complete moment convergence for <i>m</i>-END random variables with application to non-parametric regression models (Q5079918) (← links)
- A general shock model for modelling coupled lives and its application to life insurance (Q5079989) (← links)
- Complete moment convergence for randomly weighted sums of END sequences and its applications (Q5079990) (← links)
- Institutions and Economic Outcomes: A Dominance-Based Analysis (Q5080543) (← links)
- Strong laws of large numbers for WAPND Banach-valued random elements (Q5081040) (← links)
- Complete moment convergence forweighted sums of pairwise negatively quadrant dependent random variables (Q5081193) (← links)
- Convergence rates in the law of large numbers for END linear processes with random coefficients (Q5085558) (← links)
- Baum–Katz type theorems with exact threshold (Q5085845) (← links)
- Complete <i>q</i>-th moment convergence and its application in the dependent bootstrap (Q5086455) (← links)
- Spatial risk measures for max-stable and max-mixture processes (Q5086524) (← links)
- Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of <i>R</i> − <i>h</i>-integrability and its applications (Q5087033) (← links)
- Strong laws of large numbers for pairwise PQD random variables: a necessary condition (Q5093727) (← links)
- (Q5101800) (← links)
- New non-parametric tests for independence (Q5107776) (← links)
- Some remarks on associated random fields, random measures and point processes (Q5114793) (← links)
- Recruitment and survival time under mean residual lifetime bias sampling (Q5119182) (← links)
- Distance-Based Analysis of Ordinal Data and Ordinal Time Series (Q5120657) (← links)
- (Q5141653) (← links)
- Complete Moment Convergence for the Dependent Linear Processes with Application to the State Observers of Linear-Time-Invariant Systems (Q5150157) (← links)
- Long range dependence of heavy-tailed random functions (Q5152512) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Complete convergence for weighted sums of arrays of APND random variables (Q5160187) (← links)
- Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency (Q5163688) (← links)
- (Q5176417) (← links)
- On perpetuities with light tails (Q5215037) (← links)
- Asymptotic results for certain weak dependent variables (Q5218371) (← links)
- Negative Dependence, Scrambled Nets, and Variance Bounds (Q5219293) (← links)
- Global sensitivity analysis with dependence measures (Q5220789) (← links)
- Complete convergence and complete moment convergence for arrays of rowwise widely orthant dependent random variables and an application (Q5223495) (← links)
- Probability inequalities for sums of WUOD random variables and their applications (Q5223508) (← links)
- Voting on multiple issues: What to put on the ballot? (Q5225085) (← links)
