The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- On association and other forms of positive dependence for Feller processes (Q5226263) (← links)
- Dynamic reliability estimation in a rank-based design (Q5227564) (← links)
- Complete consistency for recursive probability density estimator of widely orthant dependent samples (Q5227572) (← links)
- A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances (Q5228139) (← links)
- (Q5229378) (← links)
- COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES (Q5242394) (← links)
- THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS (Q5242844) (← links)
- A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables (Q5249199) (← links)
- Some Limit Theorems for Arrays of Rowwise Pairwise Negatively Quadratic Dependent Random Variables (Q5255343) (← links)
- Burn-in Procedure Based on a Dependent Covariate Process (Q5262451) (← links)
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors (Q5263986) (← links)
- Complete convergence for weighted sums of LNQD random variables (Q5265779) (← links)
- Complete moment convergence of pairwise NQD random variables (Q5265782) (← links)
- Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing (Q5265801) (← links)
- Extended Marshall–Olkin Model and Its Dual Version (Q5272900) (← links)
- On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors (Q5276177) (← links)
- Antithetic and Negatively Associated Random Variables and Function Maximization (Q5302472) (← links)
- A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET (Q5305106) (← links)
- Dependency measures under bivariate homogeneous shock models (Q5317763) (← links)
- STOCHASTIC MONOTONICITY OF CONDITIONAL ORDER STATISTICS IN MULTIPLE-OUTLIER SCALE POPULATION (Q5358122) (← links)
- Some properties of the bivariate Burr type III distribution (Q5400842) (← links)
- On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables (Q5410822) (← links)
- Complete convergences for arrays of row-wise PNQD random variables (Q5411900) (← links)
- New multivariate orderings based on conditional distributions (Q5414516) (← links)
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
- On the properties of some nonparametric concordance measures in the discrete case (Q5460696) (← links)
- Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems (Q5466756) (← links)
- Bayes' Estimation of the Number of Component Processes of a Superimposed Process (Q5485381) (← links)
- Positive Dependence and Weak Convergence (Q5488987) (← links)
- Association Measures for Bivariate Lifetime Data (Q5495066) (← links)
- A Primer on Copulas for Count Data (Q5505913) (← links)
- Stochastically monotone Markov Chains (Q5567479) (← links)
- Zur Unverf�lschtheit des Pitman-Tests auf positive stochastische Abh�ngigkeit (Q5591203) (← links)
- (Q5674238) (← links)
- A kolmogorov-smirnov type test for positive quadrant dependence (Q5718590) (← links)
- Remarks on the Mossin Theorem (Q5742893) (← links)
- A Bivariate Distribution Family with Specified Correlation Coefficient and Given Marginals (Q5860249) (← links)
- Complete convergence and the strong laws of large numbers for pairwise NQD random variables (Q5864792) (← links)
- Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations (Q5877848) (← links)
- Letter to the Editor (Q5884420) (← links)
- On Two General Classes of Discrete Bivariate Distributions (Q5885384) (← links)
- The strong law of large numbers for pairwise negatively dependent random variables (Q5895135) (← links)
- Some cross-product difference statistics and a test for trends in ordered contingency tables (Q5903833) (← links)
- Some cross-product difference statistics and a test for trends in ordered contingency tables (Q5916361) (← links)
- An exponential inequality for negatively associated random variables (Q5917930) (← links)
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes (Q5934113) (← links)
- An algorithm for maximizing Kendall's \(\tau\). (Q5941548) (← links)
- Multivariate stochastic comparisons of inspection and repair policies (Q5952099) (← links)
- Normal approximation for quasi-associated random fields (Q5953871) (← links)
- Negative association and negative dependence for random upper semicontinuous functions, with applications (Q5964273) (← links)
