The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples (Q824704) (← links)
- Some mean convergence theorems for arrays of rowwise pairwise negative quadrant dependent random variables (Q824742) (← links)
- A difference-based approach in the partially linear model with dependent errors (Q824814) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862) (← links)
- A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers (Q866605) (← links)
- On rank correlation measures for non-continuous random variables (Q873621) (← links)
- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable (Q882891) (← links)
- Sums of totally positive functions of order 2 and applications (Q894594) (← links)
- Berry-Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes (Q900556) (← links)
- On the exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables (Q904625) (← links)
- A Bruhat order for bipartite graphs whose node sets are posets: Lifting, switching, and adding edges (Q912137) (← links)
- Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds (Q916336) (← links)
- Possibly dependent probability summation of reaction time (Q918478) (← links)
- The consumption-based determinants of the term structure of discount rates (Q926389) (← links)
- Strong convergence of pairwise NQD random sequences (Q929551) (← links)
- Maximal inequality and complete convergence of non-identically distributed negatively associated sequences (Q933046) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Almost sure functional central limit theorems for weakly dependent sequences (Q947159) (← links)
- A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications (Q950486) (← links)
- A new dependence ordering with applications (Q953870) (← links)
- The finite-time ruin probability for ND claims with constant interest force (Q956402) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Testing for positive association in contingency tables with fixed margins (Q957001) (← links)
- Regression models for multivariate ordered responses via the Plackett distribution (Q957326) (← links)
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
- Strong law of large numbers and growth rate for a class of random variable sequences (Q958966) (← links)
- Mean convergence theorems for weighted sums of arrays of residually \(h\)-integrable random variables concerning the weights under dependence assumptions (Q959986) (← links)
- Strong limit theorems for weighted sums of negatively associated random variables (Q960180) (← links)
- A counterexample to a conjecture of Hutchinson and Lai (Q961007) (← links)
- Diagnostics for regression dependence in tables re-ordered by the dominant correspondence analysis solution (Q961758) (← links)
- Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications. (Q975320) (← links)
- Detecting positive quadrant dependence and positive function dependence (Q977155) (← links)
- Complete convergence for negatively dependent sequences of random variables (Q978432) (← links)
- On the covariance of the asymptotic empirical copula process (Q979237) (← links)
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
- Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions (Q1007348) (← links)
- Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
- Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
- On the false discovery rate and an asymptotically optimal rejection curve (Q1020971) (← links)
- Linear B-spline copulas with applications to nonparametric estimation of copulas (Q1023718) (← links)
- A note on the almost sure convergence for dependent random variables in a Hilbert space (Q1028612) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- On the weak laws of large numbers for arrays of random variables (Q1038435) (← links)
- Exact inference for multivariate ordered alternatives (Q1039970) (← links)
