The following pages link to Some Concepts of Dependence (Q5524164):
Displaying 50 items.
- Convergence rates of change-point estimators and tail probabilities of the first-passage-time process (Q4262100) (← links)
- A note on the distribution of the resistance of rank tests (Q4269933) (← links)
- Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures (Q4275867) (← links)
- Elementary upper bounds for the variance of a general reinsurance treaty (Q4296279) (← links)
- A modified chi‐square test of independence against a class of ordered alternatives in an <i>r</i> x c contingency table (Q4311663) (← links)
- On maximum likelihood estimation of cell probabilities in 2 × k contingency tables under negative dependence restrictions with various sampling schemes (Q4337053) (← links)
- Properties and applications of the sarmanov family of bivariate distributions (Q4337186) (← links)
- Bivariate copulas with cubic sections (Q4344554) (← links)
- Taux de résistance des tests de rang d'indépendance (Q4344838) (← links)
- Nonparametric estimation of transition probabilities in a two-stage duration model (Q4349880) (← links)
- Negative dependence in banach spaces and laws of large numbers (Q4378932) (← links)
- Restricted tests for testing independence of time to failure and cause of failure in a competing-risks model (Q4399497) (← links)
- Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes (Q4450719) (← links)
- New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics (Q4540882) (← links)
- ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES (Q4554847) (← links)
- A dynamic bivariate common shock model with cumulative effect and its actuarial application (Q4562053) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- The moment of maximum normed sums of randomly weighted pairwise NQD sequences (Q4565874) (← links)
- (Q4581304) (← links)
- A note on Mossin’s theorem for deductible insurance given random initial wealth (Q4583610) (← links)
- Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications (Q4584695) (← links)
- A bivariate response model for studying the marksobtained in two jointly-dependent modules in higher education (Q4606113) (← links)
- On the necessary condition for Baum-Katz type theorem for non-identically distributed and negatively dependent random fields (Q4611852) (← links)
- Exact Bounds on the Truncated-Tilted Mean, with Applications (Q4618066) (← links)
- Partial identification by extending subdistributions (Q4629404) (← links)
- Upper and lower bounds on the variances of linear combinations of the<i>k</i>th records (Q4639156) (← links)
- Upper and lower bounds of Borel–Cantelli Lemma in a general measure space (Q4639178) (← links)
- Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets (Q4646960) (← links)
- OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES (Q4691246) (← links)
- Lorenz ranking of income distributions (Q4712070) (← links)
- Some invariance principles for rank statistics for testing independence (Q4769806) (← links)
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
- Symmetry and dependence properties within a semiparametric family of bivariate copulas (Q4806545) (← links)
- Summability methods and negatively associated random variables (Q4822463) (← links)
- The Strong Law of Large Numbers for Negatively Dependent Generalized Gaussian Random Variables (Q4826123) (← links)
- A note on some negative dependence notions (Q4843895) (← links)
- Covariance formulas via marginal martingales (Q4850107) (← links)
- A strategy for constructing multivariate distributions (Q4859855) (← links)
- Combined correlation methods for metamodel estimation in multipopulation simulation experiments (Q4864208) (← links)
- A Copula‐Based Non‐parametric Measure of Regression Dependence (Q4911964) (← links)
- Sliced Latin Hypercube Designs (Q4916471) (← links)
- Aspects of Negative Dependence Structures (Q4921648) (← links)
- Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations (Q4943305) (← links)
- Two Variability Orders (Q4950706) (← links)
- On a multivariate generalization of the covariance (Q4975173) (← links)
- On the Optimal Investment (Q4976507) (← links)
- Complete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samples (Q4992493) (← links)
- A note on the complete consistency for the weighted linear estimator of nonparametric regression models (Q5000430) (← links)
- (Q5004594) (← links)
- Complete convergence and complete moment convergence for extended negatively dependent random variables (Q5011928) (← links)
