The following pages link to Correlation and dependence (Q2732679):
Displaying 50 items.
- Copula-based dependence measures (Q141080) (← links)
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- A positive dependence notion based on componentwise unimodality of copulas (Q273777) (← links)
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- Estimation of a measure of local correlation for independent samples and time series data (Q361230) (← links)
- Dependence analysis of regression models in time series (Q394392) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Characterizations of symmetric distributions based on Rényi entropy (Q434723) (← links)
- Detection of correlations (Q450041) (← links)
- Convex transformation on survival functions and related dependence concepts (Q451505) (← links)
- On a general structure of the bivariate FGM type distributions. (Q489256) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Transition choice probabilities in logit (Q498779) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables (Q553019) (← links)
- On the dependence structure of order statistics (Q557998) (← links)
- A test of independence based on a generalized correlation function (Q612521) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Notes on sum-tests and independence tests (Q633759) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- The net Bayes premium with dependence between the risk profiles (Q659132) (← links)
- Comparisons of concordance in additive models (Q712552) (← links)
- Two symmetric and computationally efficient Gini correlations (Q830309) (← links)
- Constructing copula functions with weighted geometric means (Q840726) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- Constructing generalized FGM copulas by means of certain univariate distributions (Q870520) (← links)
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function (Q901489) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Tolerance intervals for quantiles of bivariate risks and risk measurement (Q931191) (← links)
- Dependent models for observations which include angular ones (Q947256) (← links)
- On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables (Q951048) (← links)
- A new dependence ordering with applications (Q953870) (← links)
- On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling (Q957312) (← links)
- An order-statistics-based method for constructing multivariate distributions with fixed margin\-als (Q957315) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Detecting positive quadrant dependence and positive function dependence (Q977155) (← links)
- A class of models for uncorrelated random variables (Q979239) (← links)
- Equilibrium in the two-player, \(k\)-double auction with affiliated private values (Q996390) (← links)
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
- Invariance and structural dependence (Q1189545) (← links)
- Correlation dimension (Q1284781) (← links)
- Convergence of moment expansions for expectation values with embedded random matrix ensembles and quantum chaos (Q1395785) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
