Independence via uncorrelatedness under certain dependence structures
From MaRDI portal
Publication:795445
DOI10.1214/aop/1176993452zbMath0542.62046OpenAlexW1978030642MaRDI QIDQ795445
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993452
bounds on covariance functionscharacterization of independencelinear positive dependenceorthant dependencepositive and negative dependence conditionsuncorrelatedness
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (22)
A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences ⋮ Dependence structures in which uncorrelatedness implies independence ⋮ Asymptotic normality of a smooth estimate of a random field distribution function under association ⋮ Weak association with a stress-strength model application ⋮ Comparison of order statistics between dependent and independent random variables ⋮ Smooth estimate of quantiles under association ⋮ A note on some negative dependence notions ⋮ One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests ⋮ Smooth estimation of survival and density functions for a stationary associated process using Poisson weights ⋮ Unnamed Item ⋮ A Note on the Relations Between Some Concepts of Positive Dependence ⋮ A multivariate dependence measure for aggregating risks ⋮ Berry-esseen bounds for smooth estimator of a distribution function under association ⋮ Aspects of Negative Dependence Structures ⋮ Dependence structures of multivariate Bernoulli random vectors ⋮ Kaplan-Meier estimator under association ⋮ Setwise independence for some dependence structures ⋮ Rosenthal's inequality for LPQD sequences ⋮ Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models ⋮ Estimation of the regression operator from functional fixed-design with correlated errors ⋮ Incomplete tests of conditional association for the assessment of model assumptions ⋮ Weak convergence for smooth estimator of a distribution function under negative association
This page was built for publication: Independence via uncorrelatedness under certain dependence structures