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Remarks on Asymptotic Independence [PDF]
Theory of Probability and Its Applications, 2021 20 ...
Davydov, Y. A., Novikov, S. M.
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Madogram and Asymptotic Independence among Maxima
Revstat Statistical Journal, 2014 A strong statistical research effort has been devoted in multivariate extreme value theory in order to assess the strength of dependence among extremes. This topic is particularly difficult in the case where block maxima are near independence.
Armelle Guillou +2 more
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Asymptotic Mesh Independence of Newton's Method Revisited [PDF]
SIAM Journal on Numerical Analysis, 2005 The mesh independence principle was stated and even exploited for mesh design by \textit{E. L. Allgower} and \textit{K. Böhmer} [SIAM J. Numer. Anal., 24, 1335--1351 (1987; Zbl 0634.65067)] and \textit{S. McCormick} [Lect. Notes Math. 679, 15--23 (1978; Zbl 0382.65039)]. Further theoretical investigations of the phenomenon have been given by \textit{E.
Martin Weiser, Anton Schiela
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Asymptotic Normality of Nonparametric Tests for Independence
Annals of Statistics, 1974 Asymptotic normality of linear rank statistics for testing the hypothesis of independence is established both under fixed alternatives (or the null hypothesis) and under converging alternatives. The results of Ruymgaart, Shorack and van Zwet [14] are used to obtain a further weakening of the smoothness conditions on the score functions.
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Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
Electronic Communications in Probability, 2010 Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(Δ_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the support of Wigner's semi-circle law, we prove that the related counting measures $({\mathcal N}_n(Δ_{i,n}), 1\leq i\leq
Merouane Debbah +2 more
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Nonlinear Analysis, 2021 In this paper, we consider the sum Snξ = ξ1 + ... + ξn of possibly dependent and nonidentically distributed real-valued random variables ξ1, ... , ξn with consistently varying distributions. By assuming that collection {ξ1, ...
Jonas Sprindys, Jonas Šiaulys
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Asymptotic Properties of Spearman's Rank Correlation for Variables with Finite Support. [PDF]
PLoS ONE, 2016 The asymptotic variance and distribution of Spearman's rank correlation have previously been known only under independence. For variables with finite support, the population version of Spearman's rank correlation has been derived.
Petra Ornstein, Johan Lyhagen
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Asymptotic independence of bivariate order statistics [PDF]
Statistics & Probability Letters, 2017 It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases. We extend this result to bivariate random variables, where the os are taken componentwise.
Michael Falk, Florian Wisheckel
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A distribution-free test of independence based on a modified mean variance index
Statistical Theory and Related Fields, 2023 Cui and Zhong (2019), (Computational Statistics & Data Analysis, 139, 117–133) proposed a test based on the mean variance (MV) index to test independence between a categorical random variable Y with R categories and a continuous random variable X.
Weidong Ma +3 more
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Geostatistics of Dependent and Asymptotically Independent Extremes [PDF]
Mathematical Geosciences, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Davison, Anthony C. +2 more
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