Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin

Artikel in diesem Heft

1. Regular articles
2. Generalized Bernoulli process with long-range dependence and fractional binomial distribution
3. Polynomial bivariate copulas of degree five: characterization and some particular inequalities
4. Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
5. Explaining predictive models using Shapley values and non-parametric vine copulas
6. Study of partial and average conditional Kendall’s tau
7. Detecting departures from meta-ellipticity for multivariate stationary time series
8. Generalized Bernoulli process: simulation, estimation, and application
9. Asymptotic normality of the relative error regression function estimator for censored and time series data
10. Hoeffding–Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application
11. Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
12. Detection of arbitrage opportunities in multi-asset derivatives markets
13. Special Issue in Memory of Abe Sklar
14. Special Issue on copulas in memory of Abe Sklar (1925-2020)
15. A tribute to Abe Sklar
16. On partially Schur-constant models and their associated copulas
17. On copulas of self-similar Ito processes
18. Sklar’s theorem, copula products, and ordering results in factor models
19. On convergence of associative copulas and related results
20. Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
21. New results on perturbation-based copulas
22. On a general class of gamma based copulas
23. Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
24. Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes