2 papers
stat.ME2025
Measures and Models of Non-Monotonic Dependence
Alexander J. McNeil, Johanna G. Neslehova, Andrew D. Smith
A margin-free measure of bivariate association generalizing Spearman's rho to the case of non-monotonic dependence is defined in terms of two square integrable functions on the uni…
math.PR2024
Limiting Behavior of Maxima under Dependence
Klaus Herrmann, Marius Hofert, Johanna G. Neslehova
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the norma…