We consider a generalization of the bivariate Farlie-Gumbel-Morgenstern (FGM) distribution by introducing additional parameters. For the generalized FGM distribution, the admissible range of the association parameter allowing positive quadrant dependence property is shown. Distributional properties of concomitants for this generalized FGM distribution are studied. Recurrence relations between m...

Abstract. The estimation of a density and its derivatives from a finite mixture under the pairwise positive quadrant dependence assumption is considered. A new wavelet based linear estimator is constructed. We evaluate its asymptotic performance by determining an upper bound of the mean integrated squared error. We prove that it attains a sharp rate of convergence for a wide class of unknown de...

For a sequence of pairwise negative quadrant dependent random variables {Xn, n ≥ 1}, conditions are given under which normed and centered partial sums converge to 0 almost certainly. As special cases, new results are obtained for weighted sums { ∑n j=1 ajXj , n ≥ 1} where {an, n ≥ 1} is a sequence of positive constants and the {Xn, n ≥ 1} are also identically distributed. A result of Matu la [1...

A class of distribution-free tests based on convex combination of two U-statistics is considered for testing independence against positive quadrant dependence. The class of tests proposed by Kochar and Gupta (1987) and Kendall’s test are members of the proposed class. The performance of the proposed class is evaluated in terms of Pitman asymptotic relative efficiency for BlockBasu (1974) model ...