7 problems
Drton–Xiao's conjecture. Based on simulations, the distribution of is , the Cauchy distribution with center and scale .
Let be the bivariate Marshall–Olkin exponential distribution generated by independent exponential shock times with positive parameters…
Let and be positively dependent random variables, meaning that for all increasing functions . Positive-dependence represen…
Let be standard uniform random variables whose dependence is described by a Gaussian copula with positive correlation coefficients, and let sub-uniformity denote th…
Let be random variables with a dependence structure given by an elliptical copula or an Archimedean copula, and let sub-uniformity denote the property that the gene…
Cai and Jin's conjecture. The estimator will remain consistent under certain forms of weakly correlated dependence among the test statistics. The conjecture c…
Let be the stationary process in the paper, let , and let denote the physical dependence coefficients. Define … The paper's condition … can be weaken…