Gomes, M. Ivette Revisiting rates of convergence and penultimate approximations for extremes. (English) Zbl 07307786 Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 50, 135-149 (2020). MSC: 62G32 62N05 62G20 65C05 PDF BibTeX XML Cite \textit{M. I. Gomes}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. 50, 135--149 (2020; Zbl 07307786) Full Text: Link
Ahmad, Aboubacrène Ag; Deme, El Hadji; Diop, Aliou; Girard, Stéphane; Usseglio-Carleve, Antoine Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model. (English) Zbl 07298081 Electron. J. Stat. 14, No. 2, 4421-4456 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G32 62G30 62E20 62P12 PDF BibTeX XML Cite \textit{A. A. Ahmad} et al., Electron. J. Stat. 14, No. 2, 4421--4456 (2020; Zbl 07298081) Full Text: DOI Euclid
Pagurova, V. I. Refining Rossberg’s theorem. (English. Russian original) Zbl 07296554 Mosc. Univ. Comput. Math. Cybern. 44, No. 2, 95-96 (2020); translation from Vestn. Mosk. Univ., Ser. XV 2020, No. 2, 50-56 (2020). MSC: 62G32 62G30 62G20 62H20 60G70 PDF BibTeX XML Cite \textit{V. I. Pagurova}, Mosc. Univ. Comput. Math. Cybern. 44, No. 2, 95--96 (2020; Zbl 07296554); translation from Vestn. Mosk. Univ., Ser. XV 2020, No. 2, 50--56 (2020) Full Text: DOI
Yang, Xiaona; Wang, Zhaojun; Zi, Xuemin Outlier detection for multinomial data with a large number of categories. (English) Zbl 07293110 Random Matrices Theory Appl. 9, No. 3, Article ID 2050008, 17 p. (2020). MSC: 62G32 62H12 PDF BibTeX XML Cite \textit{X. Yang} et al., Random Matrices Theory Appl. 9, No. 3, Article ID 2050008, 17 p. (2020; Zbl 07293110) Full Text: DOI
Penalva, Helena; Gomes, M. Ivette; Caeiro, Frederico; Neves, M. Manuela A couple of non reduced bias generalized means in extreme value theory: an asymptotic comparison. (English) Zbl 07289284 REVSTAT 18, No. 3, 281-298 (2020). MSC: 62G32 62E20 60G70 PDF BibTeX XML Cite \textit{H. Penalva} et al., REVSTAT 18, No. 3, 281--298 (2020; Zbl 07289284) Full Text: Link
Huang, Haiwu; Li, Linyan; Lu, Xuewen Convergence of the tail probability for weighted sums of negatively orthant dependent random variables. (English) Zbl 07286040 Kybernetika 56, No. 4, 646-661 (2020). MSC: 62G32 60F15 PDF BibTeX XML Cite \textit{H. Huang} et al., Kybernetika 56, No. 4, 646--661 (2020; Zbl 07286040) Full Text: DOI
Guloksuz, Cigdem Topcu; Celik, Nuri An extension of generalized extreme value distribution: uniform-GEV distribution and its application to Earthquake data. (English) Zbl 07280240 Thail. Stat. 18, No. 4, 491-506 (2020). MSC: 62G32 62E15 60E05 62P35 86A15 PDF BibTeX XML Cite \textit{C. T. Guloksuz} and \textit{N. Celik}, Thail. Stat. 18, No. 4, 491--506 (2020; Zbl 07280240) Full Text: Link
Gardes, Laurent; Girard, Stéphane; Stupfler, Gilles Beyond tail Median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization. (English) Zbl 07279467 Scand. J. Stat. 47, No. 3, 922-949 (2020). MSC: 62G32 60F17 62P20 PDF BibTeX XML Cite \textit{L. Gardes} et al., Scand. J. Stat. 47, No. 3, 922--949 (2020; Zbl 07279467) Full Text: DOI
Chinot, Geoffrey ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels. (English) Zbl 1453.62484 Electron. J. Stat. 14, No. 2, 3563-3605 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G35 62G08 62C20 PDF BibTeX XML Cite \textit{G. Chinot}, Electron. J. Stat. 14, No. 2, 3563--3605 (2020; Zbl 1453.62484) Full Text: DOI Euclid
Whitaker, T.; Beranger, B.; Sisson, S. A. Composite likelihood methods for histogram-valued random variables. (English) Zbl 1452.62337 Stat. Comput. 30, No. 5, 1459-1477 (2020). MSC: 62G32 62H11 62R07 62P12 86A08 PDF BibTeX XML Cite \textit{T. Whitaker} et al., Stat. Comput. 30, No. 5, 1459--1477 (2020; Zbl 1452.62337) Full Text: DOI
Yang, Hu; Li, Ning; Yang, Jing A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates. (English) Zbl 1452.62338 Stat. Pap. 61, No. 5, 1911-1937 (2020). MSC: 62G32 62G35 62J02 62R07 PDF BibTeX XML Cite \textit{H. Yang} et al., Stat. Pap. 61, No. 5, 1911--1937 (2020; Zbl 1452.62338) Full Text: DOI
Smirnov, Veniamin; Ma, Zhuanzhuan; Volchenkov, Dimitri Invited article by M. Gidea: Extreme events and emergency scales. (English) Zbl 1451.62048 Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105350, 19 p. (2020). MSC: 62G32 62M10 62P20 91B84 PDF BibTeX XML Cite \textit{V. Smirnov} et al., Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105350, 19 p. (2020; Zbl 1451.62048) Full Text: DOI
Kerger, Phillip; Kobayashi, Kei Parameter estimation for one-sided heavy-tailed distributions. (English) Zbl 1450.62045 Stat. Probab. Lett. 164, Article ID 108808, 10 p. (2020). MSC: 62G32 60G52 62F10 62P05 PDF BibTeX XML Cite \textit{P. Kerger} and \textit{K. Kobayashi}, Stat. Probab. Lett. 164, Article ID 108808, 10 p. (2020; Zbl 1450.62045) Full Text: DOI
Guyader, Arnaud; Touchette, Hugo Efficient large deviation estimation based on importance sampling. (English) Zbl 1448.62061 J. Stat. Phys. 181, No. 2, 551-586 (2020). MSC: 62G32 62G20 60F10 60J10 60J60 PDF BibTeX XML Cite \textit{A. Guyader} and \textit{H. Touchette}, J. Stat. Phys. 181, No. 2, 551--586 (2020; Zbl 1448.62061) Full Text: DOI
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas Estimating long memory in panel random-coefficient AR(1) data. (English) Zbl 1448.62062 J. Time Ser. Anal. 41, No. 4, 520-535 (2020). MSC: 62G32 62G20 62M10 62D20 PDF BibTeX XML Cite \textit{R. Leipus} et al., J. Time Ser. Anal. 41, No. 4, 520--535 (2020; Zbl 1448.62062) Full Text: DOI
Drees, Holger; Knežević, Miran Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. (English) Zbl 1447.62050 Extremes 23, No. 3, 465-491 (2020). MSC: 62G32 62M10 62M15 62G05 PDF BibTeX XML Cite \textit{H. Drees} and \textit{M. Knežević}, Extremes 23, No. 3, 465--491 (2020; Zbl 1447.62050) Full Text: DOI
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. (English) Zbl 1450.62044 Extremes 23, No. 3, 425-450 (2020). MSC: 62G32 62P05 33E12 91G05 62E10 62F10 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Extremes 23, No. 3, 425--450 (2020; Zbl 1450.62044) Full Text: DOI
Li, Rong; Bi, Xiuchun; Zhang, Shuguang Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. (English) Zbl 1447.62052 Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020). MSC: 62G32 62E20 60F10 PDF BibTeX XML Cite \textit{R. Li} et al., Stat. Probab. Lett. 165, Article ID 108857, 6 p. (2020; Zbl 1447.62052) Full Text: DOI
Tadese, Mekonnen; Drapeau, Samuel Relative bound and asymptotic comparison of expectile with respect to expected shortfall. (English) Zbl 1448.62064 Insur. Math. Econ. 93, 387-399 (2020). MSC: 62G32 62P05 91G05 PDF BibTeX XML Cite \textit{M. Tadese} and \textit{S. Drapeau}, Insur. Math. Econ. 93, 387--399 (2020; Zbl 1448.62064) Full Text: DOI
Boutahar, Mohamed; Kchaou, Imen; Reboul, Laurence Estimation of Pickands dependence function of bivariate extremes under mixing conditions. (English) Zbl 1443.62127 Lith. Math. J. 60, No. 2, 129-146 (2020). MSC: 62G32 62G10 62G07 62G20 62H05 62E20 60G10 PDF BibTeX XML Cite \textit{M. Boutahar} et al., Lith. Math. J. 60, No. 2, 129--146 (2020; Zbl 1443.62127) Full Text: DOI
Németh, László; Zempléni, András Regression estimator for the tail index. (English) Zbl 1443.62130 J. Stat. Theory Pract. 14, No. 3, Paper No. 48, 23 p. (2020). MSC: 62G32 62G09 60G70 62P12 PDF BibTeX XML Cite \textit{L. Németh} and \textit{A. Zempléni}, J. Stat. Theory Pract. 14, No. 3, Paper No. 48, 23 p. (2020; Zbl 1443.62130) Full Text: DOI
Albert, Clément; Dutfoy, Anne; Girard, Stéphane Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles. (English) Zbl 1443.62126 Extremes 23, No. 2, 349-380 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G20 62G08 PDF BibTeX XML Cite \textit{C. Albert} et al., Extremes 23, No. 2, 349--380 (2020; Zbl 1443.62126) Full Text: DOI
Holešovský, Jan; Fusek, Michal Estimation of the extremal index using censored distributions. (English) Zbl 1451.62047 Extremes 23, No. 2, 197-213 (2020). Reviewer: Nelson I. Tanaka (São Paulo) MSC: 62G32 62M09 62H30 62N01 62N02 62P12 60G70 62M10 62B10 PDF BibTeX XML Cite \textit{J. Holešovský} and \textit{M. Fusek}, Extremes 23, No. 2, 197--213 (2020; Zbl 1451.62047) Full Text: DOI
Majumdar, Satya N.; Pal, Arnab; Schehr, Grégory Extreme value statistics of correlated random variables: a pedagogical review. (English) Zbl 1441.62115 Phys. Rep. 840, 1-32 (2020). MSC: 62G32 62H20 62M10 62P35 60G70 60G60 62-02 PDF BibTeX XML Cite \textit{S. N. Majumdar} et al., Phys. Rep. 840, 1--32 (2020; Zbl 1441.62115) Full Text: DOI
Yang, Yaxing; Li, Dong Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models. (English) Zbl 1442.62107 J. Time Ser. Anal. 41, No. 1, 163-172 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62M10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{D. Li}, J. Time Ser. Anal. 41, No. 1, 163--172 (2020; Zbl 1442.62107) Full Text: DOI
Zou, Jingjing; Davis, Richard A.; Samorodnitsky, Gennady Extreme value analysis without the largest values: what can be done? (English) Zbl 1440.62174 Probab. Eng. Inf. Sci. 34, No. 2, 200-220 (2020). MSC: 62G32 62D10 60G70 60F17 62P12 62P35 86A15 60G15 PDF BibTeX XML Cite \textit{J. Zou} et al., Probab. Eng. Inf. Sci. 34, No. 2, 200--220 (2020; Zbl 1440.62174) Full Text: DOI
Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle Bias correction in conditional multivariate extremes. (English) Zbl 1439.62120 Electron. J. Stat. 14, No. 1, 1773-1795 (2020). MSC: 62G32 62H12 62G05 62G20 62L20 60F05 60G70 62P12 PDF BibTeX XML Cite \textit{M. Escobar-Bach} et al., Electron. J. Stat. 14, No. 1, 1773--1795 (2020; Zbl 1439.62120) Full Text: DOI Euclid
Janßen, Anja; Wan, Phyllis \(k\)-means clustering of extremes. (English) Zbl 1439.62121 Electron. J. Stat. 14, No. 1, 1211-1233 (2020). MSC: 62G32 62H30 60G70 62M15 PDF BibTeX XML Cite \textit{A. Janßen} and \textit{P. Wan}, Electron. J. Stat. 14, No. 1, 1211--1233 (2020; Zbl 1439.62121) Full Text: DOI Euclid
Moura e Silva, Wyara Vanesa; Ferraz do Nascimento, Fernando; Bourguignon, Marcelo A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data. (English) Zbl 1440.62171 Appl. Math. Modelling 82, 666-679 (2020). MSC: 62G32 62G10 62G30 62P05 62P12 PDF BibTeX XML Cite \textit{W. V. Moura e Silva} et al., Appl. Math. Modelling 82, 666--679 (2020; Zbl 1440.62171) Full Text: DOI
Clote, P. Are RNA networks scale-free? (English) Zbl 1437.62174 J. Math. Biol. 80, No. 5, 1291-1321 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G07 05C82 68R05 92D20 62P10 PDF BibTeX XML Cite \textit{P. Clote}, J. Math. Biol. 80, No. 5, 1291--1321 (2020; Zbl 1437.62174) Full Text: DOI
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. Are extreme value estimation methods useful for network data? (English) Zbl 07176056 Extremes 23, No. 1, 171-195 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62G32 62G35 62H12 62E20 60G70 05C90 PDF BibTeX XML Cite \textit{P. Wan} et al., Extremes 23, No. 1, 171--195 (2020; Zbl 07176056) Full Text: DOI
Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher Trend detection for heteroscedastic extremes. (English) Zbl 1436.62177 Extremes 23, No. 1, 85-115 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62F03 62P12 PDF BibTeX XML Cite \textit{A. Mefleh} et al., Extremes 23, No. 1, 85--115 (2020; Zbl 1436.62177) Full Text: DOI
Kim, Sojung; Kim, Kyoung-Kuk; Ryu, Heelang Robust quantile estimation under bivariate extreme value models. (English) Zbl 07176052 Extremes 23, No. 1, 55-83 (2020). MSC: 62G32 62G35 62H12 60G70 PDF BibTeX XML Cite \textit{S. Kim} et al., Extremes 23, No. 1, 55--83 (2020; Zbl 07176052) Full Text: DOI
Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe Statistical inference for heavy tailed series with extremal independence. (English) Zbl 07176050 Extremes 23, No. 1, 1-33 (2020). MSC: 62G32 PDF BibTeX XML Cite \textit{C. Bilayi-Biakana} et al., Extremes 23, No. 1, 1--33 (2020; Zbl 07176050) Full Text: DOI
Leonelli, Manuele; Gamerman, Dani Semiparametric bivariate modelling with flexible extremal dependence. (English) Zbl 1436.62176 Stat. Comput. 30, No. 2, 221-236 (2020). MSC: 62G32 62H05 62G08 PDF BibTeX XML Cite \textit{M. Leonelli} and \textit{D. Gamerman}, Stat. Comput. 30, No. 2, 221--236 (2020; Zbl 1436.62176) Full Text: DOI
Ferreira, M.; Ferreira, H. Tail dependence under sample failures. (English) Zbl 1436.62174 Theory Probab. Appl. 64, No. 4, 636-645 (2020) and Teor. Veroyatn. Primen. 64, No. 4, 798-810 (2019). MSC: 62G32 62M10 60G70 PDF BibTeX XML Cite \textit{M. Ferreira} and \textit{H. Ferreira}, Theory Probab. Appl. 64, No. 4, 636--645 (2020; Zbl 1436.62174) Full Text: DOI
Jordanova, Pavlina; Stehlík, Milan IPO estimation of heaviness of the distribution beyond regularly varying tails. (English) Zbl 1443.62129 Stochastic Anal. Appl. 38, No. 1, 76-96 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 62G32 62G05 62G20 62G30 PDF BibTeX XML Cite \textit{P. Jordanova} and \textit{M. Stehlík}, Stochastic Anal. Appl. 38, No. 1, 76--96 (2020; Zbl 1443.62129) Full Text: DOI
Minsker, Stanislav; Wei, Xiaohan Robust modifications of U-statistics and applications to covariance estimation problems. (English) Zbl 07140514 Bernoulli 26, No. 1, 694-727 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62G32 62G30 62G35 62J10 PDF BibTeX XML Cite \textit{S. Minsker} and \textit{X. Wei}, Bernoulli 26, No. 1, 694--727 (2020; Zbl 07140514) Full Text: DOI Euclid arXiv
Kruse, Thomas; Schneider, Judith C.; Schweizer, Nikolaus Technical note: The joint impact of \(F\)-divergences and reference models on the contents of uncertainty sets. (English) Zbl 07262437 Oper. Res. 67, No. 2, 428-435 (2019). MSC: 62G32 62G35 PDF BibTeX XML Cite \textit{T. Kruse} et al., Oper. Res. 67, No. 2, 428--435 (2019; Zbl 07262437) Full Text: DOI
Heikkilä, Matias Nonparametric geometric outlier detection. (English) Zbl 1443.62128 Scand. J. Stat. 46, No. 4, 1300-1314 (2019). MSC: 62G32 62G35 62R30 57R05 PDF BibTeX XML Cite \textit{M. Heikkilä}, Scand. J. Stat. 46, No. 4, 1300--1314 (2019; Zbl 1443.62128) Full Text: DOI
Lepore, Antonio Nearly unbiased probability plots for extreme value distributions. (English) Zbl 1434.62074 Petrucci, Alessandra (ed.) et al., New statistical developments in data science – SIS 2017. Extended versions of papers based on the conference on statistics and data science: new challenges, new generations, Florence, Italy, June 28–30, 2017. Cham: Springer. Springer Proc. Math. Stat. 288, 457-468 (2019). MSC: 62G32 62E15 PDF BibTeX XML Cite \textit{A. Lepore}, Springer Proc. Math. Stat. 288, 457--468 (2019; Zbl 1434.62074) Full Text: DOI
Caeiro, Frederico; Henriques-Rodrigues, Lígia Reduced-bias kernel estimators of a positive extreme value index. (English) Zbl 1436.62173 Math. Methods Appl. Sci. 42, No. 17, 5867-5880 (2019). MSC: 62G32 62G20 62G05 62P05 PDF BibTeX XML Cite \textit{F. Caeiro} and \textit{L. Henriques-Rodrigues}, Math. Methods Appl. Sci. 42, No. 17, 5867--5880 (2019; Zbl 1436.62173) Full Text: DOI
Nevzorov, V. B.; Stepanov, A. V. On distributions of sums of record values. (English. Russian original) Zbl 1435.62173 Vestn. St. Petersbg. Univ., Math. 52, No. 1, 75-80 (2019); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 6(64), No. 1, 110-117 (2019). MSC: 62G32 62G30 62E20 PDF BibTeX XML Cite \textit{V. B. Nevzorov} and \textit{A. V. Stepanov}, Vestn. St. Petersbg. Univ., Math. 52, No. 1, 75--80 (2019; Zbl 1435.62173); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 6(64), No. 1, 110--117 (2019) Full Text: DOI
Kazachuk, M. A.; Petrovskiy, M. I.; Mashechkin, I. V.; Gorokhov, O. E. Outlier detection in complex structured event streams. (English. Russian original) Zbl 1435.62171 Mosc. Univ. Comput. Math. Cybern. 43, No. 3, 101-111 (2019); translation from Vestn. Mosk. Univ., Ser. XV 2019, No. 3, 17-28 (2019). MSC: 62G32 62H30 62H86 62P25 PDF BibTeX XML Cite \textit{M. A. Kazachuk} et al., Mosc. Univ. Comput. Math. Cybern. 43, No. 3, 101--111 (2019; Zbl 1435.62171); translation from Vestn. Mosk. Univ., Ser. XV 2019, No. 3, 17--28 (2019) Full Text: DOI
Youngman, Benjamin D. Generalized additive models for exceedances of high thresholds with an application to return level estimation for U.S. wind gusts. (English) Zbl 1428.62202 J. Am. Stat. Assoc. 114, No. 528, 1865-1879 (2019). MSC: 62G32 62P35 PDF BibTeX XML Cite \textit{B. D. Youngman}, J. Am. Stat. Assoc. 114, No. 528, 1865--1879 (2019; Zbl 1428.62202) Full Text: DOI
Khadraoui, Khader; Ribereau, Pierre Bayesian inference with \(M\)-splines on spectral measure of bivariate extremes. (English) Zbl 1434.62073 Methodol. Comput. Appl. Probab. 21, No. 3, 765-788 (2019). MSC: 62G32 62G05 60J22 65D07 62M15 62H12 PDF BibTeX XML Cite \textit{K. Khadraoui} and \textit{P. Ribereau}, Methodol. Comput. Appl. Probab. 21, No. 3, 765--788 (2019; Zbl 1434.62073) Full Text: DOI
Ahmed, Hanan; Einmahl, John H. J. Improved estimation of the extreme value index using related variables. (English) Zbl 1434.62072 Extremes 22, No. 4, 553-569 (2019). MSC: 62G32 62G05 62G20 62P05 60F05 60G70 PDF BibTeX XML Cite \textit{H. Ahmed} and \textit{J. H. J. Einmahl}, Extremes 22, No. 4, 553--569 (2019; Zbl 1434.62072) Full Text: DOI arXiv
Penalva, Helena; Gomes, Dora Prata; Neves, M. Manuela; Nunes, Sandra Testing conditions and estimating parameters in extreme value theory: application to environmental data. (English) Zbl 1433.62128 REVSTAT 17, No. 2, 187-207 (2019). MSC: 62G32 62E20 62G10 62P12 PDF BibTeX XML Cite \textit{H. Penalva} et al., REVSTAT 17, No. 2, 187--207 (2019; Zbl 1433.62128) Full Text: Link
Beirlant, Jan; Maribe, Gaonyalelwe; Verster, Andréhette Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails. (English) Zbl 1428.62195 REVSTAT 17, No. 1, 91-108 (2019). MSC: 62G32 62F10 62F15 62J07 PDF BibTeX XML Cite \textit{J. Beirlant} et al., REVSTAT 17, No. 1, 91--108 (2019; Zbl 1428.62195) Full Text: Link
Martins, A. P.; Sebastião, J. R. Methods for estimating the upcrossings index: improvements and comparison. (English) Zbl 1432.62143 Stat. Pap. 60, No. 4, 1317-1347 (2019). MSC: 62G32 60G70 60F05 60G10 62M10 62P05 PDF BibTeX XML Cite \textit{A. P. Martins} and \textit{J. R. Sebastião}, Stat. Pap. 60, No. 4, 1317--1347 (2019; Zbl 1432.62143) Full Text: DOI
Falk, Michael; Padoan, Simone A.; Wisheckel, Florian Generalized Pareto copulas: a key to multivariate extremes. (English) Zbl 1428.62200 J. Multivariate Anal. 174, Article ID 104538, 17 p. (2019). MSC: 62G32 60G70 62H05 PDF BibTeX XML Cite \textit{M. Falk} et al., J. Multivariate Anal. 174, Article ID 104538, 17 p. (2019; Zbl 1428.62200) Full Text: DOI
Jiang, Yunlu; Tian, Guo-Liang; Fei, Yu A robust and efficient estimation method for partially nonlinear models via a new MM algorithm. (English) Zbl 1432.62142 Stat. Pap. 60, No. 6, 2063-2085 (2019). MSC: 62G32 62C20 62G35 62G08 PDF BibTeX XML Cite \textit{Y. Jiang} et al., Stat. Pap. 60, No. 6, 2063--2085 (2019; Zbl 1432.62142) Full Text: DOI
Nasiri, P.; Ebrahimi, F. Interval shrinkage estimators of scale parameter of exponential distribution in the present of presence of outliers. (English) Zbl 1432.62144 Malays. J. Math. Sci. 13, No. 1, 75-85 (2019). MSC: 62G32 62G07 PDF BibTeX XML Cite \textit{P. Nasiri} and \textit{F. Ebrahimi}, Malays. J. Math. Sci. 13, No. 1, 75--85 (2019; Zbl 1432.62144) Full Text: Link
Daouia, Abdelaati; Gijbels, Irène; Stupfler, Gilles Extremiles: a new perspective on asymmetric least squares. (English) Zbl 1428.62198 J. Am. Stat. Assoc. 114, No. 527, 1366-1381 (2019). MSC: 62G32 PDF BibTeX XML Cite \textit{A. Daouia} et al., J. Am. Stat. Assoc. 114, No. 527, 1366--1381 (2019; Zbl 1428.62198) Full Text: DOI
Debruyne, Michiel; Höppner, Sebastiaan; Serneels, Sven; Verdonck, Tim Outlyingness: which variables contribute most? (English) Zbl 1430.62095 Stat. Comput. 29, No. 4, 707-723 (2019). MSC: 62G32 62G35 PDF BibTeX XML Cite \textit{M. Debruyne} et al., Stat. Comput. 29, No. 4, 707--723 (2019; Zbl 1430.62095) Full Text: DOI
Bücher, Axel; Volgushev, Stanislav; Zou, Nan On second order conditions in the multivariate block maxima and peak over threshold method. (English) Zbl 1422.62171 J. Multivariate Anal. 173, 604-619 (2019). MSC: 62G32 62H12 PDF BibTeX XML Cite \textit{A. Bücher} et al., J. Multivariate Anal. 173, 604--619 (2019; Zbl 1422.62171) Full Text: DOI arXiv
Butler, Ronald W.; Wood, Andrew T. A. Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions. (English) Zbl 1429.62173 Bernoulli 25, No. 4B, 3379-3399 (2019). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G32 60F10 62N05 PDF BibTeX XML Cite \textit{R. W. Butler} and \textit{A. T. A. Wood}, Bernoulli 25, No. 4B, 3379--3399 (2019; Zbl 1429.62173) Full Text: DOI Euclid
Lo, Gane Samb; Ahsanullah, Mohammad An introduction to a general records theory both for dependent and high dimensions. (English. French summary) Zbl 1431.62213 Afr. Stat. 14, No. 2, 2019-2056 (2019); erratum ibid. 14, No. 3, 2057-2059 (2019). MSC: 62G32 62G30 60E15 PDF BibTeX XML Cite \textit{G. S. Lo} and \textit{M. Ahsanullah}, Afr. Stat. 14, No. 2, 2019--2056 (2019; Zbl 1431.62213) Full Text: DOI Euclid
Kössler, Wolfgang; Ott, Janine Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution. (English) Zbl 1427.62040 AStA, Adv. Stat. Anal. 103, No. 3, 437-452 (2019). MSC: 62G32 62G30 62P30 PDF BibTeX XML Cite \textit{W. Kössler} and \textit{J. Ott}, AStA, Adv. Stat. Anal. 103, No. 3, 437--452 (2019; Zbl 1427.62040) Full Text: DOI
Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie Exceedance-based nonlinear regression of tail dependence. (English) Zbl 1429.62175 Extremes 22, No. 3, 523-552 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62J12 62H12 62P12 PDF BibTeX XML Cite \textit{L. Mhalla} et al., Extremes 22, No. 3, 523--552 (2019; Zbl 1429.62175) Full Text: DOI
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Bias-corrected estimation for conditional Pareto-type distributions with random right censoring. (English) Zbl 1429.62174 Extremes 22, No. 3, 459-498 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G08 62G20 62N01 62P10 62P05 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Extremes 22, No. 3, 459--498 (2019; Zbl 1429.62174) Full Text: DOI
Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F. A nonparametric method for producing isolines of bivariate exceedance probabilities. (English) Zbl 1428.62197 Extremes 22, No. 3, 373-390 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62H10 PDF BibTeX XML Cite \textit{D. Cooley} et al., Extremes 22, No. 3, 373--390 (2019; Zbl 1428.62197) Full Text: DOI
Li, Yizeng; Qi, Yongcheng Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution. (English) Zbl 07101643 Stat. Probab. Lett. 152, 50-58 (2019). MSC: 62G32 62G15 PDF BibTeX XML Cite \textit{Y. Li} and \textit{Y. Qi}, Stat. Probab. Lett. 152, 50--58 (2019; Zbl 07101643) Full Text: DOI
Fogarty, Colin B.; Hasegawa, Raiden B. Extended sensitivity analysis for heterogeneous unmeasured confounding with an application to sibling studies of returns to education. (English) Zbl 1423.62040 Ann. Appl. Stat. 13, No. 2, 767-796 (2019). MSC: 62G32 90C20 62P20 62P25 PDF BibTeX XML Cite \textit{C. B. Fogarty} and \textit{R. B. Hasegawa}, Ann. Appl. Stat. 13, No. 2, 767--796 (2019; Zbl 1423.62040) Full Text: DOI Euclid
Beirlant, Jan; Worms, Julien; Worms, Rym Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. (English) Zbl 1418.62214 J. Stat. Plann. Inference 202, 31-56 (2019). MSC: 62G32 62N02 62E20 PDF BibTeX XML Cite \textit{J. Beirlant} et al., J. Stat. Plann. Inference 202, 31--56 (2019; Zbl 1418.62214) Full Text: DOI
Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data. (English) Zbl 1418.62215 Electron. J. Stat. 13, No. 1, 1872-1925 (2019). MSC: 62G32 62G35 62G30 PDF BibTeX XML Cite \textit{S. Bhattacharya} et al., Electron. J. Stat. 13, No. 1, 1872--1925 (2019; Zbl 1418.62215) Full Text: DOI Euclid
Klebanov, L.; Volchenkova, I. Outliers and the ostensibly heavy tails. (English) Zbl 1428.62201 Math. Methods Stat. 28, No. 1, 74-81 (2019). Reviewer: Krzysztof Piasecki (Poznań) MSC: 62G32 62P05 60E15 PDF BibTeX XML Cite \textit{L. Klebanov} and \textit{I. Volchenkova}, Math. Methods Stat. 28, No. 1, 74--81 (2019; Zbl 1428.62201) Full Text: DOI
Sun, Julian; Samorodnitsky, Gennady Multiple thresholds in extremal parameter estimation. (English) Zbl 1420.62228 Extremes 22, No. 2, 317-341 (2019). MSC: 62G32 60G70 62G30 PDF BibTeX XML Cite \textit{J. Sun} and \textit{G. Samorodnitsky}, Extremes 22, No. 2, 317--341 (2019; Zbl 1420.62228) Full Text: DOI
Chiapino, Maël; Sabourin, Anne; Segers, Johan Identifying groups of variables with the potential of being large simultaneously. (English) Zbl 1420.62226 Extremes 22, No. 2, 193-222 (2019). MSC: 62G32 62H15 PDF BibTeX XML Cite \textit{M. Chiapino} et al., Extremes 22, No. 2, 193--222 (2019; Zbl 1420.62226) Full Text: DOI
Krupskii, Pavel; Joe, Harry Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients. (English) Zbl 1419.62116 J. Multivariate Anal. 172, 147-161 (2019). MSC: 62G32 62H12 62H05 62P05 PDF BibTeX XML Cite \textit{P. Krupskii} and \textit{H. Joe}, J. Multivariate Anal. 172, 147--161 (2019; Zbl 1419.62116) Full Text: DOI
Grama, Ion; Jaunâtre, Kévin Estimation of extreme survival probabilities with Cox model. (English) Zbl 1419.62114 Statistics 53, No. 4, 807-838 (2019). MSC: 62G32 62N05 PDF BibTeX XML Cite \textit{I. Grama} and \textit{K. Jaunâtre}, Statistics 53, No. 4, 807--838 (2019; Zbl 1419.62114) Full Text: DOI
Kim, Mihyun; Kokoszka, Piotr Hill estimator of projections of functional data on principal components. (English) Zbl 1418.62218 Statistics 53, No. 4, 699-720 (2019). MSC: 62G32 62H25 PDF BibTeX XML Cite \textit{M. Kim} and \textit{P. Kokoszka}, Statistics 53, No. 4, 699--720 (2019; Zbl 1418.62218) Full Text: DOI
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Robust estimation of the Pickands dependence function under random right censoring. (English) Zbl 1419.62113 Insur. Math. Econ. 87, 101-114 (2019). MSC: 62G32 62G05 62G35 62N01 62P05 62H12 91B30 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Insur. Math. Econ. 87, 101--114 (2019; Zbl 1419.62113) Full Text: DOI
Wan, Phyllis; Davis, Richard A. Threshold selection for multivariate heavy-tailed data. (English) Zbl 1418.62220 Extremes 22, No. 1, 131-166 (2019). MSC: 62G32 60G70 62G10 62P05 PDF BibTeX XML Cite \textit{P. Wan} and \textit{R. A. Davis}, Extremes 22, No. 1, 131--166 (2019; Zbl 1418.62220) Full Text: DOI arXiv
Stupfler, Gilles On the study of extremes with dependent random right-censoring. (English) Zbl 07061127 Extremes 22, No. 1, 97-129 (2019). MSC: 62G32 62N01 62N02 PDF BibTeX XML Cite \textit{G. Stupfler}, Extremes 22, No. 1, 97--129 (2019; Zbl 07061127) Full Text: DOI
Leng, Xuan; Peng, Liang; Wang, Xing; Zhou, Chen Endpoint estimation for observations with normal measurement errors. (English) Zbl 1419.62117 Extremes 22, No. 1, 71-96 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62G32 62G05 60G20 PDF BibTeX XML Cite \textit{X. Leng} et al., Extremes 22, No. 1, 71--96 (2019; Zbl 1419.62117) Full Text: DOI
Kulik, Rafał; Tong, Zhigang Estimation of the expected shortfall given an extreme component under conditional extreme value model. (English) Zbl 1420.62227 Extremes 22, No. 1, 29-70 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G07 62H12 62P05 PDF BibTeX XML Cite \textit{R. Kulik} and \textit{Z. Tong}, Extremes 22, No. 1, 29--70 (2019; Zbl 1420.62227) Full Text: DOI
Heikkilä, Matias; Dominicy, Yves; Ilmonen, Pauliina On multivariate separating Hill estimator under estimated location and scatter. (English) Zbl 1418.62217 Statistics 53, No. 2, 301-320 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62H12 62G20 PDF BibTeX XML Cite \textit{M. Heikkilä} et al., Statistics 53, No. 2, 301--320 (2019; Zbl 1418.62217) Full Text: DOI
Bahraoui, Zuhair; Bahraoui, M. Amin Extreme quantiles and tail index of a distribution based on kernel estimator. (English) Zbl 1411.62123 J. Korean Stat. Soc. 48, No. 1, 134-145 (2019). MSC: 62G32 62G07 62G08 PDF BibTeX XML Cite \textit{Z. Bahraoui} and \textit{M. A. Bahraoui}, J. Korean Stat. Soc. 48, No. 1, 134--145 (2019; Zbl 1411.62123) Full Text: DOI
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization. (English) Zbl 1442.62106 Bernoulli 25, No. 1, 264-309 (2019). MSC: 62G32 62G08 62M10 62P05 PDF BibTeX XML Cite \textit{A. Daouia} et al., Bernoulli 25, No. 1, 264--309 (2019; Zbl 1442.62106) Full Text: DOI Euclid
Lima Neto, Eufrásio de A.; de Carvalho, Francisco de A. T. An exponential-type kernel robust regression model for interval-valued variables. (English) Zbl 1447.62051 Inf. Sci. 454-455, 419-442 (2018). MSC: 62G32 62G08 62G35 PDF BibTeX XML Cite \textit{E. de A. Lima Neto} and \textit{F. de A. T. de Carvalho}, Inf. Sci. 454--455, 419--442 (2018; Zbl 1447.62051) Full Text: DOI
Khaled, O. M.; Kamal, Aya Additional extreme distribution for modeling extreme value data. (English) Zbl 1437.62175 J. Egypt. Math. Soc. 26, 44-56 (2018). MSC: 62G32 60G70 62P12 PDF BibTeX XML Cite \textit{O. M. Khaled} and \textit{A. Kamal}, J. Egypt. Math. Soc. 26, 44--56 (2018; Zbl 1437.62175) Full Text: DOI
Pakhteev, A. I.; Stepanov, A. V. Generating large sequences of normal maxima via record values. (English. Russian original) Zbl 1435.62174 Vestn. St. Petersbg. Univ., Math. 51, No. 3, 260-266 (2018); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 5(63), No. 3, 431-440 (2018). MSC: 62G32 62-08 62G30 60G70 PDF BibTeX XML Cite \textit{A. I. Pakhteev} and \textit{A. V. Stepanov}, Vestn. St. Petersbg. Univ., Math. 51, No. 3, 260--266 (2018; Zbl 1435.62174); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 5(63), No. 3, 431--440 (2018) Full Text: DOI
Suárez-Espinosa, Javier; Villaseñor-Alva, José A.; Hurtado-Jaramillo, Annel; Pérez-Rodríguez, Paulino A goodness of fit test for the Pareto distribution. (English) Zbl 1449.62111 Chil. J. Stat. 9, No. 1, 33-46 (2018). MSC: 62G32 62N05 62H20 60E05 PDF BibTeX XML Cite \textit{J. Suárez-Espinosa} et al., Chil. J. Stat. 9, No. 1, 33--46 (2018; Zbl 1449.62111) Full Text: Link
Wei, Jie; Zeng, Ping Rates of convergence of distributions of extremes from mixed Fisher distribution. (Chinese. English summary) Zbl 1438.62093 J. Northwest Norm. Univ., Nat. Sci. 54, No. 6, 5-8 (2018). MSC: 62G32 62E15 60E05 PDF BibTeX XML Cite \textit{J. Wei} and \textit{P. Zeng}, J. Northwest Norm. Univ., Nat. Sci. 54, No. 6, 5--8 (2018; Zbl 1438.62093) Full Text: DOI
Barakat, H. M.; Nigm, E. M.; Khaled, O. M.; Alaswed, H. A. The estimations under power normalization for the tail index, with comparison. (English) Zbl 1421.62054 AStA, Adv. Stat. Anal. 102, No. 3, 431-454 (2018). MSC: 62G32 62G30 PDF BibTeX XML Cite \textit{H. M. Barakat} et al., AStA, Adv. Stat. Anal. 102, No. 3, 431--454 (2018; Zbl 1421.62054) Full Text: DOI
Mohamad, Mustafa A.; Sapsis, Themistoklis P. Sequential sampling strategy for extreme event statistics in nonlinear dynamical systems. (English) Zbl 1416.62279 Proc. Natl. Acad. Sci. USA 115, No. 44, 11138-11143 (2018). MSC: 62G32 62L05 62D05 37H10 PDF BibTeX XML Cite \textit{M. A. Mohamad} and \textit{T. P. Sapsis}, Proc. Natl. Acad. Sci. USA 115, No. 44, 11138--11143 (2018; Zbl 1416.62279) Full Text: DOI
Liu, Weiqi; Liang, Shanshan A new kind of location invariant extreme value index estimator. (Chinese. English summary) Zbl 1424.62090 Appl. Math., Ser. A (Chin. Ed.) 33, No. 2, 179-190 (2018). MSC: 62G32 62G20 65C05 PDF BibTeX XML Cite \textit{W. Liu} and \textit{S. Liang}, Appl. Math., Ser. A (Chin. Ed.) 33, No. 2, 179--190 (2018; Zbl 1424.62090)
Tillier, C. Extremal index for a class of heavy-tailed stochastic processes in risk theory. (English) Zbl 1414.62164 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 171-183 (2018). MSC: 62G32 62P10 PDF BibTeX XML Cite \textit{C. Tillier}, Springer Proc. Math. Stat. 250, 171--183 (2018; Zbl 1414.62164) Full Text: DOI
Markovich, L. Light- and heavy-tailed density estimation by Gamma-Weibull kernel. (English) Zbl 1414.62162 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 145-158 (2018). MSC: 62G32 62N05 PDF BibTeX XML Cite \textit{L. Markovich}, Springer Proc. Math. Stat. 250, 145--158 (2018; Zbl 1414.62162) Full Text: DOI
Markovich, N.; Vaičiulis, M. Modification of moment-based tail index estimator: sums versus maxima. (English) Zbl 1414.62163 Bertail, Patrice (ed.) et al., Nonparametric statistics. 3rd ISNPS, Avignon, France, June 2016. Seleced papers of the 3rd conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, France, June 11–16, 2016. Cham: Springer. Springer Proc. Math. Stat. 250, 85-101 (2018). MSC: 62G32 62G07 62G20 PDF BibTeX XML Cite \textit{N. Markovich} and \textit{M. Vaičiulis}, Springer Proc. Math. Stat. 250, 85--101 (2018; Zbl 1414.62163) Full Text: DOI
Zhao, Zifeng; Zhang, Zhengjun; Chen, Rong Modeling maxima with autoregressive conditional Fréchet model. (English) Zbl 1452.62339 J. Econom. 207, No. 2, 325-351 (2018). MSC: 62G32 62M10 62P05 62P20 PDF BibTeX XML Cite \textit{Z. Zhao} et al., J. Econom. 207, No. 2, 325--351 (2018; Zbl 1452.62339) Full Text: DOI
Maciak, Matúš; Peštová, Barbora; Pešta, Michal Structural breaks in dependent, heteroscedastic, and extremal panel data. (English) Zbl 07031763 Kybernetika 54, No. 6, 1106-1121 (2018). MSC: 62G32 62D20 62G10 62G20 PDF BibTeX XML Cite \textit{M. Maciak} et al., Kybernetika 54, No. 6, 1106--1121 (2018; Zbl 07031763) Full Text: DOI
He, Feng Yang; Cheng, Ye Bin; Tong, Tie Jun Nonparametric estimation of extreme conditional quantiles with functional covariate. (English) Zbl 1407.62163 Acta Math. Sin., Engl. Ser. 34, No. 10, 1589-1610 (2018). MSC: 62G32 PDF BibTeX XML Cite \textit{F. Y. He} et al., Acta Math. Sin., Engl. Ser. 34, No. 10, 1589--1610 (2018; Zbl 1407.62163) Full Text: DOI
Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh An estimator of the stable tail dependence function based on the empirical beta copula. (English) Zbl 1410.62073 Extremes 21, No. 4, 581-600 (2018). Reviewer: Michael Falk (Würzburg) MSC: 62G32 62G30 62H05 PDF BibTeX XML Cite \textit{A. Kiriliouk} et al., Extremes 21, No. 4, 581--600 (2018; Zbl 1410.62073) Full Text: DOI
Drees, Holger; de Haan, Laurens; Turkman, Feridun Extreme value estimation for discretely sampled continuous processes. (English) Zbl 1408.62094 Extremes 21, No. 4, 533-550 (2018). MSC: 62G32 62G05 62M30 60G52 60G70 PDF BibTeX XML Cite \textit{H. Drees} et al., Extremes 21, No. 4, 533--550 (2018; Zbl 1408.62094) Full Text: DOI arXiv
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. Truncated estimation of ratio statistics with application to heavy tail distributions. (English) Zbl 1409.62103 Math. Methods Stat. 27, No. 3, 226-243 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G32 62G05 62G20 PDF BibTeX XML Cite \textit{D. N. Politis} et al., Math. Methods Stat. 27, No. 3, 226--243 (2018; Zbl 1409.62103) Full Text: DOI
Kulczycki, Piotr; Charytanowicz, Małgorzata; Kowalski, Piotr A.; Łukasik, Szymon Identification of atypical (rare) elements – a conditional, distribution-free approach. (English) Zbl 1406.62047 IMA J. Math. Control Inf. 35, No. 3, 923-937 (2018). MSC: 62G32 62-07 PDF BibTeX XML Cite \textit{P. Kulczycki} et al., IMA J. Math. Control Inf. 35, No. 3, 923--937 (2018; Zbl 1406.62047) Full Text: DOI
Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle Local robust estimation of the Pickands dependence function. (English) Zbl 1408.62095 Ann. Stat. 46, No. 6A, 2806-2843 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G32 62G05 62G20 60F05 60G70 62P12 PDF BibTeX XML Cite \textit{M. Escobar-Bach} et al., Ann. Stat. 46, No. 6A, 2806--2843 (2018; Zbl 1408.62095) Full Text: DOI Euclid
Rodionov, I. V. A discrimination test for tails of Weibull-type distributions. (English. Russian original) Zbl 1404.62050 Theory Probab. Appl. 63, No. 2, 327-335 (2018); translation from Teor. Veroyatn. Primen. 63, No. 2, 402-413 (2018). MSC: 62G32 62N05 62G30 PDF BibTeX XML Cite \textit{I. V. Rodionov}, Theory Probab. Appl. 63, No. 2, 327--335 (2018; Zbl 1404.62050); translation from Teor. Veroyatn. Primen. 63, No. 2, 402--413 (2018) Full Text: DOI