Li, Yaxu Iterative kernel density estimation from noisy-dependent observations. (English) Zbl 07767822 Banach J. Math. Anal. 18, No. 1, Paper No. 1, 19 p. (2024). MSC: 62G07 46E22 94A20 PDF BibTeX XML Cite \textit{Y. Li}, Banach J. Math. Anal. 18, No. 1, Paper No. 1, 19 p. (2024; Zbl 07767822) Full Text: DOI
Lin, Liang-Ching; Guo, Meihui; Lee, Sangyeol Monitoring photochemical pollutants based on symbolic interval-valued data analysis. (English) Zbl 07773157 Adv. Data Anal. Classif., ADAC 17, No. 4, 897-926 (2023). MSC: 62P30 62H25 62G30 PDF BibTeX XML Cite \textit{L.-C. Lin} et al., Adv. Data Anal. Classif., ADAC 17, No. 4, 897--926 (2023; Zbl 07773157) Full Text: DOI
Amaruchkul, Kannapha Multiobjective land-water allocation model for sustainable agriculture with predictive stochastic yield response. (English) Zbl 07744718 Int. Trans. Oper. Res. 30, No. 4, 1647-1672 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{K. Amaruchkul}, Int. Trans. Oper. Res. 30, No. 4, 1647--1672 (2023; Zbl 07744718) Full Text: DOI
Strauch, Oto; Baláž, Vladimír Copulas. (English) Zbl 07726928 Unif. Distrib. Theory 18, No. 1, 147-200 (2023). Reviewer: Takao Komatsu (Hangzhou) MSC: 11K06 11K31 11J71 PDF BibTeX XML Cite \textit{O. Strauch} and \textit{V. Baláž}, Unif. Distrib. Theory 18, No. 1, 147--200 (2023; Zbl 07726928) Full Text: DOI
Popović, Božidar V.; Ristić, Miroslav M.; Zografos, Konstantinos Integral transformation of a copula function. (English) Zbl 07720160 Commun. Stat., Theory Methods 52, No. 18, 6341-6354 (2023). MSC: 62H05 35A22 PDF BibTeX XML Cite \textit{B. V. Popović} et al., Commun. Stat., Theory Methods 52, No. 18, 6341--6354 (2023; Zbl 07720160) Full Text: DOI
Sengupta, Raghu Nandan; Seth, Rachit; Winker, Peter Reliability in portfolio optimization using uncertain estimates. (English) Zbl 07705114 Sankhyā, Ser. B 85, No. 1, Suppl., S199-S233 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{R. N. Sengupta} et al., Sankhyā, Ser. B 85, No. 1, S199--S233 (2023; Zbl 07705114) Full Text: DOI
Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, Wolfgang Karl Hedging cryptos with Bitcoin futures. (English) Zbl 1519.91266 Quant. Finance 23, No. 5, 819-841 (2023). MSC: 91G20 62P05 62H05 PDF BibTeX XML Cite \textit{F. Liu} et al., Quant. Finance 23, No. 5, 819--841 (2023; Zbl 1519.91266) Full Text: DOI
Kulathinal, Sangita; Dewan, Isha Weighted U-statistics for likelihood-ratio ordering of bivariate data. (English) Zbl 07697731 Stat. Pap. 64, No. 2, 705-735 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Kulathinal} and \textit{I. Dewan}, Stat. Pap. 64, No. 2, 705--735 (2023; Zbl 07697731) Full Text: DOI
Wang, Yuntian; Hu, Bao Qing On ordinal sums of overlap and grouping functions on complete lattices. (English) Zbl 1522.03291 Fuzzy Sets Syst. 439, 1-28 (2022). MSC: 03E72 06B23 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{B. Q. Hu}, Fuzzy Sets Syst. 439, 1--28 (2022; Zbl 1522.03291) Full Text: DOI
Orenti, Annalisa; Boracchi, Patrizia; Marano, Giuseppe; Biganzoli, Elia; Ambrogi, Federico A pseudo-values regression model for non-fatal event free survival in the presence of semi-competing risks. (English) Zbl 07596118 Stat. Methods Appl. 31, No. 3, 709-727 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Orenti} et al., Stat. Methods Appl. 31, No. 3, 709--727 (2022; Zbl 07596118) Full Text: DOI
Agathe-Nerine, Zoé Multivariate Hawkes processes on inhomogeneous random graphs. (English) Zbl 1502.05226 Stochastic Processes Appl. 152, 86-148 (2022). Reviewer: Ágnes Backhausz (Budapest) MSC: 05C80 44A35 92B20 68T07 PDF BibTeX XML Cite \textit{Z. Agathe-Nerine}, Stochastic Processes Appl. 152, 86--148 (2022; Zbl 1502.05226) Full Text: DOI arXiv
van den Heuvel, Edwin R.; van Driel, Stephan A. W.; Zhan, Zhuozhao A bivariate zero-inflated Poisson control chart: comments and corrections on earlier results. (English) Zbl 07535600 Commun. Stat., Theory Methods 51, No. 10, 3438-3445 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{E. R. van den Heuvel} et al., Commun. Stat., Theory Methods 51, No. 10, 3438--3445 (2022; Zbl 07535600) Full Text: DOI
Shenkman, Natalia Min-infinite divisibility of the bivariate Marshall-Olkin copulas. (English) Zbl 07532269 Commun. Stat., Theory Methods 51, No. 1, 226-231 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{N. Shenkman}, Commun. Stat., Theory Methods 51, No. 1, 226--231 (2022; Zbl 07532269) Full Text: DOI
Jaunė, Eglė; Šiaulys, Jonas Asymptotic risk decomposition for regularly varying distributions with tail dependence. (English) Zbl 1510.91148 Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022). MSC: 91G05 60E15 62P05 PDF BibTeX XML Cite \textit{E. Jaunė} and \textit{J. Šiaulys}, Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022; Zbl 1510.91148) Full Text: DOI
Ganji, Z. Abbasi; Sadeghpour Gildeh, B.; Amini, M.; Babaei, A. Statistical inference for the non-conforming rate of FGM copula-based bivariate exponential lifetime. (English) Zbl 1499.62449 J. Mahani Math. Res. Cent. 11, No. 1, 1-27 (2022). MSC: 62P30 62G05 62H05 62N05 65C05 PDF BibTeX XML Cite \textit{Z. A. Ganji} et al., J. Mahani Math. Res. Cent. 11, No. 1, 1--27 (2022; Zbl 1499.62449) Full Text: DOI
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 PDF BibTeX XML Cite \textit{K. Fokianos} et al., J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022; Zbl 1482.62090) Full Text: DOI
Hazra, Nil Kamal; Misra, Neeraj On relative aging comparisons of coherent systems with identically distributed components. (English) Zbl 1505.60031 Probab. Eng. Inf. Sci. 35, No. 3, 481-495 (2021). MSC: 60E15 PDF BibTeX XML Cite \textit{N. K. Hazra} and \textit{N. Misra}, Probab. Eng. Inf. Sci. 35, No. 3, 481--495 (2021; Zbl 1505.60031) Full Text: DOI
Pap, Endre Mathematical foundation of artificial intelligence. (English) Zbl 1511.68285 Pap, Endre (ed.), Artificial intelligence: theory and applications. Cham: Springer. Stud. Comput. Intell. 973, 3-30 (2021). MSC: 68T37 28E10 PDF BibTeX XML Cite \textit{E. Pap}, Stud. Comput. Intell. 973, 3--30 (2021; Zbl 1511.68285) Full Text: DOI
Magnussen, Steen; Nord-Larsen, Thomas Design-consistent model-based variances with systematic sampling: a case study with the Danish National Forest Inventory. (English) Zbl 1489.62031 Commun. Stat., Simulation Comput. 50, No. 1, 38-48 (2021). MSC: 62D05 PDF BibTeX XML Cite \textit{S. Magnussen} and \textit{T. Nord-Larsen}, Commun. Stat., Simulation Comput. 50, No. 1, 38--48 (2021; Zbl 1489.62031) Full Text: DOI
Bagré, Remi Guillaume; Béré, Frédéric; Compaoré, Abdoulaye Finite element method used to approximate bivariate copulas with Dirichlet non homogeneous condition. (English) Zbl 1513.65461 Adv. Differ. Equ. Control Process. 25, No. 2, 231-243 (2021). MSC: 65N30 65N12 65N15 46E39 PDF BibTeX XML Cite \textit{R. G. Bagré} et al., Adv. Differ. Equ. Control Process. 25, No. 2, 231--243 (2021; Zbl 1513.65461) Full Text: DOI
Loyara, Vini Yves Bernadin; Bagré, Remi Guillaume; Béré, Frédéric; Barro, Diakarya Stochastic increase in CDS and CDO portfolio premiums. (English) Zbl 1513.62220 Adv. Appl. Discrete Math. 28, No. 1, 49-74 (2021). MSC: 62P05 62H11 60G70 62M30 62H05 91G40 PDF BibTeX XML Cite \textit{V. Y. B. Loyara} et al., Adv. Appl. Discrete Math. 28, No. 1, 49--74 (2021; Zbl 1513.62220) Full Text: DOI
Genest, Christian A tribute to Abe Sklar. (English) Zbl 1487.01030 Depend. Model. 9, 200-224 (2021). MSC: 01A70 PDF BibTeX XML Cite \textit{C. Genest}, Depend. Model. 9, 200--224 (2021; Zbl 1487.01030) Full Text: DOI
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang Correlated age-specific mortality model: an application to annuity portfolio management. (English) Zbl 1482.91184 Eur. Actuar. J. 11, No. 2, 413-440 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{T. Lin} et al., Eur. Actuar. J. 11, No. 2, 413--440 (2021; Zbl 1482.91184) Full Text: DOI
Liu, Haibo; Chen, Ming; Du, Chong; Tang, Jiachang; Fu, Chunming; She, Guilin A copula-based uncertainty propagation method for structures with correlated parametric p-boxes. (English) Zbl 1520.68190 Int. J. Approx. Reasoning 138, 89-104 (2021). MSC: 68T37 60A86 62H05 65D30 PDF BibTeX XML Cite \textit{H. Liu} et al., Int. J. Approx. Reasoning 138, 89--104 (2021; Zbl 1520.68190) Full Text: DOI
Genest, Christian; Kolev, Nikolai A law of uniform seniority for dependent lives. (English) Zbl 1480.91205 Scand. Actuar. J. 2021, No. 8, 726-743 (2021). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{C. Genest} and \textit{N. Kolev}, Scand. Actuar. J. 2021, No. 8, 726--743 (2021; Zbl 1480.91205) Full Text: DOI
Alotaibi, Refah; Khalifa, Mervat; Almetwally, Ehab M.; Ghosh, Indranil; Rezk, Hoda Ragab Classical and Bayesian inference of a mixture of bivariate exponentiated exponential model. (English) Zbl 1477.62051 J. Math. 2021, Article ID 5200979, 20 p. (2021). MSC: 62E15 62F10 62H05 PDF BibTeX XML Cite \textit{R. Alotaibi} et al., J. Math. 2021, Article ID 5200979, 20 p. (2021; Zbl 1477.62051) Full Text: DOI
Ge, Qiao; Menendez, Monica Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models. (English) Zbl 1481.90117 Appl. Math. Modelling 97, 438-462 (2021). MSC: 90B20 62H05 62J10 PDF BibTeX XML Cite \textit{Q. Ge} and \textit{M. Menendez}, Appl. Math. Modelling 97, 438--462 (2021; Zbl 1481.90117) Full Text: DOI
Bagré, Remi Guillaume; Béré, Frédéric; Loyara, Vini Yves Bernadin Construction of a class of copula using the finite difference method. (English) Zbl 1500.65091 J. Funct. Spaces 2021, Article ID 5271105, 8 p. (2021). MSC: 65N06 35J25 62H05 60E05 PDF BibTeX XML Cite \textit{R. G. Bagré} et al., J. Funct. Spaces 2021, Article ID 5271105, 8 p. (2021; Zbl 1500.65091) Full Text: DOI
Bustince, H.; Mesiar, R.; Fernandez, J.; Galar, M.; Paternain, D.; Altalhi, A.; Dimuro, G. P.; Bedregal, B.; Takáč, Z. \(d\)-Choquet integrals: Choquet integrals based on dissimilarities. (English) Zbl 1467.28013 Fuzzy Sets Syst. 414, 1-27 (2021). MSC: 28E10 PDF BibTeX XML Cite \textit{H. Bustince} et al., Fuzzy Sets Syst. 414, 1--27 (2021; Zbl 1467.28013) Full Text: DOI
Ortega-Jiménez, P.; Sordo, M. A.; Suárez-Llorens, A. Stochastic orders and multivariate measures of risk contagion. (English) Zbl 1460.91252 Insur. Math. Econ. 96, 199-207 (2021). MSC: 91G10 91G70 60E15 PDF BibTeX XML Cite \textit{P. Ortega-Jiménez} et al., Insur. Math. Econ. 96, 199--207 (2021; Zbl 1460.91252) Full Text: DOI
Chao, Wen Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model. (English) Zbl 1465.91092 Discrete Dyn. Nat. Soc. 2021, Article ID 8818486, 8 p. (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Chao}, Discrete Dyn. Nat. Soc. 2021, Article ID 8818486, 8 p. (2021; Zbl 1465.91092) Full Text: DOI
Baker, Yulia; Tang, Tiffany M.; Allen, Genevera I. Feature selection for data integration with mixed multiview data. (English) Zbl 1498.62191 Ann. Appl. Stat. 14, No. 4, 1676-1698 (2020). MSC: 62P10 62J05 62J07 62H12 62-08 PDF BibTeX XML Cite \textit{Y. Baker} et al., Ann. Appl. Stat. 14, No. 4, 1676--1698 (2020; Zbl 1498.62191) Full Text: DOI arXiv
Bustince, H.; Mesiar, R.; Kolesárová, A.; Dimuro, G. P.; Fernandez, J.; Diaz, I.; Montes, S. On some classes of directionally monotone functions. (English) Zbl 1465.26022 Fuzzy Sets Syst. 386, 161-178 (2020). MSC: 26E50 26A48 PDF BibTeX XML Cite \textit{H. Bustince} et al., Fuzzy Sets Syst. 386, 161--178 (2020; Zbl 1465.26022) Full Text: DOI
Horanská, Ľubomíra; Sarkoci, Peter A note on the copulas invariant with respect to \((a,b)\)-transformation. (English) Zbl 1464.62283 Fuzzy Sets Syst. 378, 157-164 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{Ľ. Horanská} and \textit{P. Sarkoci}, Fuzzy Sets Syst. 378, 157--164 (2020; Zbl 1464.62283) Full Text: DOI
Rachasingho, Jumpol; Tasena, Santi A metric space of subcopulas – an approach via Hausdorff distance. (English) Zbl 1464.62285 Fuzzy Sets Syst. 378, 144-156 (2020). MSC: 62H05 46E27 PDF BibTeX XML Cite \textit{J. Rachasingho} and \textit{S. Tasena}, Fuzzy Sets Syst. 378, 144--156 (2020; Zbl 1464.62285) Full Text: DOI
Dimuro, Graçaliz Pereira; Lucca, Giancarlo; Bedregal, Benjamín; Mesiar, Radko; Sanz, José Antonio; Lin, Chin-Teng; Bustince, Humberto Generalized \(C_{F_1 F_2}\)-integrals: from Choquet-like aggregation to ordered directionally monotone functions. (English) Zbl 1464.26028 Fuzzy Sets Syst. 378, 44-67 (2020). MSC: 26E50 PDF BibTeX XML Cite \textit{G. P. Dimuro} et al., Fuzzy Sets Syst. 378, 44--67 (2020; Zbl 1464.26028) Full Text: DOI
Wang, Haiwei; Zhao, Bin Generalized ordinal sums of aggregation operators on bounded lattices. (English) Zbl 1459.68207 Inf. Sci. 532, 139-154 (2020). MSC: 68T37 PDF BibTeX XML Cite \textit{H. Wang} and \textit{B. Zhao}, Inf. Sci. 532, 139--154 (2020; Zbl 1459.68207) Full Text: DOI
Ertuğrul, Ümit; Yeşilyurt, Merve Ordinal sums of triangular norms on bounded lattices. (English) Zbl 1457.03053 Inf. Sci. 517, 198-216 (2020). MSC: 03B52 PDF BibTeX XML Cite \textit{Ü. Ertuğrul} and \textit{M. Yeşilyurt}, Inf. Sci. 517, 198--216 (2020; Zbl 1457.03053) Full Text: DOI
Dalessandro, Antonio; Peters, Gareth W. Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas. (English) Zbl 07297550 Methodol. Comput. Appl. Probab. 22, No. 3, 1089-1124 (2020). MSC: 47N30 60B15 46N30 62G32 62H86 PDF BibTeX XML Cite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 22, No. 3, 1089--1124 (2020; Zbl 07297550) Full Text: DOI
Carpena, Pedro; Bernaola-Galván, Pedro A.; Gómez-Extremera, Manuel; Coronado, Ana V. Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution. (English) Zbl 1445.37056 Chaos 30, No. 8, 083140, 20 p. (2020). MSC: 37M10 PDF BibTeX XML Cite \textit{P. Carpena} et al., Chaos 30, No. 8, 083140, 20 p. (2020; Zbl 1445.37056) Full Text: DOI arXiv
Allahverdyan, A. E. Observational nonidentifiability, generalized likelihood and free energy. (English) Zbl 1493.62096 Int. J. Approx. Reasoning 125, 118-138 (2020). MSC: 62F10 PDF BibTeX XML Cite \textit{A. E. Allahverdyan}, Int. J. Approx. Reasoning 125, 118--138 (2020; Zbl 1493.62096) Full Text: DOI arXiv
Montes, Ignacio; Salamanca, Juan Jesús; Montes, Susana A modified version of stochastic dominance involving dependence. (English) Zbl 1450.60014 Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020). MSC: 60E15 62H05 PDF BibTeX XML Cite \textit{I. Montes} et al., Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020; Zbl 1450.60014) Full Text: DOI
Heinen, Andréas; Valdesogo, Alfonso Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions. (English) Zbl 1448.62086 J. Multivariate Anal. 179, Article ID 104650, 10 p. (2020). MSC: 62H20 62H12 PDF BibTeX XML Cite \textit{A. Heinen} and \textit{A. Valdesogo}, J. Multivariate Anal. 179, Article ID 104650, 10 p. (2020; Zbl 1448.62086) Full Text: DOI
Kamal Hazra, Nil; Misra, Neeraj On relative ageing of coherent systems with dependent identically distributed components. (English) Zbl 1442.90060 Adv. Appl. Probab. 52, No. 1, 348-376 (2020). MSC: 90B25 60E15 60K10 PDF BibTeX XML Cite \textit{N. Kamal Hazra} and \textit{N. Misra}, Adv. Appl. Probab. 52, No. 1, 348--376 (2020; Zbl 1442.90060) Full Text: DOI arXiv
Loyara, Vini Yves Bernadin; Guillaume Bagré, Remi; Barro, Diakarya Estimation of the value at risk using the stochastic approach of Taylor formula. (English) Zbl 1486.91097 Int. J. Math. Math. Sci. 2020, Article ID 6802932, 7 p. (2020). MSC: 91G70 62P05 62H05 91G10 PDF BibTeX XML Cite \textit{V. Y. B. Loyara} et al., Int. J. Math. Math. Sci. 2020, Article ID 6802932, 7 p. (2020; Zbl 1486.91097) Full Text: DOI
Popović, Božidar V.; Ristić, Miroslav M.; Genç, Ali İ. Dependence properties of multivariate distributions with proportional hazard rate marginals. (English) Zbl 1443.62138 Appl. Math. Modelling 77, Part 1, 182-198 (2020). MSC: 62H05 62N05 62H20 PDF BibTeX XML Cite \textit{B. V. Popović} et al., Appl. Math. Modelling 77, Part 1, 182--198 (2020; Zbl 1443.62138) Full Text: DOI
Begin, Étienne; Dutilleul, Pierre; Beaulieu, Carole; Bouezmarni, Taoufik M-vine decomposition and VAR(1) models. (English) Zbl 1440.62205 Stat. Probab. Lett. 158, Article ID 108660, 6 p. (2020). MSC: 62H12 62H05 62M15 62M10 PDF BibTeX XML Cite \textit{É. Begin} et al., Stat. Probab. Lett. 158, Article ID 108660, 6 p. (2020; Zbl 1440.62205) Full Text: DOI
Li, Zehang Richard; McCormick, Tyler H. An expectation conditional maximization approach for Gaussian graphical models. (English) Zbl 07499025 J. Comput. Graph. Stat. 28, No. 4, 767-777 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. R. Li} and \textit{T. H. McCormick}, J. Comput. Graph. Stat. 28, No. 4, 767--777 (2019; Zbl 07499025) Full Text: DOI Link
Barbiero, A. A bivariate count model with discrete Weibull margins. (English) Zbl 07316569 Math. Comput. Simul. 156, 91-109 (2019). MSC: 62Fxx PDF BibTeX XML Cite \textit{A. Barbiero}, Math. Comput. Simul. 156, 91--109 (2019; Zbl 07316569) Full Text: DOI
Raaijmakers, Youri; Albrecher, Hansjörg; Boxma, Onno The single server queue with mixing dependencies. (English) Zbl 1437.60071 Methodol. Comput. Appl. Probab. 21, No. 4, 1023-1044 (2019). MSC: 60K25 90B20 PDF BibTeX XML Cite \textit{Y. Raaijmakers} et al., Methodol. Comput. Appl. Probab. 21, No. 4, 1023--1044 (2019; Zbl 1437.60071) Full Text: DOI
Ağraz, Melih; Purutçuoğlu, Vilda Extended Lasso-type MARS (LMARS) model in the description of biological network. (English) Zbl 07193710 J. Stat. Comput. Simulation 89, No. 1, 1-14 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Ağraz} and \textit{V. Purutçuoğlu}, J. Stat. Comput. Simulation 89, No. 1, 1--14 (2019; Zbl 07193710) Full Text: DOI
Singh, Susheela P.; Staicu, Ana-Maria; Dunn, Robert R.; Fierer, Noah; Reich, Brian J. A nonparametric spatial test to identify factors that shape a microbiome. (English) Zbl 1435.62400 Ann. Appl. Stat. 13, No. 4, 2341-2362 (2019). MSC: 62P10 62G10 62H25 PDF BibTeX XML Cite \textit{S. P. Singh} et al., Ann. Appl. Stat. 13, No. 4, 2341--2362 (2019; Zbl 1435.62400) Full Text: DOI arXiv Euclid
Kim, Chanmin; Daniels, Michael J.; Hogan, Joseph W.; Choirat, Christine; Zigler, Corwin M. Bayesian methods for multiple mediators: relating principal stratification and causal mediation in the analysis of power plant emission controls. (English) Zbl 1433.62324 Ann. Appl. Stat. 13, No. 3, 1927-1956 (2019). MSC: 62P12 62P10 62P30 62G05 62H05 PDF BibTeX XML Cite \textit{C. Kim} et al., Ann. Appl. Stat. 13, No. 3, 1927--1956 (2019; Zbl 1433.62324) Full Text: DOI arXiv Euclid
Kazi-Tani, Nabil; Rullière, Didier On a construction of multivariate distributions given some multidimensional marginals. (English) Zbl 1427.60031 Adv. Appl. Probab. 51, No. 2, 487-513 (2019). MSC: 60E05 60E10 62H05 62H20 PDF BibTeX XML Cite \textit{N. Kazi-Tani} and \textit{D. Rullière}, Adv. Appl. Probab. 51, No. 2, 487--513 (2019; Zbl 1427.60031) Full Text: DOI HAL
Borwein, Jonathan; Howlett, Phil Checkerboard copulas of maximum entropy with prescribed mixed moments. (English) Zbl 1437.60010 J. Aust. Math. Soc. 107, No. 3, 302-318 (2019). MSC: 60E05 62E10 94A17 90C46 PDF BibTeX XML Cite \textit{J. Borwein} and \textit{P. Howlett}, J. Aust. Math. Soc. 107, No. 3, 302--318 (2019; Zbl 1437.60010) Full Text: DOI
Hazra, Nil Kamal; Finkelstein, Maxim Comparing lifetimes of coherent systems with dependent components operating in random environments. (English) Zbl 1423.90068 J. Appl. Probab. 56, No. 3, 937-957 (2019). MSC: 90B25 60E15 60K10 PDF BibTeX XML Cite \textit{N. K. Hazra} and \textit{M. Finkelstein}, J. Appl. Probab. 56, No. 3, 937--957 (2019; Zbl 1423.90068) Full Text: DOI arXiv
Arakelian, Veni; Dellaportas, Petros; Savona, Roberto; Vezzoli, Marika Sovereign risk zones in Europe during and after the debt crisis. (English) Zbl 1420.91486 Quant. Finance 19, No. 6, 961-980 (2019). MSC: 91G40 91G20 62P05 91-08 PDF BibTeX XML Cite \textit{V. Arakelian} et al., Quant. Finance 19, No. 6, 961--980 (2019; Zbl 1420.91486) Full Text: DOI Link
Sabri, Khadidja; Meghnafi, Mustapha; Rabhi, Abbes; Bennafla, Djamila A note on asymptotic normality of a copula function in regression model. (English) Zbl 1421.62058 Appl. Appl. Math. 14, No. 1, 76-98 (2019). MSC: 62H05 62H12 62J05 62G07 62N05 PDF BibTeX XML Cite \textit{K. Sabri} et al., Appl. Appl. Math. 14, No. 1, 76--98 (2019; Zbl 1421.62058) Full Text: Link
Kratz, Marie Introduction to extreme value theory: applications to risk analysis and management. (English) Zbl 1422.60087 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 591-636 (2019). MSC: 60G70 91G40 60-02 PDF BibTeX XML Cite \textit{M. Kratz}, MATRIX Book Ser. 2, 591--636 (2019; Zbl 1422.60087) Full Text: DOI
Cornejo, M. Eugenia; Lobo, David; Medina, Jesús On the solvability of bipolar max-product fuzzy relation equations with the product negation. (English) Zbl 1433.03125 J. Comput. Appl. Math. 354, 520-532 (2019). MSC: 03E72 PDF BibTeX XML Cite \textit{M. E. Cornejo} et al., J. Comput. Appl. Math. 354, 520--532 (2019; Zbl 1433.03125) Full Text: DOI
Ghosh, Indranil; Dey, Sanku; Kumar, Devendra Bounded M-O extended exponential distribution with applications. (English) Zbl 1448.60032 Stoch. Qual. Control 34, No. 1, 35-51 (2019). MSC: 60E05 PDF BibTeX XML Cite \textit{I. Ghosh} et al., Stoch. Qual. Control 34, No. 1, 35--51 (2019; Zbl 1448.60032) Full Text: DOI
Li, Hong; Lu, Yang Modeling cause-of-death mortality using hierarchical Archimedean copula. (English) Zbl 1411.91299 Scand. Actuar. J. 2019, No. 3, 247-272 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2019, No. 3, 247--272 (2019; Zbl 1411.91299) Full Text: DOI
Loyara, Vini Yves Bernadin; Barro, Diakarya Value-at-risk modeling with conditional copulas in Euclidean space framework. (English) Zbl 1424.91109 Eur. J. Pure Appl. Math. 12, No. 1, 194-207 (2019). MSC: 91G10 62H05 PDF BibTeX XML Cite \textit{V. Y. B. Loyara} and \textit{D. Barro}, Eur. J. Pure Appl. Math. 12, No. 1, 194--207 (2019; Zbl 1424.91109) Full Text: Link
Ma, Hua; Halabi, Susan; Liu, Aiyi; Zhao, Yichuan On the use of min-max combination of biomarkers to maximize the partial area under the ROC curve. (English) Zbl 1431.62502 J. Probab. Stat. 2019, Article ID 8953530, 13 p. (2019). MSC: 62P10 PDF BibTeX XML Cite \textit{H. Ma} et al., J. Probab. Stat. 2019, Article ID 8953530, 13 p. (2019; Zbl 1431.62502) Full Text: DOI
Allevi, E.; Boffino, L.; De Giuli, M. E.; Oggioni, G. Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems. (English) Zbl 1434.91058 Ann. Oper. Res. 274, No. 1-2, 1-37 (2019). MSC: 91G10 91G70 62H05 PDF BibTeX XML Cite \textit{E. Allevi} et al., Ann. Oper. Res. 274, No. 1--2, 1--37 (2019; Zbl 1434.91058) Full Text: DOI
Li, Zheng; Chinchilli, Vernon M.; Wang, Ming A Bayesian joint model of recurrent events and a terminal event. (English) Zbl 1412.62166 Biom. J. 61, No. 1, 187-202 (2019). MSC: 62P10 62F15 62N05 62H05 PDF BibTeX XML Cite \textit{Z. Li} et al., Biom. J. 61, No. 1, 187--202 (2019; Zbl 1412.62166) Full Text: DOI Link
Tadinada, Sashi Kanth; Gupta, Abhinav Simulation of constrained variables in engineering risk analyses. (English) Zbl 07663929 Am. Stat. 72, No. 2, 130-139 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{S. K. Tadinada} and \textit{A. Gupta}, Am. Stat. 72, No. 2, 130--139 (2018; Zbl 07663929) Full Text: DOI
Huillet, Thierry E. Stochastic species abundance models involving special copulas. (English) Zbl 1514.62237 Physica A 490, 77-91 (2018). MSC: 62P10 60E05 62H05 PDF BibTeX XML Cite \textit{T. E. Huillet}, Physica A 490, 77--91 (2018; Zbl 1514.62237) Full Text: DOI
Yager, Ronald R. Bi-directional dominance for measure modeled uncertainty. (English) Zbl 1440.68304 Inf. Sci. 447, 72-82 (2018). MSC: 68T37 28E10 PDF BibTeX XML Cite \textit{R. R. Yager}, Inf. Sci. 447, 72--82 (2018; Zbl 1440.68304) Full Text: DOI
Susam, Selim Orhun; Ucer, Burcu Hudaverdi Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function. (English) Zbl 07192676 J. Stat. Comput. Simulation 88, No. 13, 2589-2599 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{S. O. Susam} and \textit{B. H. Ucer}, J. Stat. Comput. Simulation 88, No. 13, 2589--2599 (2018; Zbl 07192676) Full Text: DOI
Cho, Heyrim; Levy, Doron Modeling continuous levels of resistance to multidrug therapy in cancer. (English) Zbl 1480.92102 Appl. Math. Modelling 64, 733-751 (2018). MSC: 92C50 PDF BibTeX XML Cite \textit{H. Cho} and \textit{D. Levy}, Appl. Math. Modelling 64, 733--751 (2018; Zbl 1480.92102) Full Text: DOI arXiv
Bustince, Humberto; Barrenechea, Edurne; Pagola, Miguel; Fernandez, Javier The notions of overlap and grouping functions. (English) Zbl 1429.03161 Saminger-Platz, Susanne (ed.) et al., On logical, algebraic, and probabilistic aspects of fuzzy set theory. Cham: Springer. Stud. Fuzziness Soft Comput. 336, 137-156 (2018). MSC: 03E72 91B06 PDF BibTeX XML Cite \textit{H. Bustince} et al., Stud. Fuzziness Soft Comput. 336, 137--156 (2018; Zbl 1429.03161) Full Text: DOI
Pettere, Gaida; Voronova, Irina; Zariņa, Ilze Behaviour of multivariate tail dependence coefficients. (English) Zbl 1420.62231 Acta Comment. Univ. Tartu. Math. 22, No. 2, 299-310 (2018). MSC: 62H05 62H20 62H12 62G32 PDF BibTeX XML Cite \textit{G. Pettere} et al., Acta Comment. Univ. Tartu. Math. 22, No. 2, 299--310 (2018; Zbl 1420.62231) Full Text: DOI
Popović, Božidar V.; Genç, Ali İ.; Domma, Filippo Copula-based properties of the bivariate Dagum distribution. (English) Zbl 1424.62013 Comput. Appl. Math. 37, No. 5, 6230-6251 (2018). MSC: 62E15 62G32 62H20 62H05 62H10 62G30 PDF BibTeX XML Cite \textit{B. V. Popović} et al., Comput. Appl. Math. 37, No. 5, 6230--6251 (2018; Zbl 1424.62013) Full Text: DOI
Hahn, P. Richard; Martin, Ryan; Walker, Stephen G. On recursive Bayesian predictive distributions. (English) Zbl 1402.62062 J. Am. Stat. Assoc. 113, No. 523, 1085-1093 (2018). MSC: 62G07 62C10 PDF BibTeX XML Cite \textit{P. R. Hahn} et al., J. Am. Stat. Assoc. 113, No. 523, 1085--1093 (2018; Zbl 1402.62062) Full Text: DOI arXiv
Sharma, Kshitij; Chavez-Demoulin, Valérie; Dillenbourg, Pierre Nonstationary modelling of tail dependence of two subjects’ concentration. (English) Zbl 1405.62244 Ann. Appl. Stat. 12, No. 2, 1293-1311 (2018). MSC: 62P25 62H05 62G32 PDF BibTeX XML Cite \textit{K. Sharma} et al., Ann. Appl. Stat. 12, No. 2, 1293--1311 (2018; Zbl 1405.62244) Full Text: DOI Euclid
Ansari, Jonathan; Rüschendorf, Ludger Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models. (English) Zbl 1402.60021 Methodol. Comput. Appl. Probab. 20, No. 3, 817-838 (2018). MSC: 60E15 62P05 91B30 91G20 PDF BibTeX XML Cite \textit{J. Ansari} and \textit{L. Rüschendorf}, Methodol. Comput. Appl. Probab. 20, No. 3, 817--838 (2018; Zbl 1402.60021) Full Text: DOI
Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Aggregation of dependent risks in mixtures of exponential distributions and extensions. (English) Zbl 1404.62116 ASTIN Bull. 48, No. 3, 1079-1107 (2018). MSC: 62P05 62H30 91B30 PDF BibTeX XML Cite \textit{J. M. Sarabia} et al., ASTIN Bull. 48, No. 3, 1079--1107 (2018; Zbl 1404.62116) Full Text: DOI arXiv Link
Amini-Seresht, Ebrahim; Zhang, Yiying; Balakrishnan, Narayanaswamy Stochastic comparisons of coherent systems under different random environments. (English) Zbl 1403.90256 J. Appl. Probab. 55, No. 2, 459-472 (2018). MSC: 90B25 60E15 60K10 PDF BibTeX XML Cite \textit{E. Amini-Seresht} et al., J. Appl. Probab. 55, No. 2, 459--472 (2018; Zbl 1403.90256) Full Text: DOI
Alai, Daniel H.; Landsman, Zinoviy Lifetime dependence models generated by multiply monotone functions. (English) Zbl 1398.62127 Scand. Actuar. J. 2018, No. 7, 576-604 (2018). MSC: 62H05 62N05 60E05 91B30 PDF BibTeX XML Cite \textit{D. H. Alai} and \textit{Z. Landsman}, Scand. Actuar. J. 2018, No. 7, 576--604 (2018; Zbl 1398.62127) Full Text: DOI Link
Growiec, Jakub Factor-specific technology choice. (English) Zbl 1416.91238 J. Math. Econ. 77, 1-14 (2018). MSC: 91B38 91B16 PDF BibTeX XML Cite \textit{J. Growiec}, J. Math. Econ. 77, 1--14 (2018; Zbl 1416.91238) Full Text: DOI Link
Wanke, P.; Barros, C. P.; Emrouznejad, A. A comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banks. (English) Zbl 1403.90440 RAIRO, Oper. Res. 52, No. 1, 285-303 (2018). MSC: 90B50 03B52 62-07 PDF BibTeX XML Cite \textit{P. Wanke} et al., RAIRO, Oper. Res. 52, No. 1, 285--303 (2018; Zbl 1403.90440) Full Text: DOI
Kozubowski, Tomasz J.; Podgórski, Krzysztof Certain bivariate distributions and random processes connected with maxima and minima. (English) Zbl 1396.60060 Extremes 21, No. 2, 315-342 (2018). MSC: 60G70 60E05 PDF BibTeX XML Cite \textit{T. J. Kozubowski} and \textit{K. Podgórski}, Extremes 21, No. 2, 315--342 (2018; Zbl 1396.60060) Full Text: DOI
Tran, Qui; Kidwell, Kelley M.; Tsodikov, Alex A joint model of cancer incidence, metastasis, and mortality. (English) Zbl 1468.62412 Lifetime Data Anal. 24, No. 3, 385-406 (2018). MSC: 62P10 PDF BibTeX XML Cite \textit{Q. Tran} et al., Lifetime Data Anal. 24, No. 3, 385--406 (2018; Zbl 1468.62412) Full Text: DOI Link
García-Mora, B.; Santamaría, C.; Rubio, G. Modeling dependence in the inter-failure times. An analysis in reliability models by Markovian arrival processes. (English) Zbl 1457.90060 J. Comput. Appl. Math. 343, 762-770 (2018); corrigendum ibid. 381, Article ID 113085, 1 p. (2020). MSC: 90B25 60K10 60K25 PDF BibTeX XML Cite \textit{B. García-Mora} et al., J. Comput. Appl. Math. 343, 762--770 (2018; Zbl 1457.90060) Full Text: DOI Link
Jiang, Hangjin; Wu, Qiongli Robust dependence measure for detecting associations in large data set. (English) Zbl 1399.62083 Acta Math. Sci., Ser. B, Engl. Ed. 38, No. 1, 57-72 (2018). MSC: 62H05 62G35 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{Q. Wu}, Acta Math. Sci., Ser. B, Engl. Ed. 38, No. 1, 57--72 (2018; Zbl 1399.62083) Full Text: DOI
Sreelakshmi, N. An introduction to copula-based bivariate reliability concepts. (English) Zbl 1387.62072 Commun. Stat., Theory Methods 47, No. 4, 996-1012 (2018). MSC: 62H05 62E10 PDF BibTeX XML Cite \textit{N. Sreelakshmi}, Commun. Stat., Theory Methods 47, No. 4, 996--1012 (2018; Zbl 1387.62072) Full Text: DOI
Ghoudi, Kilani; Rémillard, Bruno Serial independence tests for innovations of conditional mean and variance models. (English) Zbl 1390.60085 Test 27, No. 1, 3-26 (2018). MSC: 60F05 62G09 62G30 PDF BibTeX XML Cite \textit{K. Ghoudi} and \textit{B. Rémillard}, Test 27, No. 1, 3--26 (2018; Zbl 1390.60085) Full Text: DOI
Dalessandro, Antonio; Peters, Gareth W. Tensor approximation of generalized correlated diffusions and functional copula operators. (English) Zbl 1390.60265 Methodol. Comput. Appl. Probab. 20, No. 1, 237-271 (2018). MSC: 60J10 60H10 60J28 62H20 PDF BibTeX XML Cite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 20, No. 1, 237--271 (2018; Zbl 1390.60265) Full Text: DOI arXiv Link
Sordo, M. A.; Bello, A. J.; Suárez-Llorens, A. Stochastic orders and co-risk measures under positive dependence. (English) Zbl 1398.91354 Insur. Math. Econ. 78, 105-113 (2018). MSC: 91B30 60E15 62P05 PDF BibTeX XML Cite \textit{M. A. Sordo} et al., Insur. Math. Econ. 78, 105--113 (2018; Zbl 1398.91354) Full Text: DOI
Tarkhamtham, Payap; Sirisrisakulchai, Jirakom; Tansuchat, Roengchai Portfolio optimization of energy commodity futures returns with minimum information copula. (English) Zbl 1463.62362 Thai J. Math., Spec. Iss. on entropy in econometrics, 197-213 (2017). MSC: 62P20 91B84 62H05 62M10 PDF BibTeX XML Cite \textit{P. Tarkhamtham} et al., Thai J. Math., 197--213 (2017; Zbl 1463.62362) Full Text: Link
Patil, Dipak D.; Naik-Nimbalkar, U. V. Computation and estimation of reliability for some bivariate copulas with Pareto marginals. (English) Zbl 07192132 J. Stat. Comput. Simulation 87, No. 18, 3563-3589 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{D. D. Patil} and \textit{U. V. Naik-Nimbalkar}, J. Stat. Comput. Simulation 87, No. 18, 3563--3589 (2017; Zbl 07192132) Full Text: DOI
Pircalabu, Anca; Jung, Jesper A mixed C-vine copula model for hedging price and volumetric risk in wind power trading. (English) Zbl 1402.91728 Quant. Finance 17, No. 10, 1583-1600 (2017). MSC: 91G10 91G20 62H05 62P05 PDF BibTeX XML Cite \textit{A. Pircalabu} and \textit{J. Jung}, Quant. Finance 17, No. 10, 1583--1600 (2017; Zbl 1402.91728) Full Text: DOI
Liu, Bing-Yue; Ji, Qiang; Fan, Ying A new time-varying optimal copula model identifying the dependence across markets. (English) Zbl 1406.62122 Quant. Finance 17, No. 3, 437-453 (2017). MSC: 62P05 62H05 PDF BibTeX XML Cite \textit{B.-Y. Liu} et al., Quant. Finance 17, No. 3, 437--453 (2017; Zbl 1406.62122) Full Text: DOI
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven [Nelsen, Roger] My introduction to copulas. An interview with Roger Nelsen. (English) Zbl 1404.62052 Depend. Model. 5, 88-98 (2017). MSC: 62H05 PDF BibTeX XML Cite \textit{F. Durante} et al., Depend. Model. 5, 88--98 (2017; Zbl 1404.62052) Full Text: DOI
Sordo, Miguel A.; Psarrakos, Georgios Stochastic comparisons of interfailure times under a relevation replacement policy. (English) Zbl 1400.60036 J. Appl. Probab. 54, No. 1, 134-145 (2017). MSC: 60E15 62B10 PDF BibTeX XML Cite \textit{M. A. Sordo} and \textit{G. Psarrakos}, J. Appl. Probab. 54, No. 1, 134--145 (2017; Zbl 1400.60036) Full Text: DOI
Di Bernardino, Elena; Rullière, Didier A note on upper-patched generators for Archimedean copulas. (English) Zbl 1395.62134 ESAIM, Probab. Stat. 21, 183-200 (2017). MSC: 62H20 62E20 60E05 62H05 PDF BibTeX XML Cite \textit{E. Di Bernardino} and \textit{D. Rullière}, ESAIM, Probab. Stat. 21, 183--200 (2017; Zbl 1395.62134) Full Text: DOI
Roozegar, Rasool; Jafari, Ali Akbar On bivariate generalized linear failure rate-power series class of distributions. (English) Zbl 1392.62050 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 693-706 (2017). MSC: 62E15 62H10 62N05 PDF BibTeX XML Cite \textit{R. Roozegar} and \textit{A. A. Jafari}, Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 3, 693--706 (2017; Zbl 1392.62050) Full Text: DOI arXiv
Hendriks, Harrie; Landsman, Zinoviy A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics. (English) Zbl 1403.62189 Scand. Actuar. J. 2017, No. 9, 785-803 (2017). MSC: 62P05 91B30 62G32 62H10 PDF BibTeX XML Cite \textit{H. Hendriks} and \textit{Z. Landsman}, Scand. Actuar. J. 2017, No. 9, 785--803 (2017; Zbl 1403.62189) Full Text: DOI
Hashorva, Enkelejd; Ratovomirija, Gildas; Tamraz, Maissa On some new dependence models derived from multivariate collective models in insurance applications. (English) Zbl 1402.91198 Scand. Actuar. J. 2017, No. 8, 730-750 (2017). MSC: 91B30 62F10 62P05 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Scand. Actuar. J. 2017, No. 8, 730--750 (2017; Zbl 1402.91198) Full Text: DOI Link