Nakata, Toshio Large deviations of sums mainly due to just one summand for super-heavy tailed distributions. (English) Zbl 07814040 Bull. Inst. Math., Acad. Sin. (N.S.) 18, No. 4, 437-449 (2023). MSC: 60F10 60G50 60E05 PDFBibTeX XMLCite \textit{T. Nakata}, Bull. Inst. Math., Acad. Sin. (N.S.) 18, No. 4, 437--449 (2023; Zbl 07814040) Full Text: DOI
Woszczek, Hubert; Wyłomańska, Agnieszka Autoregressive model with double Pareto distributed noise. (English) Zbl 07811079 Math. Appl. (Warsaw) 51, No. 1, 121-141 (2023). MSC: 60E05 60G10 PDFBibTeX XMLCite \textit{H. Woszczek} and \textit{A. Wyłomańska}, Math. Appl. (Warsaw) 51, No. 1, 121--141 (2023; Zbl 07811079) Full Text: DOI
Arendarczyk, Marek; Jasiulis-Gołdyn, Barbara; Omey, Edward Asymptotic properties of extremal Markov processes driven by Kendall convolution. (English) Zbl 07768798 J. Theor. Probab. 36, No. 4, 2040-2065 (2023). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60F05 44A35 60J05 60J35 60E07 60E10 PDFBibTeX XMLCite \textit{M. Arendarczyk} et al., J. Theor. Probab. 36, No. 4, 2040--2065 (2023; Zbl 07768798) Full Text: DOI arXiv OA License
Amponsah, Charles K.; Kozubowski, Tomasz J. A computational approach to estimation of discrete Pareto parameters. (English) Zbl 07739548 Commun. Stat., Simulation Comput. 52, No. 8, 3692-3711 (2023). MSC: 60E05 62E10 62E15 62F10 62P05 PDFBibTeX XMLCite \textit{C. K. Amponsah} and \textit{T. J. Kozubowski}, Commun. Stat., Simulation Comput. 52, No. 8, 3692--3711 (2023; Zbl 07739548) Full Text: DOI
Kratz, Marie; Prokopenko, Evgeny Multi-normex distributions for the sum of random vectors. Rates of convergence. (English) Zbl 1520.60009 Extremes 26, No. 3, 509-544 (2023). MSC: 60E05 60F05 60G70 60F15 62G30 41A25 PDFBibTeX XMLCite \textit{M. Kratz} and \textit{E. Prokopenko}, Extremes 26, No. 3, 509--544 (2023; Zbl 1520.60009) Full Text: DOI arXiv
Falk, Michael Exceedance counts and GOD’s order statistics. (English) Zbl 07723382 Sankhyā, Ser. A 85, No. 2, 1651-1666 (2023). MSC: 60G70 62G32 62H05 PDFBibTeX XMLCite \textit{M. Falk}, Sankhyā, Ser. A 85, No. 2, 1651--1666 (2023; Zbl 07723382) Full Text: DOI
Athar, Haseeb; Ahsanullah, Mohammad; Ali, Mohd. Almech Characterisation of some generalised continuous distributions by doubly truncated moments. (English) Zbl 1516.60007 Oper. Res. Decis. 33, No. 1, 1-19 (2023). MSC: 60E05 62E10 PDFBibTeX XMLCite \textit{H. Athar} et al., Oper. Res. Decis. 33, No. 1, 1--19 (2023; Zbl 1516.60007) Full Text: Link
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique; Sarabia, José Mara The arctan family of distributions: new results with applications. (English) Zbl 1527.62012 Chil. J. Stat. 13, No. 1, 113-132 (2022). MSC: 62E10 60E05 62F10 62P05 PDFBibTeX XMLCite \textit{E. Gómez-Déniz} et al., Chil. J. Stat. 13, No. 1, 113--132 (2022; Zbl 1527.62012) Full Text: DOI
Rejeb, Hajer; Masmoudi, Afif Asymptotic behavior of some cone-valued infinitely divisible stochastic process through projection. (English) Zbl 1510.60003 Lith. Math. J. 62, No. 4, 500-508 (2022). MSC: 60B10 60E07 62E20 PDFBibTeX XMLCite \textit{H. Rejeb} and \textit{A. Masmoudi}, Lith. Math. J. 62, No. 4, 500--508 (2022; Zbl 1510.60003) Full Text: DOI
Bâcă, Adrian; Vernic, Raluca On the three-spliced exponential-lognormal-Pareto distribution. (English) Zbl 1524.60026 An. Științ. Univ. “Ovidius” Constanța, Ser. Mat. 30, No. 3, 21-35 (2022). MSC: 60E05 62F10 62-08 PDFBibTeX XMLCite \textit{A. Bâcă} and \textit{R. Vernic}, An. Științ. Univ. ``Ovidius'' Constanța, Ser. Mat. 30, No. 3, 21--35 (2022; Zbl 1524.60026)
Richards, Jordan; Tawn, Jonathan A. On the tail behaviour of aggregated random variables. (English) Zbl 1521.62076 J. Multivariate Anal. 192, Article ID 105065, 16 p. (2022). MSC: 62G32 60G70 62E20 62H05 PDFBibTeX XMLCite \textit{J. Richards} and \textit{J. A. Tawn}, J. Multivariate Anal. 192, Article ID 105065, 16 p. (2022; Zbl 1521.62076) Full Text: DOI arXiv
Mutali, Sezen; Vernic, Raluca On the composite lognormal-Pareto distribution with uncertain threshold. (English) Zbl 07584564 Commun. Stat., Simulation Comput. 51, No. 8, 4492-4508 (2022). MSC: 60E05 62P05 62E86 62F86 PDFBibTeX XMLCite \textit{S. Mutali} and \textit{R. Vernic}, Commun. Stat., Simulation Comput. 51, No. 8, 4492--4508 (2022; Zbl 07584564) Full Text: DOI
Bernou, Ismahen; Boukhari, Fakhreddine Limit theorems for dependent random variables with infinite means. (English) Zbl 1497.60032 Stat. Probab. Lett. 189, Article ID 109563, 9 p. (2022). Reviewer: Ludwig Paditz (Dresden) MSC: 60F15 60G50 PDFBibTeX XMLCite \textit{I. Bernou} and \textit{F. Boukhari}, Stat. Probab. Lett. 189, Article ID 109563, 9 p. (2022; Zbl 1497.60032) Full Text: DOI
Matsushita, Raul; Nagata, Mateus; Da Silva, Sergio The duration of historical pandemics. (English) Zbl 1487.92049 Commun. Nonlinear Sci. Numer. Simul. 113, Article ID 106565, 4 p. (2022). MSC: 92D30 92-03 60E05 PDFBibTeX XMLCite \textit{R. Matsushita} et al., Commun. Nonlinear Sci. Numer. Simul. 113, Article ID 106565, 4 p. (2022; Zbl 1487.92049) Full Text: DOI
Hassairi, Abdelhamid; Roula, Amel Exponential and related probability distributions on symmetric matrices. (English) Zbl 1490.60038 Stat. Probab. Lett. 187, Article ID 109499, 10 p. (2022). MSC: 60E05 60B11 62E15 PDFBibTeX XMLCite \textit{A. Hassairi} and \textit{A. Roula}, Stat. Probab. Lett. 187, Article ID 109499, 10 p. (2022; Zbl 1490.60038) Full Text: DOI
Christoph, Gerd; Ulyanov, Vladimir V.; Bening, Vladimir E. Second order expansions for sample median with random sample size. (English) Zbl 07470640 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 339-365 (2022). Reviewer: Noureddine Daili (Sétif) MSC: 62E17 62H10 60E05 60F05 60G50 PDFBibTeX XMLCite \textit{G. Christoph} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 339--365 (2022; Zbl 07470640) Full Text: arXiv Link
Prabhu, Sowbhagya S.; Jeevanand, E. S. Estimation of time to test transform for Lomax distribution. (English) Zbl 1499.60051 Far East J. Theor. Stat. 61, No. 1, 21-33 (2021). MSC: 60E10 62F15 PDFBibTeX XMLCite \textit{S. S. Prabhu} and \textit{E. S. Jeevanand}, Far East J. Theor. Stat. 61, No. 1, 21--33 (2021; Zbl 1499.60051) Full Text: DOI
Bdair, Omar M.; Haj Ahmad, Hanan A. Estimation of the Marshall-Olkin Pareto distribution parameters: comparative study. (English) Zbl 1478.62033 Rev. Invest. Oper. 42, No. 4, 440-455 (2021). MSC: 62E10 60E05 62E15 62F10 62N05 PDFBibTeX XMLCite \textit{O. M. Bdair} and \textit{H. A. Haj Ahmad}, Rev. Invest. Oper. 42, No. 4, 440--455 (2021; Zbl 1478.62033) Full Text: Link
Ghosh, Indranil; Banks, Osborne A study of bivariate generalized Pareto distribution and its dependence structure among model parameters. (English) Zbl 1484.62060 Sankhyā, Ser. B 83, No. 2, 575-604 (2021). MSC: 62H10 62H05 60E15 62H20 PDFBibTeX XMLCite \textit{I. Ghosh} and \textit{O. Banks}, Sankhyā, Ser. B 83, No. 2, 575--604 (2021; Zbl 1484.62060) Full Text: DOI
Shanbhag, Damodar N. Generalized integrated Cauchy functional equation with applications to probability models. (English) Zbl 1481.60006 J. Stat. Theory Pract. 15, No. 3, Paper No. 71, 26 p. (2021). Reviewer: Noureddine Daili (Sétif) MSC: 60B05 60B15 62E10 PDFBibTeX XMLCite \textit{D. N. Shanbhag}, J. Stat. Theory Pract. 15, No. 3, Paper No. 71, 26 p. (2021; Zbl 1481.60006) Full Text: DOI
Stein, Michael L. Parametric models for distributions when interest is in extremes with an application to daily temperature. (English) Zbl 1466.62426 Extremes 24, No. 2, 293-323 (2021). MSC: 62P12 62G32 62G08 60F10 62E17 86A08 PDFBibTeX XMLCite \textit{M. L. Stein}, Extremes 24, No. 2, 293--323 (2021; Zbl 1466.62426) Full Text: DOI
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. Optimal index estimation of heavy-tailed distributions. (English) Zbl 1464.62364 Sequential Anal. 40, No. 1, 125-147 (2021). MSC: 62L12 62G32 60F10 PDFBibTeX XMLCite \textit{D. N. Politis} et al., Sequential Anal. 40, No. 1, 125--147 (2021; Zbl 1464.62364) Full Text: DOI
Jayakumar, K.; Krishnan, Bindu; Hamedani, G. G. On a new generalization of Pareto distribution and its applications. (English) Zbl 07552649 Commun. Stat., Simulation Comput. 49, No. 5, 1264-1284 (2020). MSC: 60E05 62E10 62P99 PDFBibTeX XMLCite \textit{K. Jayakumar} et al., Commun. Stat., Simulation Comput. 49, No. 5, 1264--1284 (2020; Zbl 07552649) Full Text: DOI
Rashwan, Nasr Ibrahim; Kamel, Maie M. The beta exponential Pareto distribution. (English) Zbl 1480.62040 Far East J. Theor. Stat. 58, No. 2, 91-113 (2020). MSC: 62E15 60E05 62E10 62N05 PDFBibTeX XMLCite \textit{N. I. Rashwan} and \textit{M. M. Kamel}, Far East J. Theor. Stat. 58, No. 2, 91--113 (2020; Zbl 1480.62040) Full Text: DOI
Feng, Minyu; Deng, Liang-Jian; Chen, Feng; Perc, Matjaž; Kurths, Jürgen The accumulative law and its probability model: an extension of the Pareto distribution and the log-normal distribution. (English) Zbl 1472.60023 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2237, Article ID 20200019, 22 p. (2020). MSC: 60E05 62E15 62P25 PDFBibTeX XMLCite \textit{M. Feng} et al., Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2237, Article ID 20200019, 22 p. (2020; Zbl 1472.60023) Full Text: DOI Link
Ibrahim Al-Omari, Amer; Al-Khazaleh, Ahmad M. H.; Alzoubi, Loai M. A generalization of the new Weibull Pareto distribution. (English) Zbl 1472.60025 Rev. Invest. Oper. 41, No. 1, 138-146 (2020). MSC: 60E05 PDFBibTeX XMLCite \textit{A. Ibrahim Al-Omari} et al., Rev. Invest. Oper. 41, No. 1, 138--146 (2020; Zbl 1472.60025) Full Text: Link
Pawlas, Piotr; Szynal, Dominik On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance. (English) Zbl 1460.62025 Demonstr. Math. 53, 285-291 (2020). MSC: 62E10 62E15 62G30 60E05 PDFBibTeX XMLCite \textit{P. Pawlas} and \textit{D. Szynal}, Demonstr. Math. 53, 285--291 (2020; Zbl 1460.62025) Full Text: DOI
Li, Lu; Wu, Qinyu; Mao, Tiantian Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. (English) Zbl 1457.60026 J. Appl. Probab. 57, No. 3, 832-852 (2020). MSC: 60E05 60E15 PDFBibTeX XMLCite \textit{L. Li} et al., J. Appl. Probab. 57, No. 3, 832--852 (2020; Zbl 1457.60026) Full Text: DOI
Athar, Haseeb; Abdel-Aty, Yahia Characterization of general class of distributions by truncated moment. (English) Zbl 1454.62059 Thail. Stat. 18, No. 2, 95-107 (2020). MSC: 62E10 62E15 60E05 PDFBibTeX XMLCite \textit{H. Athar} and \textit{Y. Abdel-Aty}, Thail. Stat. 18, No. 2, 95--107 (2020; Zbl 1454.62059) Full Text: Link
Ghosh, Indranil A new discrete Pareto type (IV) model: theory, properties and applications. (English) Zbl 1453.60029 J. Stat. Distrib. Appl. 7, Paper No. 3, 17 p. (2020). MSC: 60E05 62F10 62N05 PDFBibTeX XMLCite \textit{I. Ghosh}, J. Stat. Distrib. Appl. 7, Paper No. 3, 17 p. (2020; Zbl 1453.60029) Full Text: DOI
Halvarsson, Daniel Maximum likelihood estimation of asymmetric double type II Pareto distributions. (English) Zbl 1437.62081 J. Stat. Theory Pract. 14, No. 2, Paper No. 22, 34 p. (2020). MSC: 62E15 60E05 62F10 62B10 62P20 PDFBibTeX XMLCite \textit{D. Halvarsson}, J. Stat. Theory Pract. 14, No. 2, Paper No. 22, 34 p. (2020; Zbl 1437.62081) Full Text: DOI
Aslam, Muhammad; Ali, Sajid; Yousaf, Rahila; Shah, Ismail Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework. (English) Zbl 1453.62357 J. Franklin Inst. 357, No. 5, 2934-2957 (2020). MSC: 62E15 62N01 60E05 62P12 PDFBibTeX XMLCite \textit{M. Aslam} et al., J. Franklin Inst. 357, No. 5, 2934--2957 (2020; Zbl 1453.62357) Full Text: DOI
Goncalves, Branda; Huillet, Thierry Scaling features of two special Markov chains involving total disasters. (English) Zbl 1471.60112 J. Stat. Phys. 178, No. 2, 499-531 (2020). MSC: 60J20 62E10 60E05 PDFBibTeX XMLCite \textit{B. Goncalves} and \textit{T. Huillet}, J. Stat. Phys. 178, No. 2, 499--531 (2020; Zbl 1471.60112) Full Text: DOI arXiv HAL
Al-Omari, Amer Ibrahim; Al-Khazaleh, Ahmad M. H.; Al-Khazaleh, Moath Exponentiated new Weibull-Pareto distribution. (English) Zbl 1475.60032 Rev. Invest. Oper. 40, No. 2, 165-175 (2019). MSC: 60E05 PDFBibTeX XMLCite \textit{A. I. Al-Omari} et al., Rev. Invest. Oper. 40, No. 2, 165--175 (2019; Zbl 1475.60032) Full Text: Link
Albrecher, Hansjörg; Bladt, Mogens Inhomogeneous phase-type distributions and heavy tails. (English) Zbl 1428.62103 J. Appl. Probab. 56, No. 4, 1044-1064 (2019). MSC: 62F10 60J27 62P05 62M05 60E05 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{M. Bladt}, J. Appl. Probab. 56, No. 4, 1044--1064 (2019; Zbl 1428.62103) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{M. Falk} et al., J. Multivariate Anal. 174, Article ID 104538, 17 p. (2019; Zbl 1428.62200) Full Text: DOI arXiv
Zare, Marjan; Asgharzadeh, Akbar A constrained optimization problem for determining the smallest Pareto confidence region under progressive Type-II censoring. (Persian. English summary) Zbl 1438.62189 JAMM, J. Adv. Math. Model. 9, No. 1, 44-57 (2019). MSC: 62N01 62F30 62F25 62E15 60E05 PDFBibTeX XMLCite \textit{M. Zare} and \textit{A. Asgharzadeh}, JAMM, J. Adv. Math. Model. 9, No. 1, 44--57 (2019; Zbl 1438.62189) Full Text: DOI
Imoto, Tomoaki; Shimizu, Kunio; Abe, Toshihiro A cylindrical distribution with heavy-tailed linear part. (English) Zbl 1430.62107 Jpn. J. Stat. Data Sci. 2, No. 1, 129-154 (2019). MSC: 62H11 60E05 62P12 62G32 PDFBibTeX XMLCite \textit{T. Imoto} et al., Jpn. J. Stat. Data Sci. 2, No. 1, 129--154 (2019; Zbl 1430.62107) Full Text: DOI
Jones, M. C. On a characteristic property of distributions related to the Laplace. (English) Zbl 1438.62015 S. Afr. Stat. J. 53, No. 1, 31-34 (2019). MSC: 62E10 62E15 60E05 PDFBibTeX XMLCite \textit{M. C. Jones}, S. Afr. Stat. J. 53, No. 1, 31--34 (2019; Zbl 1438.62015) Full Text: Link
Higbee, Joshua D.; Jensen, Jonathan E.; McDonald, James B. The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution. (English) Zbl 1459.60032 Stat. Probab. Lett. 151, 73-78 (2019). MSC: 60E05 PDFBibTeX XMLCite \textit{J. D. Higbee} et al., Stat. Probab. Lett. 151, 73--78 (2019; Zbl 1459.60032) Full Text: DOI
Dey, Arabin Kumar; Paul, Biplab Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale. (English) Zbl 1481.60022 J. Stat. Theory Pract. 13, No. 1, Paper No. 10, 21 p. (2019). MSC: 60E05 62H05 62E10 PDFBibTeX XMLCite \textit{A. K. Dey} and \textit{B. Paul}, J. Stat. Theory Pract. 13, No. 1, Paper No. 10, 21 p. (2019; Zbl 1481.60022) Full Text: DOI arXiv
Tanabe, Katsuaki Pareto’s 80/20 rule and the Gaussian distribution. (English) Zbl 1514.60027 Physica A 510, 635-640 (2018). MSC: 60E05 62P20 PDFBibTeX XMLCite \textit{K. Tanabe}, Physica A 510, 635--640 (2018; Zbl 1514.60027) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{J. Suárez-Espinosa} et al., Chil. J. Stat. 9, No. 1, 33--46 (2018; Zbl 1449.62111) Full Text: Link
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K. A bivariate distribution with Lomax and geometric margins. (English) Zbl 1402.60019 J. Korean Stat. Soc. 47, No. 4, 405-422 (2018). MSC: 60E05 60G50 62E15 62F10 62H05 62H12 62P05 PDFBibTeX XMLCite \textit{M. Arendarczyk} et al., J. Korean Stat. Soc. 47, No. 4, 405--422 (2018; Zbl 1402.60019) Full Text: DOI
Pires, Juliana F.; Cysneiros, Audrey H. M. A.; Cribari-Neto, Francisco Improved inference for the generalized Pareto distribution. (English) Zbl 1404.62020 Braz. J. Probab. Stat. 32, No. 1, 69-85 (2018). MSC: 62E15 62F10 62F03 60E05 62P12 PDFBibTeX XMLCite \textit{J. F. Pires} et al., Braz. J. Probab. Stat. 32, No. 1, 69--85 (2018; Zbl 1404.62020) Full Text: DOI Euclid
Grabchak, Michael A random variable that does not belong to a domain of attraction, but its absolute value does. (English) Zbl 1414.60015 Math. Sci. 43, No. 1, 56-59 (2018). MSC: 60F05 60E07 PDFBibTeX XMLCite \textit{M. Grabchak}, Math. Sci. 43, No. 1, 56--59 (2018; Zbl 1414.60015)
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 PDFBibTeX XMLCite \textit{D. H. Alai} and \textit{Z. Landsman}, Scand. Actuar. J. 2018, No. 7, 576--604 (2018; Zbl 1398.62127) Full Text: DOI Link
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K. The joint distribution of the sum and maximum of dependent Pareto risks. (English) Zbl 1410.60019 J. Multivariate Anal. 167, 136-156 (2018). MSC: 60E05 60G50 60G70 62E15 62F10 PDFBibTeX XMLCite \textit{M. Arendarczyk} et al., J. Multivariate Anal. 167, 136--156 (2018; Zbl 1410.60019) Full Text: DOI
Tahir, Areeb; Akhter, Ahmad Saeed; ul Haq, Muhammad Ahsan Transmuted new Weibull-Pareto distribution and its applications. (English) Zbl 1395.62025 Appl. Appl. Math. 13, No. 1, 30-46 (2018). MSC: 62E15 60E05 PDFBibTeX XMLCite \textit{A. Tahir} et al., Appl. Appl. Math. 13, No. 1, 30--46 (2018; Zbl 1395.62025) Full Text: Link
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 PDFBibTeX XMLCite \textit{T. J. Kozubowski} and \textit{K. Podgórski}, Extremes 21, No. 2, 315--342 (2018; Zbl 1396.60060) Full Text: DOI
Ghosh, I.; Hamedani, G. G.; Bansal, N.; Maadooliat, M. On the mixtures of Weibull and Pareto (IV) distribution: an alternative to Pareto distribution. (English) Zbl 1434.60061 Commun. Stat., Theory Methods 47, No. 9, 2073-2084 (2018). MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{I. Ghosh} et al., Commun. Stat., Theory Methods 47, No. 9, 2073--2084 (2018; Zbl 1434.60061) Full Text: DOI Link
Mansoor, M.; Tahir, M. H.; Cordeiro, Gauss; Alzaatreh, Ayman; Zuabir, M. The Poisson Weibull-\(X\) family of distributions. (English) Zbl 1390.60060 ProbStat Forum 11, Article No. 03, 19-35 (2018). MSC: 60E05 62E15 62N05 PDFBibTeX XMLCite \textit{M. Mansoor} et al., ProbStat Forum 11, Article No. 03, 19--35 (2018; Zbl 1390.60060) Full Text: Link
Hu, Chin-Yuan; Lin, Gwo Dong Characterizations of the logistic and related distributions. (English) Zbl 1396.60020 J. Math. Anal. Appl. 463, No. 1, 79-92 (2018). MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{C.-Y. Hu} and \textit{G. D. Lin}, J. Math. Anal. Appl. 463, No. 1, 79--92 (2018; Zbl 1396.60020) Full Text: DOI arXiv
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate peaks over thresholds models. (English) Zbl 1390.62083 Extremes 21, No. 1, 115-145 (2018). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G32 60G70 62E10 PDFBibTeX XMLCite \textit{H. Rootzén} et al., Extremes 21, No. 1, 115--145 (2018; Zbl 1390.62083) Full Text: DOI arXiv
Grahovac, Danijel Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims. (English) Zbl 1407.91136 Methodol. Comput. Appl. Probab. 20, No. 1, 273-288 (2018). MSC: 91B30 60G51 62G32 62P05 PDFBibTeX XMLCite \textit{D. Grahovac}, Methodol. Comput. Appl. Probab. 20, No. 1, 273--288 (2018; Zbl 1407.91136) Full Text: DOI
Khamnei, Hossein Jabbari; Makouyi, Roghaye Recurrence relation for the moments of order statistics from a beta-Pareto distribution. (English) Zbl 1420.60017 İstatistik 10, No. 1, 1-13 (2017). MSC: 60E05 62G30 PDFBibTeX XMLCite \textit{H. J. Khamnei} and \textit{R. Makouyi}, İstatistik 10, No. 1, 1--13 (2017; Zbl 1420.60017) Full Text: Link
Makgai, S. L.; Bekker, A.; Ferreira, J. T.; Arashi, M. New results from a beta-Pareto class. (English) Zbl 1397.60039 S. Afr. Stat. J. 51, No. 2, 345-360 (2017). MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{S. L. Makgai} et al., S. Afr. Stat. J. 51, No. 2, 345--360 (2017; Zbl 1397.60039) Full Text: Link
Diakarya, Barro; Clovis, Nitiéma S. Pierre; Moumouni, Diallo Asymptotic dependence modeling for spatio-temporal max-stable processes. (English) Zbl 1386.60184 Eur. J. Pure Appl. Math. 10, No. 5, 1035-1049 (2017). MSC: 60G70 62M30 62H05 62H11 PDFBibTeX XMLCite \textit{B. Diakarya} et al., Eur. J. Pure Appl. Math. 10, No. 5, 1035--1049 (2017; Zbl 1386.60184) Full Text: Link
Zong, Fengxi; Li, Rubing A simple Bayesian estimation of the shape parameter of Pareto distribution. (Chinese. English summary) Zbl 1374.62028 J. Northwest Norm. Univ., Nat. Sci. 53, No. 1, 32-35 (2017). MSC: 62F15 62G07 60E05 PDFBibTeX XMLCite \textit{F. Zong} and \textit{R. Li}, J. Northwest Norm. Univ., Nat. Sci. 53, No. 1, 32--35 (2017; Zbl 1374.62028) Full Text: DOI
Ahsanullah, Mohammad Characterizations of univariate continuous distributions. (English) Zbl 1366.62005 Atlantis Studies in Probability and Statistics 7. Amsterdam: Atlantis Press (ISBN 978-94-6239-138-3/hbk; 978-94-6239-139-0/ebook). x, 125 p. (2017). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-02 62E10 60E05 62G30 62F03 PDFBibTeX XMLCite \textit{M. Ahsanullah}, Characterizations of univariate continuous distributions. Amsterdam: Atlantis Press (2017; Zbl 1366.62005) Full Text: DOI
Framstad, Nils Chr. Continuous-time (Ross-type) portfolio separation, (almost) without Itô calculus. (English) Zbl 1411.91499 Stochastics 89, No. 1, 38-64 (2017). MSC: 91G10 60E15 60G51 60H05 91B30 PDFBibTeX XMLCite \textit{N. Chr. Framstad}, Stochastics 89, No. 1, 38--64 (2017; Zbl 1411.91499) Full Text: DOI Link
Baker, Rose Creating new distributions by blunting cusps. (English) Zbl 1463.62016 Stat. Probab. Lett. 124, 55-63 (2017). MSC: 62E10 60E05 PDFBibTeX XMLCite \textit{R. Baker}, Stat. Probab. Lett. 124, 55--63 (2017; Zbl 1463.62016) Full Text: DOI Link
Eliazar, Iddo Beyond lognormal inequality: the Lorenz flow structure. (English) Zbl 1400.91382 Physica A 461, 339-354 (2016). MSC: 91B70 60E05 62P20 91D10 PDFBibTeX XMLCite \textit{I. Eliazar}, Physica A 461, 339--354 (2016; Zbl 1400.91382) Full Text: DOI
Bourguignon, Marcelo; Saulo, Helton; Fernandez, Rodrigo Nobre A new Pareto-type distribution with applications in reliability and income data. (English) Zbl 1400.60015 Physica A 457, 166-175 (2016). MSC: 60E05 62F10 91G70 PDFBibTeX XMLCite \textit{M. Bourguignon} et al., Physica A 457, 166--175 (2016; Zbl 1400.60015) Full Text: DOI
Gebizlioglu, Omer L.; Yörübulut, Serap A pseudo-Pareto distribution and concomitants of its order statistics. (English) Zbl 1370.60018 Methodol. Comput. Appl. Probab. 18, No. 4, 1043-1064 (2016). MSC: 60E05 62E15 62H10 91G70 PDFBibTeX XMLCite \textit{O. L. Gebizlioglu} and \textit{S. Yörübulut}, Methodol. Comput. Appl. Probab. 18, No. 4, 1043--1064 (2016; Zbl 1370.60018) Full Text: DOI
Dey, Dipak; Jiang, Yujing; Yan, Jun Multivariate extreme value analysis. (English) Zbl 1365.62260 Dey, Dipak K. (ed.) et al., Extreme value modeling and risk analysis: methods and applications. Based on the workshop on risk analysis, extreme events and decision theory, Research Triangle Park, NC, USA, September 16–19, 2007. Boca Raton, FL: CRC Press (ISBN 978-1-4987-0129-7/hbk; 978-1-4987-0131-0/ebook). 23-39 (2016). MSC: 62H99 62H05 62H10 62H20 60G70 62G32 PDFBibTeX XMLCite \textit{D. Dey} et al., in: Extreme value modeling and risk analysis: methods and applications. Based on the workshop on risk analysis, extreme events and decision theory, Research Triangle Park, NC, USA, September 16--19, 2007. Boca Raton, FL: CRC Press. 23--39 (2016; Zbl 1365.62260)
Khan, M. D. I.; Khan, Mohd Akram Raza Moments of generalized order statistics from new Weibull-Pareto distribution and its characterization. (English) Zbl 1409.62099 Int. J. Appl. Math. 29, No. 6, 641-653 (2016). MSC: 62G30 62E10 60E10 62N05 PDFBibTeX XMLCite \textit{M. D. I. Khan} and \textit{M. A. R. Khan}, Int. J. Appl. Math. 29, No. 6, 641--653 (2016; Zbl 1409.62099) Full Text: DOI
Pawlas, Piotr; Szynal, Dominik Characterization of distributions via \(k\)-th upper record values. (English) Zbl 1360.62052 Far East J. Theor. Stat. 52, No. 3, 149-157 (2016). MSC: 62E10 62G30 62H20 60E05 PDFBibTeX XMLCite \textit{P. Pawlas} and \textit{D. Szynal}, Far East J. Theor. Stat. 52, No. 3, 149--157 (2016; Zbl 1360.62052) Full Text: DOI Link
Ferraz do Nascimento, Fernando; Gamerman, Dani; Davis, Richard A Bayesian semi-parametric approach to extreme regime identification. (English) Zbl 1359.62080 Braz. J. Probab. Stat. 30, No. 4, 540-561 (2016). MSC: 62F15 62G32 60G70 62P12 PDFBibTeX XMLCite \textit{F. Ferraz do Nascimento} et al., Braz. J. Probab. Stat. 30, No. 4, 540--561 (2016; Zbl 1359.62080) Full Text: DOI
Ebegil, Meral; Ozdemir, Senay Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution. (English) Zbl 1383.62054 Hacet. J. Math. Stat. 45, No. 4, 1231-1244 (2016). MSC: 62F10 60E05 PDFBibTeX XMLCite \textit{M. Ebegil} and \textit{S. Ozdemir}, Hacet. J. Math. Stat. 45, No. 4, 1231--1244 (2016; Zbl 1383.62054) Full Text: DOI
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette Tail fitting for truncated and non-truncated Pareto-type distributions. (English) Zbl 1360.62244 Extremes 19, No. 3, 429-462 (2016). MSC: 62G32 62G05 62G10 62G20 60E05 PDFBibTeX XMLCite \textit{J. Beirlant} et al., Extremes 19, No. 3, 429--462 (2016; Zbl 1360.62244) Full Text: DOI arXiv
Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Risk aggregation in multivariate dependent Pareto distributions. (English) Zbl 1371.91107 Insur. Math. Econ. 71, 154-163 (2016). MSC: 91B30 62P05 60E05 62E15 PDFBibTeX XMLCite \textit{J. M. Sarabia} et al., Insur. Math. Econ. 71, 154--163 (2016; Zbl 1371.91107) Full Text: DOI arXiv
Tahir, M. H.; Cordeiro, Gauss M.; Alzaatreh, Ayman; Mansoor, M.; Zubair, M. A new Weibull-Pareto distribution: properties and applications. (English) Zbl 1348.60019 Commun. Stat., Simulation Comput. 45, No. 10, 3548-3567 (2016). MSC: 60E05 62F10 62N05 PDFBibTeX XMLCite \textit{M. H. Tahir} et al., Commun. Stat., Simulation Comput. 45, No. 10, 3548--3567 (2016; Zbl 1348.60019) Full Text: DOI
Riffi, Mohamed I. Forgetful lifetime distributions. (English) Zbl 1346.60010 Palest. J. Math. 5, No. 2, 57-60 (2016). MSC: 60E05 62E10 PDFBibTeX XMLCite \textit{M. I. Riffi}, Palest. J. Math. 5, No. 2, 57--60 (2016; Zbl 1346.60010) Full Text: Link
Pawlas, Piotr Characterization of distributions based on \(k\)-th lower record values. (English) Zbl 1380.62052 Far East J. Theor. Stat. 52, No. 2, 139-148 (2016). MSC: 62E10 60E15 62G30 PDFBibTeX XMLCite \textit{P. Pawlas}, Far East J. Theor. Stat. 52, No. 2, 139--148 (2016; Zbl 1380.62052) Full Text: DOI Link
Nooghabi, M. Jabbari; Nooghabi, E. Khaleghpanah On entropy of a Pareto distribution in the presence of outliers. (English) Zbl 1397.62026 Commun. Stat., Theory Methods 45, No. 17, 5234-5250 (2016). MSC: 62B10 60E05 PDFBibTeX XMLCite \textit{M. J. Nooghabi} and \textit{E. K. Nooghabi}, Commun. Stat., Theory Methods 45, No. 17, 5234--5250 (2016; Zbl 1397.62026) Full Text: DOI
Jasiulis-Gołdyn, Barbara H. Kendall random walks. (English) Zbl 1343.60052 Probab. Math. Stat. 36, No. 1, 165-185 (2016). MSC: 60G50 60J05 60E10 60E07 44A35 PDFBibTeX XMLCite \textit{B. H. Jasiulis-Gołdyn}, Probab. Math. Stat. 36, No. 1, 165--185 (2016; Zbl 1343.60052) Full Text: arXiv Link
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca Statistical inference for a new class of multivariate Pareto distributions. (English) Zbl 1341.62113 Commun. Stat., Simulation Comput. 45, No. 2, 456-471 (2016). MSC: 62H12 62F10 60E05 PDFBibTeX XMLCite \textit{A. V. Asimit} et al., Commun. Stat., Simulation Comput. 45, No. 2, 456--471 (2016; Zbl 1341.62113) Full Text: DOI Link
Northrop, Paul J.; Attalides, Nicolas Posterior propriety in Bayesian extreme value analyses using reference priors. (English) Zbl 1360.62247 Stat. Sin. 26, No. 2, 721-743 (2016). MSC: 62G32 62F15 60E05 PDFBibTeX XMLCite \textit{P. J. Northrop} and \textit{N. Attalides}, Stat. Sin. 26, No. 2, 721--743 (2016; Zbl 1360.62247) Full Text: DOI arXiv
Nakata, Toshio Weak laws of large numbers for weighted independent random variables with infinite mean. (English) Zbl 1329.60040 Stat. Probab. Lett. 109, 124-129 (2016). MSC: 60F05 PDFBibTeX XMLCite \textit{T. Nakata}, Stat. Probab. Lett. 109, 124--129 (2016; Zbl 1329.60040) Full Text: DOI
Kozubowski, Tomasz J.; Panorska, Anna K.; Forister, Matthew L. A discrete truncated Pareto distribution. (English) Zbl 1487.60027 Stat. Methodol. 26, 135-150 (2015). MSC: 60E05 62E15 62F10 62H05 62P05 PDFBibTeX XMLCite \textit{T. J. Kozubowski} et al., Stat. Methodol. 26, 135--150 (2015; Zbl 1487.60027) Full Text: DOI
Kang, Dian-tong Further results on closure properties of LPQE order. (English) Zbl 1487.62123 Stat. Methodol. 25, 23-35 (2015). MSC: 62N05 62B10 62E10 60E15 94A17 PDFBibTeX XMLCite \textit{D.-t. Kang}, Stat. Methodol. 25, 23--35 (2015; Zbl 1487.62123) Full Text: DOI
Kočović, Jelena; Rajić, Vesna Ćojbašić; Jovanović, Milan Estimating a tail of the mixture of log-normal and inverse Gaussian distribution. (English) Zbl 1398.62309 Scand. Actuar. J. 2015, No. 1, 49-58 (2015). MSC: 62P05 91B30 62E15 60G70 62G32 PDFBibTeX XMLCite \textit{J. Kočović} et al., Scand. Actuar. J. 2015, No. 1, 49--58 (2015; Zbl 1398.62309) Full Text: DOI
Nanuwong, Nareerat; Bodhisuwan, Winai; Pudprommarat, Chookait A new mixture Pareto distribution and its application. (English) Zbl 1365.60008 Thail. Stat. 13, No. 2, 191-207 (2015). MSC: 60E05 62N05 62P05 PDFBibTeX XMLCite \textit{N. Nanuwong} et al., Thail. Stat. 13, No. 2, 191--207 (2015; Zbl 1365.60008)
Barakat, H. M.; Nigm, E. M.; Khaled, O. M. Application of sub-sample bootstrap technique for extreme value modeling under linear and power normalization. (English) Zbl 1359.62163 J. Appl. Stat. Sci. 21(2013), No. 2, 177-187 (2015). MSC: 62G32 62G09 62G30 60G70 PDFBibTeX XMLCite \textit{H. M. Barakat} et al., J. Appl. Stat. Sci. 21, No. 2, 177--187 (2015; Zbl 1359.62163)
Praveena, Attahalli Shivanarayanaprasad; Ravi, Sreenivasan Distance between exact and approximate distributions of partial maxima under power normalization. (English) Zbl 1352.60073 Mod. Stoch., Theory Appl. 2, No. 4, 391-399 (2015). MSC: 60G70 60E05 PDFBibTeX XMLCite \textit{A. S. Praveena} and \textit{S. Ravi}, Mod. Stoch., Theory Appl. 2, No. 4, 391--399 (2015; Zbl 1352.60073) Full Text: DOI arXiv
Boutsikas, Michael V. Penultimate gamma approximation in the CLT for skewed distributions. (English) Zbl 1333.60027 ESAIM, Probab. Stat. 19, 590-604 (2015). MSC: 60F05 60G50 60E15 62E17 PDFBibTeX XMLCite \textit{M. V. Boutsikas}, ESAIM, Probab. Stat. 19, 590--604 (2015; Zbl 1333.60027) Full Text: DOI
Luguterah, Albert; Nasiru, Suleman Transmuted exponential Pareto distribution. (English) Zbl 06536784 Far East J. Theor. Stat. 50, No. 1, 31-49 (2015). MSC: 62E99 60E05 PDFBibTeX XMLCite \textit{A. Luguterah} and \textit{S. Nasiru}, Far East J. Theor. Stat. 50, No. 1, 31--49 (2015; Zbl 06536784) Full Text: DOI Link
Teimouri, M.; Kabudian, J.; Hosseini, S. M.; Nadarajah, S. On the skewness parameter estimation for stable distributions. (English) Zbl 1328.60045 Markov Process. Relat. Fields 21, No. 2, 369-380 (2015). MSC: 60E07 62F99 PDFBibTeX XMLCite \textit{M. Teimouri} et al., Markov Process. Relat. Fields 21, No. 2, 369--380 (2015; Zbl 1328.60045) Full Text: Link
Navarro, J.; Esna-Ashari, M.; Asadi, M.; Sarabia, J. M. Bivariate distributions with conditionals satisfying the proportional generalized odds rate model. (English) Zbl 1333.60018 Metrika 78, No. 6, 691-709 (2015). MSC: 60E05 62N05 62E10 PDFBibTeX XMLCite \textit{J. Navarro} et al., Metrika 78, No. 6, 691--709 (2015; Zbl 1333.60018) Full Text: DOI
Drees, Holger; de Haan, Laurens Estimating failure probabilities. (English) Zbl 1385.60054 Bernoulli 21, No. 2, 957-1001 (2015). MSC: 60G70 62G32 PDFBibTeX XMLCite \textit{H. Drees} and \textit{L. de Haan}, Bernoulli 21, No. 2, 957--1001 (2015; Zbl 1385.60054) Full Text: DOI arXiv Euclid
Nguyen, Quang Huy; Robert, Christian Y. Series expansions for convolutions of Pareto distributions. (English) Zbl 1346.60044 Stat. Risk. Model. 32, No. 1, 49-72 (2015). MSC: 60F99 91B30 PDFBibTeX XMLCite \textit{Q. H. Nguyen} and \textit{C. Y. Robert}, Stat. Risk. Model. 32, No. 1, 49--72 (2015; Zbl 1346.60044) Full Text: DOI
Kayal, Suchandan On generalized dynamic survival and failure entropies of order \((\alpha, \beta)\). (English) Zbl 1314.62012 Stat. Probab. Lett. 96, 123-132 (2015). MSC: 62B10 62E10 60E15 62N05 PDFBibTeX XMLCite \textit{S. Kayal}, Stat. Probab. Lett. 96, 123--132 (2015; Zbl 1314.62012) Full Text: DOI
Kortschak, Dominik; Loisel, Stéphane; Ribereau, Pierre Ruin problems with worsening risks or with infinite mean claims. (English) Zbl 1309.91076 Stoch. Models 31, No. 1, 119-152 (2015). MSC: 91B30 60F10 60G51 PDFBibTeX XMLCite \textit{D. Kortschak} et al., Stoch. Models 31, No. 1, 119--152 (2015; Zbl 1309.91076) Full Text: DOI HAL
Martin Van Zyl, J. Testing normality in small samples of selected shape parameter estimators of a generalized Pareto distribution. (English) Zbl 1397.62122 S. Afr. Stat. J. 48, No. 2, 279-289 (2014). MSC: 62F99 60E05 62P05 PDFBibTeX XMLCite \textit{J. Martin Van Zyl}, S. Afr. Stat. J. 48, No. 2, 279--289 (2014; Zbl 1397.62122) Full Text: Link
Eliazar, Iddo; Cohen, Morrel H. Inverted rank distributions: macroscopic statistics, universality classes, and critical exponents. (English) Zbl 1402.91652 Physica A 393, 450-459 (2014). MSC: 91F10 60E05 82C26 PDFBibTeX XMLCite \textit{I. Eliazar} and \textit{M. H. Cohen}, Physica A 393, 450--459 (2014; Zbl 1402.91652) Full Text: DOI
Buddana, Amrutha; Kozubowski, Tomasz J. Discrete Pareto distributions. (English) Zbl 1390.60055 Econ. Qual. Control 29, No. 2, 143-156 (2014). MSC: 60E05 60E07 62E10 62E15 PDFBibTeX XMLCite \textit{A. Buddana} and \textit{T. J. Kozubowski}, Econ. Qual. Control 29, No. 2, 143--156 (2014; Zbl 1390.60055) Full Text: DOI
Izadkhah, S.; Roknabadi, A. H. Rezaei; Borzadaran, G. R. Mohtashami Aspects of the mean residual life order for weighted distributions. (English) Zbl 1302.60042 Statistics 48, No. 4, 851-861 (2014). MSC: 60E15 62N05 PDFBibTeX XMLCite \textit{S. Izadkhah} et al., Statistics 48, No. 4, 851--861 (2014; Zbl 1302.60042) Full Text: DOI
Barakat, H. M.; Nigm, E. M.; Aldallal, R. A. Current records and record range with some applications. (English) Zbl 1306.62108 J. Korean Stat. Soc. 43, No. 2, 263-273 (2014). MSC: 62G30 62G20 60E05 PDFBibTeX XMLCite \textit{H. M. Barakat} et al., J. Korean Stat. Soc. 43, No. 2, 263--273 (2014; Zbl 1306.62108) Full Text: DOI
Barakat, H. M.; Nigm, E. M.; Khaled, O. M. Extreme value modeling under power normalization. (English) Zbl 1428.62194 Appl. Math. Modelling 37, No. 24, 10162-10169 (2013). MSC: 62G32 60F05 62E20 62F10 PDFBibTeX XMLCite \textit{H. M. Barakat} et al., Appl. Math. Modelling 37, No. 24, 10162--10169 (2013; Zbl 1428.62194) Full Text: DOI