Gaunt, Robert E.; Li, Siqi; Sutcliffe, Heather L. A Stein characterisation of the distribution of the product of correlated normal random variables. (English) Zbl 07955926 Stat. Probab. Lett. 216, Article ID 110269, 10 p. (2025). MSC: 60E05 62E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Germain, Gilles; Swan, Yvik Bounding the \(L^1\)-distance between one-dimensional continuous and discrete distributions via Stein’s method. (English) Zbl 07948984 J. Theor. Probab. 38, No. 1, Paper No. 9, 43 p. (2025). MSC: 60E05 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Cichomski, Stanisław; Osȩkowski, Adam On the existence of extreme coherent distributions with no atoms. (English) Zbl 07939475 J. Theor. Probab. 38, No. 1, Paper No. 7, 15 p. (2025). MSC: 37A50 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Passeggeri, Riccardo A denseness property of stochastic processes. (English) Zbl 07939474 J. Theor. Probab. 38, No. 1, Paper No. 6, 18 p. (2025). MSC: 60B10 60G07 60G05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Abusini, Sobri; Dinnullah, Riski Nur Istiqomah Simulation analysis of asymptotic normality of maximum likelihood estimation based on the Fisher scoring algorithm in generalized Poisson regression modeling. (English) Zbl 07907960 Int. J. Math. Comput. Sci. 20, No. 1, 53-61 (2025). MSC: 60E05 60E10 × Cite Format Result Cite Review PDF Full Text: DOI
Banna, Marwa; Tseng, Pei-Lun The distribution of polynomials in monotone-independent elements. (English) Zbl 07956232 Random Matrices Theory Appl. 13, No. 4, Article ID 2450016, 21 p. (2024). MSC: 46L53 60B20 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
St. George, Thomas E.; Tomczyk, Brian D. Lindley distribution on time scales. (English) Zbl 07955813 Involve 17, No. 5, 737-752 (2024). MSC: 34N05 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Deme, El Hadji; Slaoui, Yousri; Kebe, Modou; Manou-Abi, Solym Robust estimator of the ruin probability in infinite time for heavy-tailed distributions. (English) Zbl 07954312 Statistics 58, No. 6, 1401-1422 (2024). MSC: 62H12 62H05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Haoyan; Tian, Yingxu Hitting times for sticky skew CIR process. (English) Zbl 07953393 Stochastics 96, No. 2, 1052-1071 (2024). MSC: 60J55 60E05 33C15 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zhangting; Li, Mingjun; Cheng, Dongya Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns. (English) Zbl 07953388 Stochastics 96, No. 2, 947-967 (2024). MSC: 62P05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Shimoyama, Noriyuki; Hosonuma, Masayasu Application of the first exit time stochastic model with self-repair mechanism to human mortality rates. (English) Zbl 07952139 J. Math. Biol. 89, No. 6, Paper No. 59, 32 p. (2024). MSC: 92B05 92C05 92C50 60E05 60E10 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Bagyan, Armine; Richards, Donald Complete asymptotic expansions for the normalizing constants of high-dimensional matrix Bingham and matrix Langevin distributions. (English) Zbl 07951888 SIGMA, Symmetry Integrability Geom. Methods Appl. 20, Paper 94, 22 p. (2024). MSC: 62R30 60E05 62E20 33C90 33C50 33C70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Soni, R.; Vellaisamy, P.; Pathak, A. K. A probabilistic generalization of the Bell polynomials. (English) Zbl 07950988 J. Anal. 32, No. 2, 711-732 (2024). MSC: 11B73 60E05 11M35 33C45 05A19 × Cite Format Result Cite Review PDF Full Text: DOI
Lu, Dawei; Li, Ting; Yuan, Meng; Shen, Xinmei Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims. (English) Zbl 07949652 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 35, 28 p. (2024). MSC: 62P05 91G05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Madan, Dilip B.; Wang, King Rational hedging with a diversity of implied volatilities. (English) Zbl 07949236 Front. Math. Finance 3, No. 3, 345-375 (2024). MSC: 91G20 91G70 60E05 60G05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Il’inskii, Alexander I. V. Ostrovskii’s work on arithmetic of probability laws. (English) Zbl 07948860 J. Math. Phys. Anal. Geom. 20, No. 3, 332-352 (2024). MSC: 01A60 60E07 60E10 × Cite Format Result Cite Review PDF Full Text: DOI
Gijbels, Irène; Matterne, Margot Median and quantile conditional copulas. (English) Zbl 07947459 Depend. Model. 12, Article ID 20240008, 31 p. (2024). MSC: 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Grothe, Oliver; Rieger, Jonas Decomposition and graphical correspondence analysis of checkerboard copulas. (English) Zbl 07947458 Depend. Model. 12, Article ID 20240006, 31 p. (2024). MSC: 62H05 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Biswas, Aniket; Chakraborty, Subrata; Ghosh, Indranil A novel method of generating distributions on the unit interval with applications. (English) Zbl 07947334 Commun. Stat., Theory Methods 53, No. 22, 8210-8233 (2024). MSC: 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G. Corrigendum to: “Shannon entropy and mutual information for multivariate skew-elliptical distributions”. (English) Zbl 07947018 Scand. J. Stat. 51, No. 4, 1816 (2024). MSC: 62B10 94A17 62H05 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Junping; Zhang, Wanting The multiple birth properties of multi-type Markov branching processes. (English) Zbl 07946120 Bound. Value Probl. 2024, Paper No. 105, 17 p. (2024). MSC: 60J80 60E05 60J27 60J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bourguignon, Marcelo; Kokonendji, Célestin C. Coherent indexes for shifted count and semicontinuous models. (English) Zbl 07946075 Stat. Pap. 65, No. 8, 5253-5271 (2024). MSC: 62E10 62F10 62H05 62H12 62H99 × Cite Format Result Cite Review PDF Full Text: DOI
Yoo, Na Young; Cha, Ji Hwan General classes of bivariate distributions for modeling data with common observations. (English) Zbl 07946073 Stat. Pap. 65, No. 8, 5219-5238 (2024). MSC: 60E05 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Ye, Kangfeng; Woodcock, Jim; Foster, Simon Probabilistic unifying relations for modelling epistemic and aleatoric uncertainty: semantics and automated reasoning with theorem proving. (English) Zbl 07945734 Theor. Comput. Sci. 1021, Article ID 114876, 55 p. (2024). MSC: 68T37 68V15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cichomski, Stanisław; Osękowski, Adam Coherent distributions on the square-extreme points and asymptotics. (English) Zbl 07945539 J. Appl. Probab. 61, No. 4, 1240-1262 (2024). MSC: 60E05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Shiyu; Xu, Guangli Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing. (English) Zbl 07945535 J. Appl. Probab. 61, No. 4, 1172-1195 (2024). MSC: 60J60 60E05 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Bercu, Bernard; Bigot, Jérémie; Thurin, Gauthier Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements. (English) Zbl 07941317 Electron. J. Stat. 18, No. 2, 3461-3496 (2024). MSC: 62H05 62P99 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Wang, Xiaodong; Wang, Kai; Wang, Lei; Teng, Zhidong Dynamics of a stochastic brucellosis model with vaccination and environmental pollution transmission. (English) Zbl 07941262 Qual. Theory Dyn. Syst. 23, Suppl. Issue 1, Paper No. 299, 47 p. (2024). MSC: 34C60 92D30 34C05 34D05 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Jiao, Xue; Zhang, Xinhong; Jiang, Daqing A stochastic model for transmission dynamics of AIDS with protection consciousness and log-normal Ornstein-Uhlenbeck process. (English) Zbl 07941256 Qual. Theory Dyn. Syst. 23, Suppl. Issue 1, Paper No. 293, 42 p. (2024). MSC: 34C60 93D30 34F05 34C05 34D05 60G22 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Sakthivel, K. M.; Nandhini, V. An entropy-based validation of threshold selection technique for extreme value analysis and risk assessment. (English) Zbl 07940786 Lobachevskii J. Math. 45, No. 4, 1633-1651 (2024). MSC: 62Gxx 62Pxx 60Fxx × Cite Format Result Cite Review PDF Full Text: DOI
Piccioni, Mauro; Wesołowski, Jacek Reversible Markov kernels and involutions on product spaces. (English) Zbl 07940623 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 2, 1655-1667 (2024). MSC: 60J10 60G10 60E05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nguessolta, Emmanuel; Kitoti, Réolie Foxie Mizélé; Bidounga, Rufin; Mizere, Dominique A review of bivariate COM-Poisson distributions into type 1, type 2 and type 3 models. (English) Zbl 07940119 Far East J. Theor. Stat. 68, No. 2, 237-254 (2024). MSC: 62F15 62H10 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Soni, Ritik; Pathak, Ashok Kumar Generalized iterated Poisson process and applications. (English) Zbl 07939088 J. Theor. Probab. 37, No. 4, 3216-3245 (2024). MSC: 60E05 60G22 60G50 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Neufeld, Leonie Weighted sums and Berry-Esseen type estimates in free probability theory. (English) Zbl 07938776 Probab. Theory Relat. Fields 190, No. 3-4, 803-879 (2024). MSC: 46L54 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Yu; Hu, Ying Ying; Sun, Yi; Heng, Pei Marginal Markov subgraph of Bayesian network and its applications. (Chinese. English summary) Zbl 07938050 Acta Math. Sin., Chin. Ser. 67, No. 3, 565-581 (2024). MSC: 62H05 05C90 05C20 × Cite Format Result Cite Review PDF Full Text: DOI
Shi, Chungang Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle. (English) Zbl 07937001 Stoch. Dyn. 24, No. 4, Article ID 2450030, 31 p. (2024). MSC: 60E05 60F25 60G12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bhattacharya, Bhaswar B.; Das, Sayan; Mukherjee, Somabha; Mukherjee, Sumit Fluctuations of quadratic chaos. (English) Zbl 07935241 Commun. Math. Phys. 405, No. 10, Paper No. 237, 51 p. (2024). MSC: 60C05 05D99 60E05 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn; Zelenko, Petro; Zubchenko, Volodymyr Properties of the entropic risk measure EVaR in relation to selected distributions. (English) Zbl 07931646 Mod. Stoch., Theory Appl. 11, No. 4, 373-394 (2024). MSC: 91G70 60E05 60E10 33E99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dani, S. G. Embeddability of infinitely divisible distributions on Lie groups. (English) Zbl 07931631 Indian J. Pure Appl. Math. 55, No. 3, 999-1009 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60B15 60E07 43A05 × Cite Format Result Cite Review PDF Full Text: DOI
Dani, S. G. KRP and the embedding problem for distributions. (English) Zbl 07931612 Indian J. Pure Appl. Math. 55, No. 3, 838-840 (2024). Reviewer: Carlo Sempi (Lecce) MSC: 60B15 60E07 43A05 × Cite Format Result Cite Review PDF Full Text: DOI
Bagdonavičius, Vilijandas; Čekanavičius, Vydas; Levulienė, Rūta; Vaitkus, Pranas Julius Kruopis: pioneer of the applications of mathematical statistics in Lithuania. (English) Zbl 07930041 Lith. Math. J. 64, No. 3, 255-266 (2024). MSC: 01A70 60E05 62F10 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Molina-Fructuoso, Martin; Murray, Ryan Eikonal depth: an optimal control approach to statistical depths. (English) Zbl 07927548 Found. Data Sci. 6, No. 3, 324-360 (2024). MSC: 62H05 62G35 68Q87 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Banderier, Cyril; Kuba, Markus; Wallner, Michael Phase transitions of composition schemes: Mittag-Leffler and mixed Poisson distributions. (English) Zbl 07927498 Ann. Appl. Probab. 34, No. 5, 4635-4693 (2024). MSC: 60C05 60E07 60G50 05A15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kumar, Amit N. Bounds on negative binomial approximation to call function. (English) Zbl 07926356 REVSTAT 22, No. 1, 25-43 (2024). MSC: 62E17 62E20 60F05 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ahmadi, Jafar; Balakrishnan, N. Characterizations of continuous log-symmetric distributions based on properties of order statistics. (English) Zbl 07925665 Statistics 58, No. 3, 665-689 (2024). MSC: 62E10 60E05 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Jedidi, Wissem; Bouzeffour, Fethi; Harthi, Nouf Contribution to an open problem of Harkness and Shantaram. (English) Zbl 07924835 Math. Methods Appl. Sci. 47, No. 13, 11086-11105 (2024). MSC: 42A38 44A10 60E05 60E07 60E10 60E15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Basalim, Kholoud; Bridaa, Safa; Jedidi, Wissem Internal Bernstein functions and Lévy-Laplace exponents. (English) Zbl 07924828 Math. Methods Appl. Sci. 47, No. 13, 10964-10974 (2024). MSC: 42A38 44A10 60E05 60E07 60E10 60E15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Landolfi, Nicholas C.; Lall, Sanjay Optimal Dorfman group testing for symmetric distributions. (English) Zbl 07924690 SIAM J. Math. Data Sci. 6, No. 3, 731-760 (2024). MSC: 62P10 62E10 62H05 60G09 90-08 90C39 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Langholm, Tore; Totland, Harald Deformed normal distributions. (English) Zbl 07924499 ESAIM, Probab. Stat. 28, 195-226 (2024). MSC: 60E05 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Xiaoling; Xu, Xinyi; Gu, Beiqing; Wang, Ronghua Study on the generalized three-parameter Lindley distribution. (English) Zbl 07924386 J. Appl. Anal. Comput. 14, No. 6, 3581-3609 (2024). MSC: 62E15 60E05 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Accardi, Luigi; Ella, Abdon Ebang; Ji, Un Cig; Lu, Yun Gang Quantum properties of classical Pearson random variables. (English) Zbl 07923759 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 3, Article ID 2350028, 59 p. (2024). MSC: 60E05 34L10 81S05 × Cite Format Result Cite Review PDF Full Text: DOI
Letac, Gérard; Wesołowski, Jacek About an extension of the Matsumoto-Yor property. (English. French summary) Zbl 07923689 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 3, 2075-2091 (2024). MSC: 60E05 60K35 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Koike, Takaaki; Lin, Liyuan; Wang, Ruodu Invariant correlation under marginal transforms. (English) Zbl 07923114 J. Multivariate Anal. 204, Article ID 105361, 20 p. (2024). MSC: 62H20 60E05 62E15 62H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Björklund, Johanna The impact of state merging on predictive accuracy in probabilistic tree automata: Dietze’s conjecture revisited. (English) Zbl 07923055 J. Comput. Syst. Sci. 146, Article ID 103563, 14 p. (2024). MSC: 68Q45 68Q42 68T50 × Cite Format Result Cite Review PDF Full Text: DOI
Stroock, Daniel W. Probability theory. An analytic view. 3rd edition. (English) Zbl 07921637 Cambridge: Cambridge University Press (ISBN 978-1-00-954900-4/pbk; 978-1-00-954903-5/ebook). xxii, 446 p. (2024). MSC: 60-01 60F05 60E07 60G51 60G46 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Zachariah, Swaroop Georgy; Arshad, Mohd.; Pathak, Ashok Kumar A new family of copulas based on probability generating functions. (English) Zbl 07918479 Math. Slovaca 74, No. 4, 1039-1060 (2024). MSC: 62H05 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Filoche, Baptiste; Hohenegger, Stefan; Sannino, Francesco Information theory unification of epidemiological and population dynamics. (English) Zbl 07916075 Physica A 650, Article ID 129970, 22 p. (2024). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Yiying Stochastic orders and distortion risk contribution ratio measures. (English) Zbl 1544.91352 Insur. Math. Econ. 118, 104-122 (2024). MSC: 91G45 91G70 60E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kammoun, Kaouthar An extension of the non-central Wishart distribution with integer shape vector. (English) Zbl 07914967 Acta Math. Sin., Engl. Ser. 40, No. 9, 2153-2168 (2024). MSC: 60E05 60B20 62H12 44A10 × Cite Format Result Cite Review PDF Full Text: DOI
Au, Siu-Kui A limit formula and a series expansion for the bivariate normal tail probability. (English) Zbl 1545.62003 Stat. Comput. 34, No. 5, Paper No. 152, 16 p. (2024). MSC: 62-08 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Amini-Seresht, Ebrahim; Khaledi, Baha-Eldin; Izadkhah, Salman Stochastic comparison of parallel systems with heterogeneous dependent exponential components. (English) Zbl 1545.60024 Stat. Probab. Lett. 215, Article ID 110242, 9 p. (2024). MSC: 60E15 62H05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Hirose, Kenichi Note on the moment generating function of the multivariate normal distribution. (English) Zbl 07911216 Miskolc Math. Notes 25, No. 1, 287-300 (2024). MSC: 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Farbod, D. A new regularly varying discrete distribution generated by Waring-type probability. (English) Zbl 07911063 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 2, 96-109 (2024) and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 2, 16-34 (2024). MSC: 62E10 62F10 62P10 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Martirosyan, D. M.; Ohanyan, V. K. On the Euclidean distance between two Gaussian points and the normal covariogram of \(\mathbb{R}^d\). (English) Zbl 07911058 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 1, 38-46 (2024); and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 1, 54-63 (2024). Reviewer: Kinga Nagy (Osnabrück) MSC: 60D05 52A22 53C65 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Mathew, Angel; Joseph, Chinu Quantile-based overlap measures. (English) Zbl 07909913 Ric. Mat. 73, No. 4, 1919-1936 (2024). MSC: 60E05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Maya, R.; Jodrá, P.; Irshad, M. R.; Krishna, A. The unit Muth distribution: statistical properties and applications. (English) Zbl 07909909 Ric. Mat. 73, No. 4, 1843-1866 (2024). MSC: 60E05 62F10 33B30 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Braiman, Volodymyr; Malyarenko, Anatoliy; Mishura, Yuliya; Rudyk, Yevheniia Anastasiia Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter. (English) Zbl 07908539 Nonlinear Anal., Model. Control 29, No. 4, 802-815 (2024). MSC: 94A17 62B10 60E05 62G05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Manstavičius, Martynas A few generalizations of Kendall’s tau. I: Construction. (English) Zbl 1544.62255 Nonlinear Anal., Model. Control 29, No. 4, 783-801 (2024). MSC: 62H20 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Nanda, Asok K.; Chowdhury, Shovan; Gayen, Sanjib; Bhattacharjee, Subarna A new bivariate distribution with uniform marginals. (English) Zbl 07905900 Commun. Stat., Theory Methods 53, No. 19, 6918-6943 (2024). MSC: 60E05 62N05 65G99 × Cite Format Result Cite Review PDF Full Text: DOI
Feldman, Gennadiy Characterization of probability distributions on some locally compact abelian groups containing an element of order 2. (English) Zbl 1544.60015 J. Math. Anal. Appl. 539, No. 2, Article ID 128579, 16 p. (2024). MSC: 60B15 62E10 43A25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pratelli, Luca; Rigo, Pietro Some duality results for equivalence couplings and total variation. (English) Zbl 1544.60013 Electron. Commun. Probab. 29, Paper No. 17, 12 p. (2024). MSC: 60A10 60E05 28A35 49N15 49Q22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Cui, Hengxin; Tan, Ken Seng; Yang, Fan Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. (English) Zbl 1544.91345 Ann. Oper. Res. 332, No. 1-3, 55-84 (2024). MSC: 91G40 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Krupskii, Pavel; Huser, Raphaël Max-convolution processes with random shape indicator kernels. (English) Zbl 07904781 J. Multivariate Anal. 203, Article ID 105340, 15 p. (2024). MSC: 62Hxx 62H05 62H11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Genest, Christian; Nešlehová, Johanna G. On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. (English) Zbl 07904772 J. Multivariate Anal. 203, Article ID 105331, 4 p. (2024). MSC: 62Hxx 60E07 60G07 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Kesen; Karling, Maicon J.; Arellano-Valle, Reinaldo B.; Genton, Marc G. Multivariate unified skew-\(t\) distributions and their properties. (English) Zbl 07904769 J. Multivariate Anal. 203, Article ID 105322, 16 p. (2024). MSC: 62Hxx 62E10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Xiequan; Hu, Haijuan; Xu, Lihu Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE. (English) Zbl 07903798 Sci. China, Math. 67, No. 8, 1865-1880 (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60E05 60H10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Vamvakari, Malvina Asymptotic behaviour of univariate and multivariate absorption distributions. (English) Zbl 1545.60018 RAIRO, Theor. Inform. Appl. 58, Paper No. 15, 17 p. (2024). MSC: 60C05 05A30 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Puišys, Rokas; Lewkiewicz, Sylwia; Šiaulys, Jonas Properties of the random effect transformation. (English) Zbl 07901306 Lith. Math. J. 64, No. 2, 177-189 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60E05 62E15 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Myronyuk, Margaryta An analogue of the Klebanov theorem for locally compact abelian groups. (English) Zbl 07900860 J. Theor. Probab. 37, No. 3, 2646-2664 (2024). Reviewer: Norbert Youmbi (Loretto) MSC: 60B15 62E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Komisarski, Andrzej; Labuschagne, Jacques The distributions of the mean of random vectors with fixed marginal distribution. (English) Zbl 07900844 J. Theor. Probab. 37, No. 3, 2121-2129 (2024). MSC: 60E05 60E15 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Mingo, James A.; Tseng, Pei-Lun Infinitesimal operators and the distribution of anticommutators and commutators. (English) Zbl 07900800 J. Funct. Anal. 287, No. 9, Article ID 110591, 35 p. (2024). MSC: 46L54 60B20 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Naulet, Zacharie; Rousseau, Judith; Caron, François Asymptotic analysis of statistical estimators related to multigraphex processes under misspecification. (English) Zbl 07898694 Bernoulli 30, No. 4, 2644-2675 (2024). MSC: 62H05 05C80 05C82 60Gxx 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bulinski, A. V. On an example of expectation evaluation. (English. Russian original) Zbl 1543.60017 Theory Probab. Appl. 69, No. 2, 313-321 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 393-404 (2024). MSC: 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Zaitsev, A. Yu. On proximity of distributions of successive sums with respect to the Prokhorov distance. (English. Russian original) Zbl 1543.60033 Theory Probab. Appl. 69, No. 2, 217-226 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 272-284 (2024). MSC: 60F05 60E05 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Umali, Lester Charles A.; Eden, Richard B.; Teng, Timothy Robin Y. A first-order Stein characterization for absolutely continuous bivariate distributions. (English) Zbl 07897875 Commun. Stat., Theory Methods 53, No. 18, 6695-6716 (2024). MSC: 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Houšková, Kamila; Navara, Mirko Geometry of generators of triangular norms and copulas. (English) Zbl 07897663 Depend. Model. 12, Article ID 20240004, 16 p. (2024). MSC: 62H05 62H86 × Cite Format Result Cite Review PDF Full Text: DOI
Ansari, Jonathan; Rockel, Marcus Dependence properties of bivariate copula families. (English) Zbl 07897661 Depend. Model. 12, Article ID 20240002, 36 p. (2024). MSC: 62H05 62H20 62E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pan, Shenyi; Joe, Harry Assessing copula models for mixed continuous-ordinal variables. (English) Zbl 1543.62361 Depend. Model. 12, Article ID 20240001, 18 p. (2024). MSC: 62H05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fang, Xinyu; Miller, Steven J.; Sun, Maxwell; Verga, Amanda Benford’s law and random integer decomposition with congruence stopping condition. (English) Zbl 07894723 J. Number Theory 264, 307-356 (2024). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 11K06 11K45 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Oh, Jungtaek Distribution of runs and patterns in four state trials. (English) Zbl 1542.62045 Kyungpook Math. J. 64, No. 2, 287-301 (2024). MSC: 62E15 60C05 60E05 92D20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zaevski, Tsvetelin; Kyurkchiev, Nikolay On min- and max-Kies families: distributional properties and saturation in Hausdorff sense. (English) Zbl 1543.41014 Mod. Stoch., Theory Appl. 11, No. 3, 265-288 (2024). Reviewer: Ferenc Weisz (Budapest) MSC: 41A40 41A46 60E05 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Okolewski, A.; Papadatos, N. Finite sequences representing expected order statistics. (English) Zbl 07892650 Sankhyā, Ser. A 86, No. 2, 755-774 (2024). MSC: 62G30 60E05 62E10 44A60 60C05 52A20 90C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bouzar, Nadjib On the convolution of scaled Sibuya distributions. (English) Zbl 1544.60023 Sankhyā, Ser. A 86, No. 2, 699-720 (2024). MSC: 60E05 60E07 60G70 62E15 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Mu, Wanrong; Chiu, Sung Nok; Wang, Guojing Pricing CDS index tranches under thinning-dependence structure with regime switching. (English) Zbl 07890911 J. Comput. Appl. Math. 451, Article ID 116080, 21 p. (2024). MSC: 91G20 91G40 62P05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kan, Cihangir Analyzing wind turbine and wind farm outputs under dependence between wind speed and wind turbine availability. (English) Zbl 07890909 J. Comput. Appl. Math. 451, Article ID 116078, 6 p. (2024). MSC: 60K15 62E10 62H05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Vardaki, Maria; Papageorgiou, H. On multivariate discrete Poisson-Lindley distributions. (English) Zbl 1544.60026 J. Stat. Theory Pract. 18, No. 3, Paper No. 33, 35 p. (2024). MSC: 60E05 62E15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Chatterjee, Rahul; Pal, Nabendu A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula. (English) Zbl 1542.62071 J. Stat. Theory Pract. 18, No. 2, Paper No. 27, 19 p. (2024). MSC: 62H05 62G10 62F40 62R07 × Cite Format Result Cite Review PDF Full Text: DOI
Bakouch, Hassan S.; Gharari, Fatemeh; Karakaya, Kadir; Akdoğan, Yunus Fractional Lindley distribution generated by time scale theory, with application to discrete-time lifetime data. (English) Zbl 07889427 Math. Popul. Stud. 31, No. 2, 116-146 (2024). MSC: 62E15 60E05 93C70 26A33 39A12 × Cite Format Result Cite Review PDF Full Text: DOI
Novi Inverardi, Pier Luigi; Tagliani, Aldo; Milev, Mariyan Indeterminate Hamburger moment problem: entropy convergence. (English) Zbl 1543.60020 Stat. Probab. Lett. 212, Article ID 110155, 6 p. (2024). MSC: 60E05 44A60 30E05 × Cite Format Result Cite Review PDF Full Text: DOI
Djaloud, Toihir Soulaimana; Seck, Cheikh Tidiane Nonparametric kernel estimation of conditional copula density. (English) Zbl 1541.62123 Stat. Probab. Lett. 212, Article ID 110154, 7 p. (2024). MSC: 62H05 62G07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI