Liu, Xijia; Nassar, Hiba; Podgórski, Krzysztof Dyadic diagonalization of positive definite band matrices and efficient \(B\)-spline orthogonalization. (English) Zbl 07553119 J. Comput. Appl. Math. 414, Article ID 114444, 22 p. (2022). MSC: 65D07 65F25 62R10 46N30 15A23 15B05 PDF BibTeX XML Cite \textit{X. Liu} et al., J. Comput. Appl. Math. 414, Article ID 114444, 22 p. (2022; Zbl 07553119) Full Text: DOI OpenURL
Chen, Peng; Vivian, Andrew; Ye, Cheng Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine. (English) Zbl 07550848 Ann. Oper. Res. 313, No. 1, 559-601 (2022). MSC: 62P20 62F25 62M15 46N30 62M10 PDF BibTeX XML Cite \textit{P. Chen} et al., Ann. Oper. Res. 313, No. 1, 559--601 (2022; Zbl 07550848) Full Text: DOI OpenURL
Shahzad, Syed Jawad Hussain; Bouri, Elie; Rehman, Mobeen Ur; Naeem, Muhammad Abubakr; Saeed, Tareq Oil price risk exposure of BRIC stock markets and hedging effectiveness. (English) Zbl 07550834 Ann. Oper. Res. 313, No. 1, 145-170 (2022). MSC: 62P05 62P20 62H05 91B84 62H20 PDF BibTeX XML Cite \textit{S. J. H. Shahzad} et al., Ann. Oper. Res. 313, No. 1, 145--170 (2022; Zbl 07550834) Full Text: DOI OpenURL
Zhai, Jian; James, Robert; Prokhorov, Artem Technical and allocative inefficiency in production systems: a vine copula approach. (English) Zbl 07547645 Depend. Model. 10, 145-158 (2022). MSC: 62P20 62H05 91B38 PDF BibTeX XML Cite \textit{J. Zhai} et al., Depend. Model. 10, 145--158 (2022; Zbl 07547645) Full Text: DOI OpenURL
Mamonov, Mikhail E.; Parmeter, Christopher F.; Prokhorov, Artem B. Dependence modeling in stochastic frontier analysis. (English) Zbl 07547644 Depend. Model. 10, 123-144 (2022). MSC: 62P20 91B38 62G05 62H05 PDF BibTeX XML Cite \textit{M. E. Mamonov} et al., Depend. Model. 10, 123--144 (2022; Zbl 07547644) Full Text: DOI OpenURL
Shah, Said Farooq; Cheema, Salman Arif; Hussain, Zawar; Shah, Ejaz Ali Masking data: a solution to social desirability bias in paired comparison experiments. (English) Zbl 07540831 Commun. Stat., Simulation Comput. 51, No. 6, 3149-3167 (2022). MSC: 62J15 62D05 62P25 PDF BibTeX XML Cite \textit{S. F. Shah} et al., Commun. Stat., Simulation Comput. 51, No. 6, 3149--3167 (2022; Zbl 07540831) Full Text: DOI OpenURL
Cho, Seonghun; Lim, Johan; Jang, Woncheol How many people participated in candlelight protests? Counting the size of a dynamic crowd. (English) Zbl 07540765 J. Appl. Stat. 49, No. 7, 1890-1899 (2022). MSC: 62D99 62Pxx PDF BibTeX XML Cite \textit{S. Cho} et al., J. Appl. Stat. 49, No. 7, 1890--1899 (2022; Zbl 07540765) Full Text: DOI OpenURL
Tahir, M. H.; Hussain, M. Adnan; Cordeiro, Gauss M. A new flexible generalized family for constructing many families of distributions. (English) Zbl 07540752 J. Appl. Stat. 49, No. 7, 1615-1635 (2022). MSC: 60E05 60E10 62E10 62P12 62Pxx PDF BibTeX XML Cite \textit{M. H. Tahir} et al., J. Appl. Stat. 49, No. 7, 1615--1635 (2022; Zbl 07540752) Full Text: DOI OpenURL
Xun, Baoyin; Yuen, Kam C.; Wang, Kaiyong The finite-time ruin probability of a risk model with a general counting process and stochastic return. (English) Zbl 07538978 J. Ind. Manag. Optim. 18, No. 3, 1541-1556 (2022). MSC: 62P05 62E10 60F05 PDF BibTeX XML Cite \textit{B. Xun} et al., J. Ind. Manag. Optim. 18, No. 3, 1541--1556 (2022; Zbl 07538978) Full Text: DOI OpenURL
Jing, Haojie; Peng, Jiangyan; Jiang, Zhiquan; Bao, Qian Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations. (English) Zbl 07533658 Commun. Stat., Theory Methods 51, No. 11, 3761-3786 (2022). MSC: 62P05 62E20 62-XX PDF BibTeX XML Cite \textit{H. Jing} et al., Commun. Stat., Theory Methods 51, No. 11, 3761--3786 (2022; Zbl 07533658) Full Text: DOI OpenURL
Li, Zhengxiao; Beirlant, Jan; Yang, Liang A new class of copula regression models for modelling multivariate heavy-tailed data. (English) Zbl 07525960 Insur. Math. Econ. 104, 243-261 (2022). MSC: 91G05 62P05 62H05 62G32 PDF BibTeX XML Cite \textit{Z. Li} et al., Insur. Math. Econ. 104, 243--261 (2022; Zbl 07525960) Full Text: DOI OpenURL
Chaito, Tanachot; Nanthaprut, Pimwarat; Nakharutai, Nawapon; Khamkong, Manad The length-biased gamma-Rayleigh distribution with applications. (English) Zbl 07524256 Thail. Stat. 20, No. 2, 293-307 (2022). MSC: 62E15 60E05 62E10 62F10 62P12 PDF BibTeX XML Cite \textit{T. Chaito} et al., Thail. Stat. 20, No. 2, 293--307 (2022; Zbl 07524256) Full Text: Link OpenURL
Baxendale, Peter; Wong, Ting-Kam Leonard Random concave functions. (English) Zbl 07522863 Ann. Appl. Probab. 32, No. 2, 812-852 (2022). MSC: 28-XX 26Bxx 60D05 60G55 62P05 62G99 PDF BibTeX XML Cite \textit{P. Baxendale} and \textit{T.-K. L. Wong}, Ann. Appl. Probab. 32, No. 2, 812--852 (2022; Zbl 07522863) Full Text: DOI OpenURL
Ernst, Marie; Swan, Yvik Distances between distributions via Stein’s method. (English) Zbl 07517666 J. Theor. Probab. 35, No. 2, 949-987 (2022). MSC: 47N30 62E17 PDF BibTeX XML Cite \textit{M. Ernst} and \textit{Y. Swan}, J. Theor. Probab. 35, No. 2, 949--987 (2022; Zbl 07517666) Full Text: DOI OpenURL
Wang, Dan; Li, Qiang; Shen, Jihong An optimal design of random surfaces in solar cells via mini-batch stochastic gradient approach. (English) Zbl 1484.78011 Commun. Math. Sci. 20, No. 3, 747-762 (2022). MSC: 78A55 35M30 65C20 65K10 74M05 PDF BibTeX XML Cite \textit{D. Wang} et al., Commun. Math. Sci. 20, No. 3, 747--762 (2022; Zbl 1484.78011) Full Text: DOI OpenURL
Mercadier, Cécile; Roustant, Olivier; Genest, Christian Linking the Hoeffding-sobol and Möbius formulas through a decomposition of kuo, sloan, wasilkowski, and woźniakowski. (English) Zbl 07512053 Stat. Probab. Lett. 185, Article ID 109419, 8 p. (2022). MSC: 41A63 46N30 PDF BibTeX XML Cite \textit{C. Mercadier} et al., Stat. Probab. Lett. 185, Article ID 109419, 8 p. (2022; Zbl 07512053) Full Text: DOI OpenURL
Bartl, Daniel; Mendelson, Shahar Random embeddings with an almost Gaussian distortion. (English) Zbl 07507730 Adv. Math. 400, Article ID 108261, 31 p. (2022). MSC: 46B09 46N30 52A23 60G99 PDF BibTeX XML Cite \textit{D. Bartl} and \textit{S. Mendelson}, Adv. Math. 400, Article ID 108261, 31 p. (2022; Zbl 07507730) Full Text: DOI OpenURL
Papadopoulos, Alecos Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies. (English) Zbl 1483.62197 J. Econom. Methods 11, No. 1, 127-154 (2022). MSC: 62P20 62H05 62J05 PDF BibTeX XML Cite \textit{A. Papadopoulos}, J. Econom. Methods 11, No. 1, 127--154 (2022; Zbl 1483.62197) Full Text: DOI OpenURL
Chen, Kuen-Suan Fuzzy testing of operating performance index based on confidence intervals. (English) Zbl 1485.90021 Ann. Oper. Res. 311, No. 1, 19-33 (2022). MSC: 90B22 60K25 62P30 60G57 68M20 60K30 PDF BibTeX XML Cite \textit{K.-S. Chen}, Ann. Oper. Res. 311, No. 1, 19--33 (2022; Zbl 1485.90021) Full Text: DOI OpenURL
Fanuel, Michaël; Aspeel, Antoine; Delvenne, Jean-Charles; Suykens, Johan A. K. Positive semi-definite embedding for dimensionality reduction and out-of-sample extensions. (English) Zbl 07493841 SIAM J. Math. Data Sci. 4, No. 1, 153-178 (2022). MSC: 62-XX 47N30 42B35 47A58 30C40 90C22 PDF BibTeX XML Cite \textit{M. Fanuel} et al., SIAM J. Math. Data Sci. 4, No. 1, 153--178 (2022; Zbl 07493841) Full Text: DOI arXiv OpenURL
Cao, Jingjing; Zhai, Lele; Guo, Jin-Liang Improving teleportation of quantum Fisher information and fidelity for entangled state under decoherent channel. (English) Zbl 07489100 Int. J. Theor. Phys. 61, No. 2, Paper No. 22, 10 p. (2022). MSC: 81P15 46L53 46N50 62B10 81P48 81T12 81S22 81P17 PDF BibTeX XML Cite \textit{J. Cao} et al., Int. J. Theor. Phys. 61, No. 2, Paper No. 22, 10 p. (2022; Zbl 07489100) Full Text: DOI OpenURL
Portone, Teresa; Moser, Robert D. Bayesian inference of an uncertain generalized diffusion operator. (English) Zbl 1481.62012 SIAM/ASA J. Uncertain. Quantif. 10, 151-178 (2022). MSC: 62F15 47N30 35Q35 62-08 65M32 PDF BibTeX XML Cite \textit{T. Portone} and \textit{R. D. Moser}, SIAM/ASA J. Uncertain. Quantif. 10, 151--178 (2022; Zbl 1481.62012) Full Text: DOI arXiv OpenURL
Lasserre, Jean Bernard; Pauwels, Edouard; Putinar, Mihai The Christoffel-Darboux kernel for data analysis. (English) Zbl 07483518 Cambridge Monographs on Applied and Computational Mathematics 38. Cambridge: Cambridge University Press (ISBN 978-1-108-83806-1/hbk; 978-1-108-93707-8/ebook). xv, 168 p. (2022). MSC: 68T09 42C05 47N30 42-02 62-01 62R10 PDF BibTeX XML Cite \textit{J. B. Lasserre} et al., The Christoffel-Darboux kernel for data analysis. Cambridge: Cambridge University Press (2022; Zbl 07483518) Full Text: DOI OpenURL
Galarza, Christian E.; Matos, Larissa A.; Castro, Luis M.; Lachos, Victor H. Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution. (English) Zbl 07482274 J. Multivariate Anal. 189, Article ID 104944, 15 p. (2022). MSC: 62Hxx 60E05 62P05 PDF BibTeX XML Cite \textit{C. E. Galarza} et al., J. Multivariate Anal. 189, Article ID 104944, 15 p. (2022; Zbl 07482274) Full Text: DOI arXiv OpenURL
Yuan, Yu; Liang, Zhibin; Han, Xia Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs. (English) Zbl 07475152 J. Ind. Manag. Optim. 18, No. 2, 933-967 (2022). MSC: 93E20 62P05 91G05 91G10 PDF BibTeX XML Cite \textit{Y. Yuan} et al., J. Ind. Manag. Optim. 18, No. 2, 933--967 (2022; Zbl 07475152) Full Text: DOI OpenURL
Jiang, Jiming Large sample techniques for statistics. 2nd edition. (English) Zbl 07471543 Springer Texts in Statistics. Cham: Springer (ISBN 978-3-030-91694-7/hbk; 978-3-030-91695-4/ebook). xv, 685 p. (2022). MSC: 62-01 60-01 60Fxx 60G44 60J20 62E20 62G20 PDF BibTeX XML Cite \textit{J. Jiang}, Large sample techniques for statistics. 2nd edition. Cham: Springer (2022; Zbl 07471543) Full Text: DOI OpenURL
Gavrea, Bogdan; Gavrea, Ioan An inequality involving some linear positive operators and box-convex functions. (English) Zbl 07466708 Result. Math. 77, No. 1, Paper No. 33, 10 p. (2022). Reviewer: Szymon Wąsowicz (Bielsko-Biała) MSC: 26D15 26D10 46N30 PDF BibTeX XML Cite \textit{B. Gavrea} and \textit{I. Gavrea}, Result. Math. 77, No. 1, Paper No. 33, 10 p. (2022; Zbl 07466708) Full Text: DOI OpenURL
Blecher, David P.; Labuschagne, Louis E. Von Neumann algebra conditional expectations with applications to generalized representing measures for noncommutative function algebras. (English) Zbl 07466419 Adv. Math. 396, Article ID 108104, 58 p. (2022). MSC: 46L10 46L51 46L52 46L53 47L30 46E30 46A22 46J10 47L45 47N30 PDF BibTeX XML Cite \textit{D. P. Blecher} and \textit{L. E. Labuschagne}, Adv. Math. 396, Article ID 108104, 58 p. (2022; Zbl 07466419) Full Text: DOI arXiv OpenURL
Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims. (English) Zbl 1478.91055 Japan J. Ind. Appl. Math. 39, No. 1, 177-194 (2022). MSC: 91B05 62P05 60K10 91G05 PDF BibTeX XML Cite \textit{B. Wang} et al., Japan J. Ind. Appl. Math. 39, No. 1, 177--194 (2022; Zbl 1478.91055) Full Text: DOI OpenURL
Gavrea, Bogdan; Gavrea, Ioan An inequality involving Bernstein polynomials and box-convex functions. (English) Zbl 07458059 Mediterr. J. Math. 19, No. 1, Paper No. 18, 15 p. (2022). MSC: 41A29 26B25 26D15 46N30 PDF BibTeX XML Cite \textit{B. Gavrea} and \textit{I. Gavrea}, Mediterr. J. Math. 19, No. 1, Paper No. 18, 15 p. (2022; Zbl 07458059) Full Text: DOI OpenURL
Guo, Fenglong Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors. (English) Zbl 07427459 Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{F. Guo}, Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022; Zbl 07427459) Full Text: DOI OpenURL
Der Kiureghian, Armen Structural and system reliability. (English) Zbl 1481.60002 Cambridge: Cambridge University Press (ISBN 978-1-108-83414-8/hbk; 978-1-108-99188-9/ebook). xxvi, 594 p. (2022). MSC: 60-02 62-02 60K10 62F15 60K20 62N05 PDF BibTeX XML Cite \textit{A. Der Kiureghian}, Structural and system reliability. Cambridge: Cambridge University Press (2022; Zbl 1481.60002) Full Text: DOI OpenURL
Catak, Muammer; Allahviranloo, Tofigh; Pedrycz, Witold Probability and random variables for electrical engineering. Probability: measurement of uncertainty. (English) Zbl 1471.60004 Studies in Systems, Decision and Control 390. Cham: Springer (ISBN 978-3-030-82921-6/hbk; 978-3-030-82922-3/ebook). xii, 170 p. (2022). MSC: 60-02 60A05 62-02 62P30 93C05 93C55 93E03 PDF BibTeX XML Cite \textit{M. Catak} et al., Probability and random variables for electrical engineering. Probability: measurement of uncertainty. Cham: Springer (2022; Zbl 1471.60004) Full Text: DOI OpenURL
Mishura, Yuliya; Ralchenko, Kostiantyn Discrete-time approximations and limit theorems. In applications to financial markets. (English) Zbl 07377430 De Gruyter Series in Probability and Stochastics 2. Berlin: De Gruyter (ISBN 978-3-11-065279-6/hbk; 978-3-11-065424-0/ebook). xvi, 373 p. (2022). MSC: 60-01 62-01 60F05 62M10 62P05 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{K. Ralchenko}, Discrete-time approximations and limit theorems. In applications to financial markets. Berlin: De Gruyter (2022; Zbl 07377430) Full Text: DOI OpenURL
Georghiou, Costas; Philippou, Andreas N.; Psillakis, Zaharias M. On the modes of the negative binomial distribution of order \(k\), type I. (English) Zbl 07545603 Commun. Stat., Simulation Comput. 50, No. 4, 1217-1230 (2021). MSC: 60E05 62E15 62E20 62P30 PDF BibTeX XML Cite \textit{C. Georghiou} et al., Commun. Stat., Simulation Comput. 50, No. 4, 1217--1230 (2021; Zbl 07545603) Full Text: DOI OpenURL
Jiang, Wenjun; Hong, H. P.; Ren, Jiandong Estimation of model parameters of dependent processes constructed using Lévy copulas. (English) Zbl 07545573 Commun. Stat., Simulation Comput. 50, No. 3, 691-707 (2021). MSC: 62H05 60G51 62P30 PDF BibTeX XML Cite \textit{W. Jiang} et al., Commun. Stat., Simulation Comput. 50, No. 3, 691--707 (2021; Zbl 07545573) Full Text: DOI OpenURL
Ghalani, Mohammad Reza; Zadkarami, Mohammad Reza Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect. (English) Zbl 07545547 Commun. Stat., Simulation Comput. 50, No. 1, 254-269 (2021). MSC: 62P10 62J05 62H12 62H05 62J10 PDF BibTeX XML Cite \textit{M. R. Ghalani} and \textit{M. R. Zadkarami}, Commun. Stat., Simulation Comput. 50, No. 1, 254--269 (2021; Zbl 07545547) Full Text: DOI OpenURL
Janson, Svante The space \(D\) in several variables: random variables and higher moments. (English) Zbl 07534593 Math. Scand. 127, No. 3, 544-584 (2021). MSC: 46E15 46N30 PDF BibTeX XML Cite \textit{S. Janson}, Math. Scand. 127, No. 3, 544--584 (2021; Zbl 07534593) Full Text: DOI OpenURL
Wang, Kaiyong; Mao, Yanzhu Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate. (English) Zbl 07532929 Commun. Stat., Theory Methods 50, No. 4, 932-943 (2021). MSC: 62P05 62E10 60F05 62-XX PDF BibTeX XML Cite \textit{K. Wang} and \textit{Y. Mao}, Commun. Stat., Theory Methods 50, No. 4, 932--943 (2021; Zbl 07532929) Full Text: DOI OpenURL
Gautam, Choudhury; Priyanka, Kalita; Dharmaraja, Selvamuthu Analysis of a model of batch arrival single server queue with random vacation policy. (English) Zbl 07532201 Commun. Stat., Theory Methods 50, No. 22, 5314-5357 (2021). MSC: 60K25 90B22 60K20 62-XX PDF BibTeX XML Cite \textit{C. Gautam} et al., Commun. Stat., Theory Methods 50, No. 22, 5314--5357 (2021; Zbl 07532201) Full Text: DOI OpenURL
Alabdulhadi, Manal H.; Coolen-Maturi, Tahani; Coolen, Frank P. A. Nonparametric predictive inference for comparison of two diagnostic tests. (English) Zbl 07532152 Commun. Stat., Theory Methods 50, No. 19, 4470-4486 (2021). MSC: 62G86 62P10 62P99 62G99 60A99 62-XX PDF BibTeX XML Cite \textit{M. H. Alabdulhadi} et al., Commun. Stat., Theory Methods 50, No. 19, 4470--4486 (2021; Zbl 07532152) Full Text: DOI OpenURL
Olosunde, Akinlolu Adeseye; Ejiofor, Chidimma Log-exponential power distribution for accelerated failure time model in survival analysis and its application. (English. French summary) Zbl 1485.62142 Afr. Stat. 16, No. 1, 2587-2602 (2021). MSC: 62N05 60E05 62P10 PDF BibTeX XML Cite \textit{A. A. Olosunde} and \textit{C. Ejiofor}, Afr. Stat. 16, No. 1, 2587--2602 (2021; Zbl 1485.62142) Full Text: DOI Link OpenURL
Marinelli, Carlo; Scarpa, Luca; Stefanelli, Ulisse An alternative proof of well-posedness of stochastic evolution equations in the variational setting. (English) Zbl 07523894 Rev. Roum. Math. Pures Appl. 66, No. 1, 209-221 (2021). MSC: 60H15 46N30 35R60 PDF BibTeX XML Cite \textit{C. Marinelli} et al., Rev. Roum. Math. Pures Appl. 66, No. 1, 209--221 (2021; Zbl 07523894) OpenURL
Caginalp, Gunduz Fat tails arise endogenously from supply/demand, with or without jump processes. (English) Zbl 1484.91312 AIMS Math. 6, No. 5, 4811-4846 (2021). MSC: 91B70 91B24 60E05 60J70 60J76 62E15 62E20 PDF BibTeX XML Cite \textit{G. Caginalp}, AIMS Math. 6, No. 5, 4811--4846 (2021; Zbl 1484.91312) Full Text: DOI OpenURL
Bhati, Deepesh; Kattumannil, Sudheesh K.; Sreelakshmi, N. Jackknife empirical likelihood based inference for probability weighted moments. (English) Zbl 1485.62058 J. Korean Stat. Soc. 50, No. 1, 98-116 (2021). MSC: 62G15 62E20 62P12 PDF BibTeX XML Cite \textit{D. Bhati} et al., J. Korean Stat. Soc. 50, No. 1, 98--116 (2021; Zbl 1485.62058) Full Text: DOI OpenURL
Hassan, Anwar; Shah, Ishfaq; Peer, Bilal Negative binomial-reciprocal inverse Gaussian distribution: statistical properties with applications in count data. (English) Zbl 07508935 Thail. Stat. 19, No. 3, 437-449 (2021). MSC: 62E10 60E05 62P05 PDF BibTeX XML Cite \textit{A. Hassan} et al., Thail. Stat. 19, No. 3, 437--449 (2021; Zbl 07508935) Full Text: Link OpenURL
Gu, Yu; Quastel, Jeremy; Tsai, Li-Cheng Moments of the 2D SHE at criticality. (English) Zbl 1483.60093 Probab. Math. Phys. 2, No. 1, 179-219 (2021). MSC: 60H15 35R60 82D60 46N30 81Q05 47N10 60H40 PDF BibTeX XML Cite \textit{Y. Gu} et al., Probab. Math. Phys. 2, No. 1, 179--219 (2021; Zbl 1483.60093) Full Text: DOI arXiv OpenURL
Papapantoleon, Antonis; Sarmiento, Paulo Yanez Detection of arbitrage opportunities in multi-asset derivatives markets. (English) Zbl 1483.91240 Depend. Model. 9, 439-459 (2021). MSC: 91G20 62P05 62H05 PDF BibTeX XML Cite \textit{A. Papapantoleon} and \textit{P. Y. Sarmiento}, Depend. Model. 9, 439--459 (2021; Zbl 1483.91240) Full Text: DOI arXiv OpenURL
Bouhadjera, Feriel; Saïd, Elias Ould Asymptotic normality of the relative error regression function estimator for censored and time series data. (English) Zbl 1480.62199 Depend. Model. 9, 156-178 (2021). MSC: 62N02 62E20 62G07 62G08 62G20 62P10 PDF BibTeX XML Cite \textit{F. Bouhadjera} and \textit{E. O. Saïd}, Depend. Model. 9, 156--178 (2021; Zbl 1480.62199) Full Text: DOI OpenURL
Azimi, Reza; Esmailian, Mahdy Letter to the editor: Correction to: “Lindley-exponential distribution: properties and applications”. (English) Zbl 1478.62046 Metron 79, No. 3, 383-386 (2021). MSC: 62E15 62N05 62P10 60E05 PDF BibTeX XML Cite \textit{R. Azimi} and \textit{M. Esmailian}, Metron 79, No. 3, 383--386 (2021; Zbl 1478.62046) Full Text: DOI OpenURL
Kawakami, Ryo; Michimae, Hirofumi; Lin, Yuan-Hsin Assessing the numerical integration of dynamic prediction formulas using the exact expressions under the joint frailty-copula model. (English) Zbl 1478.62111 Jpn. J. Stat. Data Sci. 4, No. 2, 1293-1321 (2021). MSC: 62H05 62P10 62N05 PDF BibTeX XML Cite \textit{R. Kawakami} et al., Jpn. J. Stat. Data Sci. 4, No. 2, 1293--1321 (2021; Zbl 1478.62111) Full Text: DOI OpenURL
Wang, Yin-Chen; Emura, Takeshi Multivariate failure time distributions derived from shared frailty and copulas. (English) Zbl 1478.62307 Jpn. J. Stat. Data Sci. 4, No. 2, 1105-1131 (2021). MSC: 62N05 62H05 62P10 PDF BibTeX XML Cite \textit{Y.-C. Wang} and \textit{T. Emura}, Jpn. J. Stat. Data Sci. 4, No. 2, 1105--1131 (2021; Zbl 1478.62307) Full Text: DOI OpenURL
Lipowski, Cäcilia; Lo, Simon M. S.; Shi, Shuolin; Wilke, Ralf A. Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave. (English) Zbl 1478.62296 Jpn. J. Stat. Data Sci. 4, No. 2, 953-981 (2021). MSC: 62N02 62H05 62P20 PDF BibTeX XML Cite \textit{C. Lipowski} et al., Jpn. J. Stat. Data Sci. 4, No. 2, 953--981 (2021; Zbl 1478.62296) Full Text: DOI OpenURL
Huang, Xin-Wei; Wang, Weijing; Emura, Takeshi A copula-based Markov chain model for serially dependent event times with a dependent terminal event. (English) Zbl 1478.62257 Jpn. J. Stat. Data Sci. 4, No. 2, 917-951 (2021); correction ibid. 4, No. 1, 475 (2021). MSC: 62M10 62H05 60J20 62G05 62H12 62E20 62N01 62N05 62P10 PDF BibTeX XML Cite \textit{X.-W. Huang} et al., Jpn. J. Stat. Data Sci. 4, No. 2, 917--951 (2021; Zbl 1478.62257) Full Text: DOI OpenURL
Cascos, Ignacio Simultaneous monitoring of origin and scale in left-bounded processes via depth. (English) Zbl 1478.62374 AStA, Adv. Stat. Anal. 105, No. 4, 649-673 (2021). MSC: 62P30 62H05 62N05 PDF BibTeX XML Cite \textit{I. Cascos}, AStA, Adv. Stat. Anal. 105, No. 4, 649--673 (2021; Zbl 1478.62374) Full Text: DOI OpenURL
Hassane, Abba Mallam; Diakarya, Barro; WendKouni, Yaméogo; Bisso, Saley Pricing multivariate European equity option using Gaussians mixture distributions and EVT-based copulas. (English) Zbl 07459475 Int. J. Math. Math. Sci. 2021, Article ID 7648093, 9 p. (2021). MSC: 91G20 62H05 62P05 PDF BibTeX XML Cite \textit{A. M. Hassane} et al., Int. J. Math. Math. Sci. 2021, Article ID 7648093, 9 p. (2021; Zbl 07459475) Full Text: DOI arXiv OpenURL
Abdel-Rehim, E. A.; Hassan, R. M.; El-Sayed, A. M. A. Markov and non-Markov hereditary processes in asexual and random mating sexual populations. (English) Zbl 07458990 J. Fract. Calc. Appl. 12, No. 3, Article 2, 14 p. (2021). MSC: 60G05 60G10 60H30 60H35 60J10 60J20 60J60 60J75 60J85 60J80 65M06 35Q84 35Q92 65C20 PDF BibTeX XML Cite \textit{E. A. Abdel-Rehim} et al., J. Fract. Calc. Appl. 12, No. 3, Article 2, 14 p. (2021; Zbl 07458990) Full Text: Link OpenURL
Zhang, Shulin; Zhou, Qian M.; Lin, Huazhen Goodness-of-fit test of copula functions for semi-parametric univariate time series models. (English) Zbl 1478.62274 Stat. Pap. 62, No. 4, 1697-1721 (2021). MSC: 62M10 62G10 62H05 62G20 62P20 PDF BibTeX XML Cite \textit{S. Zhang} et al., Stat. Pap. 62, No. 4, 1697--1721 (2021; Zbl 1478.62274) Full Text: DOI OpenURL
Garg, Ankit; Kathuria, Tarun; Srivastava, Nikhil Scalar Poincaré implies matrix Poincaré. (English) Zbl 1480.60044 Electron. Commun. Probab. 26, Paper No. 20, 4 p. (2021). MSC: 60E15 60B20 46N30 PDF BibTeX XML Cite \textit{A. Garg} et al., Electron. Commun. Probab. 26, Paper No. 20, 4 p. (2021; Zbl 1480.60044) Full Text: DOI arXiv OpenURL
Elbatal, I.; Alotaibi, Naif Modelling to engineering data using a new class of continuous models. (English) Zbl 1477.62124 J. Funct. Spaces 2021, Article ID 1148618, 12 p. (2021). MSC: 62H05 62N05 62P10 PDF BibTeX XML Cite \textit{I. Elbatal} and \textit{N. Alotaibi}, J. Funct. Spaces 2021, Article ID 1148618, 12 p. (2021; Zbl 1477.62124) Full Text: DOI OpenURL
Foschi, Rachele; Nappo, Giovanna; Spizzichino, Fabio L. Diagonal sections of copulas, Multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes. (English) Zbl 07451621 Depend. Model. 9, 394-423 (2021). MSC: 62H05 62G30 60K10 62N05 PDF BibTeX XML Cite \textit{R. Foschi} et al., Depend. Model. 9, 394--423 (2021; Zbl 07451621) Full Text: DOI arXiv OpenURL
Benth, Fred Espen; Simonsen, Iben Cathrine Metatimes, random measures and cylindrical random variables. (English) Zbl 07450960 Mod. Stoch., Theory Appl. 8, No. 3, 349-371 (2021). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G60 60G57 46N30 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{I. C. Simonsen}, Mod. Stoch., Theory Appl. 8, No. 3, 349--371 (2021; Zbl 07450960) Full Text: DOI OpenURL
Shingaki, Ryusei; Kanda, Hiroshi; Kuroki, Manabu Selection and integration of generalized instrumental variables for estimating total effects. (English) Zbl 1482.62057 Stat. Pap. 62, No. 5, 2355-2381 (2021). MSC: 62H05 62D20 62H22 62P20 PDF BibTeX XML Cite \textit{R. Shingaki} et al., Stat. Pap. 62, No. 5, 2355--2381 (2021; Zbl 1482.62057) Full Text: DOI OpenURL
Shekhawat, Komal; Sharma, Vikas Kumar An extension of J-shaped distribution with application to tissue damage proportions in blood. (English) Zbl 1476.62043 Sankhyā, Ser. B 83, No. 2, 548-574 (2021). MSC: 62E15 62E10 60E05 60E15 62F10 62N05 62P10 PDF BibTeX XML Cite \textit{K. Shekhawat} and \textit{V. K. Sharma}, Sankhyā, Ser. B 83, No. 2, 548--574 (2021; Zbl 1476.62043) Full Text: DOI OpenURL
Huang, Xin-Wei; Wang, Weijing; Emura, Takeshi Correction to: “A copula-based Markov chain model for serially dependent event times with a dependent terminal event”. (English) Zbl 1481.62057 Jpn. J. Stat. Data Sci. 4, No. 1, 475 (2021). MSC: 62M10 62H05 60J20 62G05 62H12 62E20 62N01 62N05 62P10 PDF BibTeX XML Cite \textit{X.-W. Huang} et al., Jpn. J. Stat. Data Sci. 4, No. 1, 475 (2021; Zbl 1481.62057) Full Text: DOI OpenURL
Abd El-Monsef, M. M. E. Erlang mixture distribution with application on COVID-19 cases in Egypt. (English) Zbl 1480.92185 Int. J. Biomath. 14, No. 3, Article ID 2150015, 18 p. (2021). MSC: 92D30 62P10 60E05 PDF BibTeX XML Cite \textit{M. M. E. Abd El-Monsef}, Int. J. Biomath. 14, No. 3, Article ID 2150015, 18 p. (2021; Zbl 1480.92185) Full Text: DOI OpenURL
Salazar Flores, Yuri; Díaz-Hernández, Adán Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management. (English) Zbl 1480.62215 Stat. Methods Appl. 30, No. 2, 375-407 (2021). MSC: 62P05 62H05 91G10 PDF BibTeX XML Cite \textit{Y. Salazar Flores} and \textit{A. Díaz-Hernández}, Stat. Methods Appl. 30, No. 2, 375--407 (2021; Zbl 1480.62215) Full Text: DOI OpenURL
D’Amico, Guglielmo; Di Basilio, Bice; Petroni, Filippo Hedging the risk of wind power production using dispatchable energy source. (English) Zbl 1480.62246 Stoch. Qual. Control 36, No. 1, 1-20 (2021). MSC: 62P30 62N05 62H05 90B25 PDF BibTeX XML Cite \textit{G. D'Amico} et al., Stoch. Qual. Control 36, No. 1, 1--20 (2021; Zbl 1480.62246) Full Text: DOI OpenURL
Hashempour, Majid A new two-parameter lifetime distribution with flexible hazard rate function: properties, applications and different method of estimations. (English) Zbl 1478.60050 Math. Slovaca 71, No. 4, 983-1004 (2021). MSC: 60E05 62G05 62N05 62P30 PDF BibTeX XML Cite \textit{M. Hashempour}, Math. Slovaca 71, No. 4, 983--1004 (2021; Zbl 1478.60050) Full Text: DOI OpenURL
Fang, Xiao; Gan, Han L.; Holmes, Susan; Huang, Haiyan; Peköz, Erol; Röllin, Adrian; Tang, Wenpin Arcsine laws for random walks generated from random permutations with applications to genomics. (English) Zbl 1475.60021 J. Appl. Probab. 58, No. 4, 851-867 (2021). MSC: 60C05 60J70 92C40 PDF BibTeX XML Cite \textit{X. Fang} et al., J. Appl. Probab. 58, No. 4, 851--867 (2021; Zbl 1475.60021) Full Text: DOI arXiv OpenURL
Putinar, Mihai Moment estimates of the cloud of a planar measure. (English) Zbl 1477.30033 Acta Appl. Math. 176, Paper No. 2, 26 p. (2021). MSC: 30E05 47B20 42C05 47N30 30C40 PDF BibTeX XML Cite \textit{M. Putinar}, Acta Appl. Math. 176, Paper No. 2, 26 p. (2021; Zbl 1477.30033) Full Text: DOI arXiv OpenURL
Ruli, Erlis; Ventura, Laura Can Bayesian, confidence distribution and frequentist inference agree? (English) Zbl 1478.62012 Stat. Methods Appl. 30, No. 1, 359-373 (2021). MSC: 62A01 62G15 62G10 62P10 PDF BibTeX XML Cite \textit{E. Ruli} and \textit{L. Ventura}, Stat. Methods Appl. 30, No. 1, 359--373 (2021; Zbl 1478.62012) Full Text: DOI OpenURL
Davidson, James Stochastic limit theory. An introduction for econometricians. 2nd edition. (English) Zbl 1475.60003 Oxford: Oxford University Press (ISBN 978-0-19-284450-7/pbk). xxix, 777 p. (2021). MSC: 60-02 60F05 60F15 60G35 62M10 62R10 62P20 PDF BibTeX XML Cite \textit{J. Davidson}, Stochastic limit theory. An introduction for econometricians. 2nd edition. Oxford: Oxford University Press (2021; Zbl 1475.60003) Full Text: DOI OpenURL
Heilman, Steven Low correlation noise stability of symmetric sets. (English) Zbl 1483.60033 J. Theor. Probab. 34, No. 4, 2192-2240 (2021). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60E15 49Q10 46N30 53A10 PDF BibTeX XML Cite \textit{S. Heilman}, J. Theor. Probab. 34, No. 4, 2192--2240 (2021; Zbl 1483.60033) Full Text: DOI arXiv OpenURL
Putinar, Mihai Spectral analysis of 2D outlier layout. (English) Zbl 07428327 J. Spectr. Theory 11, No. 2, 821-845 (2021). MSC: 47B20 33C47 44A60 47N30 PDF BibTeX XML Cite \textit{M. Putinar}, J. Spectr. Theory 11, No. 2, 821--845 (2021; Zbl 07428327) Full Text: DOI arXiv OpenURL
Shankar, P. Mohana Probability, random variables, and data analytics with engineering applications. (English) Zbl 1474.60001 Cham: Springer (ISBN 978-3-030-56258-8/hbk; 978-3-030-56261-8/pbk; 978-3-030-56259-5/ebook). xii, 473 p. (2021). MSC: 60-01 60A05 62-01 62G10 62R07 62P30 PDF BibTeX XML Cite \textit{P. M. Shankar}, Probability, random variables, and data analytics with engineering applications. Cham: Springer (2021; Zbl 1474.60001) Full Text: DOI OpenURL
Griffith, Thom; Baker, Sophie-Anne; Lepora, Nathan F. The statistics of optimal decision making: exploring the relationship between signal detection theory and sequential analysis. (English) Zbl 1475.91266 J. Math. Psychol. 103, Article ID 102544, 17 p. (2021). MSC: 91E30 91B06 62P15 PDF BibTeX XML Cite \textit{T. Griffith} et al., J. Math. Psychol. 103, Article ID 102544, 17 p. (2021; Zbl 1475.91266) Full Text: DOI OpenURL
Liu, Yang; Chen, Zhenlong; Fu, Ke-Ang Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1473.62351 Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{Y. Liu} et al., Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021; Zbl 1473.62351) Full Text: DOI OpenURL
Volna, Eva; Jarusek, Robert; Kotyrba, Martin; Zacek, Jaroslav Training set fuzzification based on histogram to increase the performance of a neural network. (English) Zbl 07422843 Appl. Math. Comput. 398, Article ID 125994, 13 p. (2021). MSC: 60-XX 62Pxx 62-XX 62Gxx PDF BibTeX XML Cite \textit{E. Volna} et al., Appl. Math. Comput. 398, Article ID 125994, 13 p. (2021; Zbl 07422843) Full Text: DOI OpenURL
Martín-González, Ehyter Matías; Kolkovska, Ekaterina Todorova; Murillo-Salas, Antonio Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk. (English) Zbl 1474.62035 Methodol. Comput. Appl. Probab. 23, No. 3, 753-766 (2021). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{E. M. Martín-González} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 753--766 (2021; Zbl 1474.62035) Full Text: DOI OpenURL
Subrahmaniam, Vignesh T.; Dewanji, Anup; Roy, Bimal K. Analysis of sequential quality improvement plans to obtain confidence bounds. (English) Zbl 1477.62385 J. Stat. Theory Pract. 15, No. 3, Paper No. 59, 17 p. (2021). MSC: 62P30 62L05 62N05 62F25 62F40 62H05 PDF BibTeX XML Cite \textit{V. T. Subrahmaniam} et al., J. Stat. Theory Pract. 15, No. 3, Paper No. 59, 17 p. (2021; Zbl 1477.62385) Full Text: DOI OpenURL
Diawara, N.; Porter, B. E.; Kannane, J. Evaluation and prediction under hierarchical and bivariate copula models for seat belt use data. (English) Zbl 1480.62244 J. Stat. Theory Pract. 15, No. 2, Paper No. 50, 29 p. (2021). MSC: 62P25 62H05 62M20 62N05 PDF BibTeX XML Cite \textit{N. Diawara} et al., J. Stat. Theory Pract. 15, No. 2, Paper No. 50, 29 p. (2021; Zbl 1480.62244) Full Text: DOI OpenURL
Maneejuk, Paravee; Yamaka, Woraphon; Sriboonchitta, Songsak Does the Kuznets curve exist in Thailand? A two decades’ perspective (1993–2015). (English) Zbl 1477.62374 Ann. Oper. Res. 300, No. 2, 545-576 (2021). MSC: 62P20 62M10 62H05 PDF BibTeX XML Cite \textit{P. Maneejuk} et al., Ann. Oper. Res. 300, No. 2, 545--576 (2021; Zbl 1477.62374) Full Text: DOI OpenURL
Franzoni, Simona; Pelizzari, Cristian Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas. (English) Zbl 1476.91184 Ann. Oper. Res. 299, No. 1-2, 939-962 (2021). MSC: 91G20 62P05 62H05 PDF BibTeX XML Cite \textit{S. Franzoni} and \textit{C. Pelizzari}, Ann. Oper. Res. 299, No. 1--2, 939--962 (2021; Zbl 1476.91184) Full Text: DOI OpenURL
Tian, Wenchong; Wu, Hao Kernel embedding based variational approach for low-dimensional approximation of dynamical systems. (English) Zbl 1482.37087 Comput. Methods Appl. Math. 21, No. 3, 635-659 (2021). MSC: 37M10 37L65 47N30 65K10 PDF BibTeX XML Cite \textit{W. Tian} and \textit{H. Wu}, Comput. Methods Appl. Math. 21, No. 3, 635--659 (2021; Zbl 1482.37087) Full Text: DOI arXiv OpenURL
Gijbels, Irène; Omelka, Marek; Veraverbeke, Noël Omnibus test for covariate effects in conditional copula models. (English) Zbl 1476.62092 J. Multivariate Anal. 186, Article ID 104804, 21 p. (2021). MSC: 62H05 62G05 62E20 62P30 PDF BibTeX XML Cite \textit{I. Gijbels} et al., J. Multivariate Anal. 186, Article ID 104804, 21 p. (2021; Zbl 1476.62092) Full Text: DOI OpenURL
Imoto, Tomoaki; Abe, Toshihiro Simple construction of a toroidal distribution from independent circular distributions. (English) Zbl 1476.62100 J. Multivariate Anal. 186, Article ID 104799, 14 p. (2021). MSC: 62H11 60E05 62P10 PDF BibTeX XML Cite \textit{T. Imoto} and \textit{T. Abe}, J. Multivariate Anal. 186, Article ID 104799, 14 p. (2021; Zbl 1476.62100) Full Text: DOI OpenURL
Benth, Fred Espen; Di Nunno, Giulia; Simonsen, Iben Cathrine Sensitivity analysis in the infinite dimensional Heston model. (English) Zbl 1481.60102 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150014, 29 p. (2021). MSC: 60H07 60H15 46N30 91G20 PDF BibTeX XML Cite \textit{F. E. Benth} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150014, 29 p. (2021; Zbl 1481.60102) Full Text: DOI arXiv OpenURL
Naeem, Muhammad Abubakr; Karim, Sitara Tail dependence between bitcoin and green financial assets. (English) Zbl 1471.91632 Econ. Lett. 208, Article ID 110068, 5 p. (2021). MSC: 91G99 62P05 62H05 62G32 PDF BibTeX XML Cite \textit{M. A. Naeem} and \textit{S. Karim}, Econ. Lett. 208, Article ID 110068, 5 p. (2021; Zbl 1471.91632) Full Text: DOI OpenURL
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen; Yuan, Yu Minimizing the probability of absolute ruin under ambiguity aversion. (English) Zbl 1476.62223 Appl. Math. Optim. 84, No. 3, 2495-2525 (2021). MSC: 62P05 62G35 60J70 90C39 91B05 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Appl. Math. Optim. 84, No. 3, 2495--2525 (2021; Zbl 1476.62223) Full Text: DOI OpenURL
Celestino, Adrián; Ebrahimi-Fard, Kurusch; Perales, Daniel Relations between infinitesimal non-commutative cumulants. (English) Zbl 07406562 Doc. Math. 26, 1145-1185 (2021). Reviewer: Loïc Foissy (Calais) MSC: 16T05 16T30 46L53 46L54 PDF BibTeX XML Cite \textit{A. Celestino} et al., Doc. Math. 26, 1145--1185 (2021; Zbl 07406562) Full Text: DOI arXiv OpenURL
Cheng, Fengyang; Cheng, Dongya; Chen, Zhangting Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims. (English) Zbl 1475.62249 Japan J. Ind. Appl. Math. 38, No. 3, 947-963 (2021). MSC: 62P05 62E10 62E20 62G32 60G70 91G40 PDF BibTeX XML Cite \textit{F. Cheng} et al., Japan J. Ind. Appl. Math. 38, No. 3, 947--963 (2021; Zbl 1475.62249) Full Text: DOI OpenURL
Cao, Qi; Wang, Xiulian Minimization of ruin probability under excess-claim reinsurance and investment. (Chinese. English summary) Zbl 07404275 J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 2, 15-18 (2021). MSC: 62P05 91G05 91G10 PDF BibTeX XML Cite \textit{Q. Cao} and \textit{X. Wang}, J. Tianjin Norm. Univ., Nat. Sci. Ed. 41, No. 2, 15--18 (2021; Zbl 07404275) Full Text: DOI OpenURL
Krupskii, Pavel; Genton, Marc G. Conditional normal extreme-value copulas. (English) Zbl 1475.62163 Extremes 24, No. 3, 403-431 (2021). MSC: 62H05 60G70 62P20 62P35 PDF BibTeX XML Cite \textit{P. Krupskii} and \textit{M. G. Genton}, Extremes 24, No. 3, 403--431 (2021; Zbl 1475.62163) Full Text: DOI arXiv OpenURL
Meester, Ronald; Slooten, Klaas Probability and forensic evidence. Theory, philosophy, and applications. (English) Zbl 1471.60006 Cambridge: Cambridge University Press (ISBN 978-1-108-44914-4/pbk; 978-1-108-42827-9/hbk; 978-1-108-59617-6/ebook). xii, 442 p. (2021). MSC: 60-02 60A05 62P10 PDF BibTeX XML Cite \textit{R. Meester} and \textit{K. Slooten}, Probability and forensic evidence. Theory, philosophy, and applications. Cambridge: Cambridge University Press (2021; Zbl 1471.60006) Full Text: DOI OpenURL
Prataviera, Fábio; Silva, Antonio M. M.; Cardoso, Elke J. B. N.; Cordeiro, Gauss M.; Ortega, Edwin M. M. A novel generalized odd log-logistic Maxwell-based regression with application to microbiology. (English) Zbl 1481.60027 Appl. Math. Modelling 93, 148-164 (2021). MSC: 60E05 62J12 62P10 PDF BibTeX XML Cite \textit{F. Prataviera} et al., Appl. Math. Modelling 93, 148--164 (2021; Zbl 1481.60027) Full Text: DOI OpenURL
Lutsko, Christopher Directions in orbits of geometrically finite hyperbolic subgroups. (English) Zbl 07395386 Math. Proc. Camb. Philos. Soc. 171, No. 2, 277-316 (2021). MSC: 37A44 37A50 11F06 37A17 15A67 PDF BibTeX XML Cite \textit{C. Lutsko}, Math. Proc. Camb. Philos. Soc. 171, No. 2, 277--316 (2021; Zbl 07395386) Full Text: DOI arXiv OpenURL
Zagidullina, Aygul High-dimensional covariance matrix estimation. An introduction to random matrix theory. (English) Zbl 1475.62007 SpringerBriefs in Applied Statistics and Econometrics. Cham: Springer (ISBN 978-3-030-80064-2/pbk; 978-3-030-80065-9/ebook). xiv, 115 p. (2021). MSC: 62-01 62H12 62J10 62R07 60-01 60B20 62P20 PDF BibTeX XML Cite \textit{A. Zagidullina}, High-dimensional covariance matrix estimation. An introduction to random matrix theory. Cham: Springer (2021; Zbl 1475.62007) Full Text: DOI OpenURL
Talagrand, Michel Upper and lower bounds for stochastic processes. Decomposition theorems. 2nd edition. (English) Zbl 1476.60003 Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge 60. Cham: Springer (ISBN 978-3-030-82594-2/hbk; 978-3-030-82595-9/ebook). xviii, 726 p. (2021). MSC: 60-02 60E15 60G05 60G07 60G15 60G17 60G52 46N30 60B11 46B99 PDF BibTeX XML Cite \textit{M. Talagrand}, Upper and lower bounds for stochastic processes. Decomposition theorems. 2nd edition. Cham: Springer (2021; Zbl 1476.60003) Full Text: DOI OpenURL
Yaméogo, Wendkouni; Barro, Diakarya Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas. (English) Zbl 07392329 Int. J. Math. Math. Sci. 2021, Article ID 4651044, 14 p. (2021). MSC: 91G10 62H05 91G70 62E15 62P05 PDF BibTeX XML Cite \textit{W. Yaméogo} and \textit{D. Barro}, Int. J. Math. Math. Sci. 2021, Article ID 4651044, 14 p. (2021; Zbl 07392329) Full Text: DOI OpenURL