Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. (English) Zbl 07312674 Stochastic Processes Appl. 132, 33-75 (2021). MSC: 60J80 62F12 60G55 PDF BibTeX XML Cite \textit{M. Barczy} et al., Stochastic Processes Appl. 132, 33--75 (2021; Zbl 07312674) Full Text: DOI
Lala Bouali, Dalal; Benatia, Fatah; Brahimi, Brahim; Chesneau, Christophe Robust estimator of conditional tail expectation of Pareto-type distribution. (English) Zbl 07303004 J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021). MSC: 62H12 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{D. Lala Bouali} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021; Zbl 07303004) Full Text: DOI
Xun, Li; Jiang, Renqiao; Guo, Jianhua The conditional Haezendonck-Goovaerts risk measure. (English) Zbl 07290519 Stat. Probab. Lett. 169, Article ID 108968, 10 p. (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91G45 PDF BibTeX XML Cite \textit{L. Xun} et al., Stat. Probab. Lett. 169, Article ID 108968, 10 p. (2021; Zbl 07290519) Full Text: DOI
Berti, Patrizia; Dreassi, Emanuela; Pratelli, Luca; Rigo, Pietro Asymptotics of certain conditionally identically distributed sequences. (English) Zbl 07290482 Stat. Probab. Lett. 168, Article ID 108923, 10 p. (2021). MSC: 60G25 60F05 60G09 62F15 62M20 PDF BibTeX XML Cite \textit{P. Berti} et al., Stat. Probab. Lett. 168, Article ID 108923, 10 p. (2021; Zbl 07290482) Full Text: DOI
Berti, Patrizia; Dreassi, Emanuela; Pratelli, Luca; Rigo, Pietro A class of models for Bayesian predictive inference. (English) Zbl 07282867 Bernoulli 27, No. 1, 702-726 (2021). MSC: 62G05 62L10 60B10 60F05 60F15 60G09 PDF BibTeX XML Cite \textit{P. Berti} et al., Bernoulli 27, No. 1, 702--726 (2021; Zbl 07282867) Full Text: DOI Euclid
Botev, Zdravko I.; L’Ecuyer, Pierre Sampling conditionally on a rare event via generalized splitting. (English) Zbl 07303818 INFORMS J. Comput. 32, No. 4, 986-995 (2020). MSC: 90C PDF BibTeX XML Cite \textit{Z. I. Botev} and \textit{P. L'Ecuyer}, INFORMS J. Comput. 32, No. 4, 986--995 (2020; Zbl 07303818) Full Text: DOI
Battey, H. S.; Cox, D. R. High dimensional nuisance parameters: an example from parametric survival analysis. (English) Zbl 07301512 Inf. Geom. 3, No. 2, 119-148 (2020). MSC: 62N05 62F10 60G55 PDF BibTeX XML Cite \textit{H. S. Battey} and \textit{D. R. Cox}, Inf. Geom. 3, No. 2, 119--148 (2020; Zbl 07301512) Full Text: DOI
Ahmad, Aboubacrène Ag; Deme, El Hadji; Diop, Aliou; Girard, Stéphane; Usseglio-Carleve, Antoine Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model. (English) Zbl 07298081 Electron. J. Stat. 14, No. 2, 4421-4456 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G32 62G30 62E20 62P12 PDF BibTeX XML Cite \textit{A. A. Ahmad} et al., Electron. J. Stat. 14, No. 2, 4421--4456 (2020; Zbl 07298081) Full Text: DOI Euclid
Nitithumbundit, Thanakorn; Chan, Jennifer S. K. ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density. (English) Zbl 07297553 Methodol. Comput. Appl. Probab. 22, No. 3, 1169-1191 (2020). MSC: 62H12 62F10 62M10 62P05 91B84 PDF BibTeX XML Cite \textit{T. Nitithumbundit} and \textit{J. S. K. Chan}, Methodol. Comput. Appl. Probab. 22, No. 3, 1169--1191 (2020; Zbl 07297553) Full Text: DOI
Klüppelberg, Claudia; Seifert, Miriam Isabel Explicit results on conditional distributions of generalized exponential mixtures. (English) Zbl 07284515 J. Appl. Probab. 57, No. 3, 760-774 (2020). MSC: 62E10 60E05 60K10 90B25 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{M. I. Seifert}, J. Appl. Probab. 57, No. 3, 760--774 (2020; Zbl 07284515) Full Text: DOI
Gardes, Laurent; Girard, Stéphane; Stupfler, Gilles Beyond tail Median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization. (English) Zbl 07279467 Scand. J. Stat. 47, No. 3, 922-949 (2020). MSC: 62G32 60F17 62P20 PDF BibTeX XML Cite \textit{L. Gardes} et al., Scand. J. Stat. 47, No. 3, 922--949 (2020; Zbl 07279467) Full Text: DOI
Karttunen, Henri An autoregressive model based on the generalized hyperbolic distribution. (English) Zbl 07279462 Scand. J. Stat. 47, No. 3, 787-816 (2020). MSC: 62M10 62M20 62E15 PDF BibTeX XML Cite \textit{H. Karttunen}, Scand. J. Stat. 47, No. 3, 787--816 (2020; Zbl 07279462) Full Text: DOI
Rezaei, Amir; Yousefzadeh, Fatemeh; Arellano-Valle, Reinaldo B. Scale and shape mixtures of matrix variate extended skew normal distributions. (English) Zbl 1448.62066 J. Multivariate Anal. 179, Article ID 104649, 16 p. (2020). MSC: 62H05 62H12 PDF BibTeX XML Cite \textit{A. Rezaei} et al., J. Multivariate Anal. 179, Article ID 104649, 16 p. (2020; Zbl 1448.62066) Full Text: DOI
Ayele, Amare Wubishet; Gabreyohannes, Emmanuel; Edmealem, Hayimro Generalized autoregressive conditional heteroskedastic model to examine silver price volatility and its macroeconomic determinant in Ethiopia market. (English) Zbl 1445.62308 J. Probab. Stat. 2020, Article ID 5095181, 10 p. (2020). MSC: 62P20 62M10 62J05 PDF BibTeX XML Cite \textit{A. W. Ayele} et al., J. Probab. Stat. 2020, Article ID 5095181, 10 p. (2020; Zbl 1445.62308) Full Text: DOI
Xiong, Wenjie; Li, Danqing; Zhang, Zhengcheng The number of failed components in a conditional coherent operating system. (English) Zbl 1449.62228 J. Math. Res. Appl. 40, No. 1, 101-110 (2020). MSC: 62N05 90B25 60E15 62G30 PDF BibTeX XML Cite \textit{W. Xiong} et al., J. Math. Res. Appl. 40, No. 1, 101--110 (2020; Zbl 1449.62228) Full Text: DOI
Westfall, Peter H.; Arias, Andrea L. Understanding regression analysis. A conditional distribution approach. (English) Zbl 1439.62005 Boca Raton, FL: CRC Press (ISBN 978-0-367-45852-2/hbk; 978-1-003-02576-4/ebook). 496 p. (2020). MSC: 62-02 62J12 62J10 62E10 62M45 62C25 62N01 PDF BibTeX XML Cite \textit{P. H. Westfall} and \textit{A. L. Arias}, Understanding regression analysis. A conditional distribution approach. Boca Raton, FL: CRC Press (2020; Zbl 1439.62005) Full Text: DOI
Gongsin, I. E.; Saporu, F. W. O. A bivariate conditional Weibull distribution with application. (English) Zbl 1443.62142 Afr. Mat. 31, No. 3-4, 565-583 (2020). MSC: 62H10 62E15 62N05 60E05 62P12 62P35 85A25 86A08 86A10 PDF BibTeX XML Cite \textit{I. E. Gongsin} and \textit{F. W. O. Saporu}, Afr. Mat. 31, No. 3--4, 565--583 (2020; Zbl 1443.62142) Full Text: DOI
Lad, Frank; Sanfilippo, Giuseppe Predictive distributions that mimic frequencies over a restricted subdomain. (English) Zbl 1444.62032 Decis. Econ. Finance 43, No. 1, 17-41 (2020). MSC: 62E15 60E05 62M02 62-08 PDF BibTeX XML Cite \textit{F. Lad} and \textit{G. Sanfilippo}, Decis. Econ. Finance 43, No. 1, 17--41 (2020; Zbl 1444.62032) Full Text: DOI
Berti, Patrizia; Dreassi, Emanuela; Rigo, Pietro A notion of conditional probability and some of its consequences. (English) Zbl 07218640 Decis. Econ. Finance 43, No. 1, 3-15 (2020). MSC: 60A05 60A10 91B06 62F15 PDF BibTeX XML Cite \textit{P. Berti} et al., Decis. Econ. Finance 43, No. 1, 3--15 (2020; Zbl 07218640) Full Text: DOI
Saadati Nik, A.; Asgharzadeh, A.; Raqab, M. Z. Prediction methods for future failure times based on type-II right-censored samples from new Pareto-type distribution. (English) Zbl 1445.62248 J. Stat. Theory Pract. 14, No. 3, Paper No. 39, 20 p. (2020). MSC: 62M20 62N01 62G30 62P30 PDF BibTeX XML Cite \textit{A. Saadati Nik} et al., J. Stat. Theory Pract. 14, No. 3, Paper No. 39, 20 p. (2020; Zbl 1445.62248) Full Text: DOI
Rothe, Christoph; Wied, Dominik Estimating derivatives of function-valued parameters in a class of moment condition models. (English) Zbl 07213038 J. Econom. 217, No. 1, 1-19 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{C. Rothe} and \textit{D. Wied}, J. Econom. 217, No. 1, 1--19 (2020; Zbl 07213038) Full Text: DOI
Bouanani, Oussama; Rahmani, Saâdia; Ait-Hennani, Larbi Local linear conditional cumulative distribution function with mixing data. (English) Zbl 1441.62082 Arab. J. Math. 9, No. 2, 289-307 (2020). MSC: 62G05 62G08 62G20 62G07 62G30 62H12 62M10 PDF BibTeX XML Cite \textit{O. Bouanani} et al., Arab. J. Math. 9, No. 2, 289--307 (2020; Zbl 1441.62082) Full Text: DOI
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen The skew normal multivariate risk measurement framework. (English) Zbl 07205160 Comput. Manag. Sci. 17, No. 1, 105-119 (2020). MSC: 60E05 62E15 91G70 PDF BibTeX XML Cite \textit{M. Bernardi} et al., Comput. Manag. Sci. 17, No. 1, 105--119 (2020; Zbl 07205160) Full Text: DOI
Michel, Jon The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process. (English) Zbl 07205125 J. Time Ser. Anal. 41, No. 2, 351-356 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 62E20 60H15 65C30 91B84 37M10 PDF BibTeX XML Cite \textit{J. Michel}, J. Time Ser. Anal. 41, No. 2, 351--356 (2020; Zbl 07205125) Full Text: DOI
Arvanitis, Stelios; Anyfantaki, Sofia On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model. (English) Zbl 07205124 J. Time Ser. Anal. 41, No. 2, 341-350 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 60G44 60F17 65C05 91B84 62P20 PDF BibTeX XML Cite \textit{S. Arvanitis} and \textit{S. Anyfantaki}, J. Time Ser. Anal. 41, No. 2, 341--350 (2020; Zbl 07205124) Full Text: DOI
Burdzy, Krzysztof; Pitman, Jim Bounds on the probability of radically different opinions. (English) Zbl 07204036 Electron. Commun. Probab. 25, Paper No. 14, 12 p. (2020). MSC: 60E15 PDF BibTeX XML Cite \textit{K. Burdzy} and \textit{J. Pitman}, Electron. Commun. Probab. 25, Paper No. 14, 12 p. (2020; Zbl 07204036) Full Text: DOI Euclid
Szpojankowski, Kamil; Wesołowski, Jacek Conditional expectations through Boolean cumulants and subordination – towards a better understanding of the Lukacs property in free probability. (English) Zbl 07202878 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 253-272 (2020). MSC: 46L54 60E05 PDF BibTeX XML Cite \textit{K. Szpojankowski} and \textit{J. Wesołowski}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 253--272 (2020; Zbl 07202878) Full Text: Link
Rachdi, Mustapha; Laksaci, Ali; Almanjahie, Ibrahim M.; Chikr-Elmezouar, Zouaoui FDA: theoretical and practical efficiency of the local linear estimation based on the \(k\)NN smoothing of the conditional distribution when there are missing data. (English) Zbl 07194350 J. Stat. Comput. Simulation 90, No. 8, 1479-1495 (2020). MSC: 62G05 62G08 62G20 62G35 62G07 62G32 62G30 62E20 PDF BibTeX XML Cite \textit{M. Rachdi} et al., J. Stat. Comput. Simulation 90, No. 8, 1479--1495 (2020; Zbl 07194350) Full Text: DOI
Augustynowicz, Aneta Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics. (English) Zbl 1439.62115 Stat. Probab. Lett. 162, Article ID 108744, 6 p. (2020). MSC: 62G30 62G08 62R40 60G10 PDF BibTeX XML Cite \textit{A. Augustynowicz}, Stat. Probab. Lett. 162, Article ID 108744, 6 p. (2020; Zbl 1439.62115) Full Text: DOI
Young, Phil D.; Patrick, Joshua D.; Ramey, John A.; Young, Dean M. An alternative matrix skew-normal random matrix and some properties. (English) Zbl 1439.62066 Sankhyā, Ser. A 82, No. 1, 28-49 (2020). Reviewer: Taizhong Hu (Hefei) MSC: 62E15 60E05 60E15 62H12 60B20 PDF BibTeX XML Cite \textit{P. D. Young} et al., Sankhyā, Ser. A 82, No. 1, 28--49 (2020; Zbl 1439.62066) Full Text: DOI
Luo, Zhongde Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences. (English) Zbl 1435.62126 Stat. Pap. 61, No. 2, 615-643 (2020). MSC: 62G05 62G20 62E20 62M10 PDF BibTeX XML Cite \textit{Z. Luo}, Stat. Pap. 61, No. 2, 615--643 (2020; Zbl 1435.62126) Full Text: DOI
Roozegar, Roohollah; Balakrishnan, Narayanaswamy; Jamalizadeh, Ahad On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation. (English) Zbl 1435.62180 J. Multivariate Anal. 177, Article ID 104586, 15 p. (2020). MSC: 62H05 62E10 91B05 PDF BibTeX XML Cite \textit{R. Roozegar} et al., J. Multivariate Anal. 177, Article ID 104586, 15 p. (2020; Zbl 1435.62180) Full Text: DOI
Jones, Ben; Artemiou, Andreas On principal components regression with Hilbertian predictors. (English) Zbl 1436.62225 Ann. Inst. Stat. Math. 72, No. 2, 627-644 (2020). MSC: 62H25 62G08 62H12 62J05 PDF BibTeX XML Cite \textit{B. Jones} and \textit{A. Artemiou}, Ann. Inst. Stat. Math. 72, No. 2, 627--644 (2020; Zbl 1436.62225) Full Text: DOI
Wu, Tung-Lung Conditional waiting time distributions of runs and patterns and their applications. (English) Zbl 1436.62157 Ann. Inst. Stat. Math. 72, No. 2, 531-543 (2020). Reviewer: Kévin Allan Sales Rodrigues (São Paulo) MSC: 62G10 60J10 62P12 62P30 PDF BibTeX XML Cite \textit{T.-L. Wu}, Ann. Inst. Stat. Math. 72, No. 2, 531--543 (2020; Zbl 1436.62157) Full Text: DOI
Bilayi-Biakana, Clemonell; Kulik, Rafał; Soulier, Philippe Statistical inference for heavy tailed series with extremal independence. (English) Zbl 07176050 Extremes 23, No. 1, 1-33 (2020). MSC: 62G32 PDF BibTeX XML Cite \textit{C. Bilayi-Biakana} et al., Extremes 23, No. 1, 1--33 (2020; Zbl 07176050) Full Text: DOI
Hothorn, Torsten Transformation boosting machines. (English) Zbl 1436.62140 Stat. Comput. 30, No. 1, 141-152 (2020). MSC: 62G08 68T05 62N01 PDF BibTeX XML Cite \textit{T. Hothorn}, Stat. Comput. 30, No. 1, 141--152 (2020; Zbl 1436.62140) Full Text: DOI
Feldman, Gennadiy On a characterization theorem for connected locally compact Abelian groups. (English) Zbl 07160961 J. Fourier Anal. Appl. 26, No. 1, Paper No. 14, 22 p. (2020). MSC: 43A25 43A35 60B15 62E10 PDF BibTeX XML Cite \textit{G. Feldman}, J. Fourier Anal. Appl. 26, No. 1, Paper No. 14, 22 p. (2020; Zbl 07160961) Full Text: DOI
Boente, Graciela; Pardo-Fernández, Juan Carlos Testing for superiority between two variance functions. (English) Zbl 07153422 Stat. Probab. Lett. 156, Article ID 108612, 8 p. (2020). MSC: 62G10 62G08 62E20 PDF BibTeX XML Cite \textit{G. Boente} and \textit{J. C. Pardo-Fernández}, Stat. Probab. Lett. 156, Article ID 108612, 8 p. (2020; Zbl 07153422) Full Text: DOI
Harvey, Andrew; Ito, Ryoko Modeling time series when some observations are zero. (English) Zbl 07145348 J. Econom. 214, No. 1, 33-45 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{A. Harvey} and \textit{R. Ito}, J. Econom. 214, No. 1, 33--45 (2020; Zbl 07145348) Full Text: DOI
Blanchet, Jose; Li, Juan; Nakayama, Marvin K. Rare-event simulation for distribution networks. (English) Zbl 1444.90002 Oper. Res. 67, No. 5, 1383-1396 (2019). MSC: 90-10 90B10 90C15 PDF BibTeX XML Cite \textit{J. Blanchet} et al., Oper. Res. 67, No. 5, 1383--1396 (2019; Zbl 1444.90002) Full Text: DOI
Gao, Wei; Ye, Wenna A min-max conditional covariance algorithm for structure learning of Gaussian graphical models. (English) Zbl 07260614 Stat. Anal. Data Min. 12, No. 1, 12-22 (2019). MSC: 62 68 PDF BibTeX XML Cite \textit{W. Gao} and \textit{W. Ye}, Stat. Anal. Data Min. 12, No. 1, 12--22 (2019; Zbl 07260614) Full Text: DOI
Borovkov, A. A. Integro-local theorems in boundary crossing problems for compound renewal processes. (English. Russian original) Zbl 1450.60049 Sib. Math. J. 60, No. 6, 957-972 (2019); translation from Sib. Mat. Zh. 60, No. 6, 1229-1246 (2019). Reviewer: Hans Daduna (Hamburg) MSC: 60K15 60F10 68M20 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 60, No. 6, 957--972 (2019; Zbl 1450.60049); translation from Sib. Mat. Zh. 60, No. 6, 1229--1246 (2019) Full Text: DOI
Mousavi, Seyedjavad Ahmadi; Amirzadeh, Vahid; Rezapour, Mohsen; Sheikhy, Ayob Multivariate tail conditional expectation for scale mixtures of skew-normal distribution. (English) Zbl 07193890 J. Stat. Comput. Simulation 89, No. 17, 3167-3181 (2019). MSC: 62P05 60E05 PDF BibTeX XML Cite \textit{S. A. Mousavi} et al., J. Stat. Comput. Simulation 89, No. 17, 3167--3181 (2019; Zbl 07193890) Full Text: DOI
Visagie, I. J. H.; Lomard, F. On the conditional distributions of the mean of the two closest among a set of three observations. (English) Zbl 1449.62289 S. Afr. Stat. J. 53, No. 2, 133-142 (2019). MSC: 62P30 62J15 62D20 PDF BibTeX XML Cite \textit{I. J. H. Visagie} and \textit{F. Lomard}, S. Afr. Stat. J. 53, No. 2, 133--142 (2019; Zbl 1449.62289)
Tsujino, Tatsuhiko; Kubokawa, Tatsuya Empirical Bayes methods in nested error regression models with skew-normal errors. (English) Zbl 1436.62333 Jpn. J. Stat. Data Sci. 2, No. 2, 375-403 (2019). MSC: 62J05 62F15 60E05 62F40 PDF BibTeX XML Cite \textit{T. Tsujino} and \textit{T. Kubokawa}, Jpn. J. Stat. Data Sci. 2, No. 2, 375--403 (2019; Zbl 1436.62333) Full Text: DOI
Fisher, Aaron; Rudin, Cynthia; Dominici, Francesca All models are wrong, but many are useful: learning a variable’s importance by studying an entire class of prediction models simultaneously. (English) Zbl 1436.62019 J. Mach. Learn. Res. 20, Paper No. 177, 81 p. (2019). MSC: 62A01 62G30 62P25 62M20 62H30 PDF BibTeX XML Cite \textit{A. Fisher} et al., J. Mach. Learn. Res. 20, Paper No. 177, 81 p. (2019; Zbl 1436.62019) Full Text: Link
Yin, Huan; Wang, Weizhen; Zhang, Zhongzhan On construction of single-arm two-stage designs with consideration of both response and toxicity. (English) Zbl 1429.62637 Biom. J. 61, No. 6, 1462-1476 (2019). MSC: 62P10 PDF BibTeX XML Cite \textit{H. Yin} et al., Biom. J. 61, No. 6, 1462--1476 (2019; Zbl 1429.62637) Full Text: DOI
Botev, Zdravko I.; Salomone, Robert; Mackinlay, Daniel Fast and accurate computation of the distribution of sums of dependent log-normals. (English) Zbl 1448.60029 Ann. Oper. Res. 280, No. 1-2, 19-46 (2019). MSC: 60E05 62F10 60-08 PDF BibTeX XML Cite \textit{Z. I. Botev} et al., Ann. Oper. Res. 280, No. 1--2, 19--46 (2019; Zbl 1448.60029) Full Text: DOI
Stupfler, Gilles On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails. (English) Zbl 1434.62039 Extremes 22, No. 4, 749-769 (2019). MSC: 62G05 62G20 62G30 62G32 60F05 PDF BibTeX XML Cite \textit{G. Stupfler}, Extremes 22, No. 4, 749--769 (2019; Zbl 1434.62039) Full Text: DOI
Xu, Huiping; Li, Xiaochun; Shen, Changyu; Hui, Siu L.; Grannis, Shaun Incorporating conditional dependence in latent class models for probabilistic record linkage: does it matter? (English) Zbl 1433.62319 Ann. Appl. Stat. 13, No. 3, 1753-1790 (2019). MSC: 62P10 62G30 62H12 PDF BibTeX XML Cite \textit{H. Xu} et al., Ann. Appl. Stat. 13, No. 3, 1753--1790 (2019; Zbl 1433.62319) Full Text: DOI Euclid
Agbokou, Komi; Gneyou, Kossi Essona Asymptotic properties of the conditional hazard function and its maximum estimation under right-censoring and left-truncation. (English) Zbl 1449.62208 Jordan J. Math. Stat. 12, No. 3, 351-374 (2019). MSC: 62N01 62N02 62G07 60F05 62E20 PDF BibTeX XML Cite \textit{K. Agbokou} and \textit{K. E. Gneyou}, Jordan J. Math. Stat. 12, No. 3, 351--374 (2019; Zbl 1449.62208) Full Text: Link
Gisler, Alois The reserve uncertainties in the chain ladder model of Mack revisited. (English) Zbl 1427.91231 ASTIN Bull. 49, No. 3, 787-821 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Gisler}, ASTIN Bull. 49, No. 3, 787--821 (2019; Zbl 1427.91231) Full Text: DOI
Wu, Qi; Yan, Xing Capturing deep tail risk via sequential learning of quantile dynamics. (English) Zbl 1425.91435 J. Econ. Dyn. Control 109, Article ID 103771, 17 p. (2019). MSC: 91G70 62M10 62G32 PDF BibTeX XML Cite \textit{Q. Wu} and \textit{X. Yan}, J. Econ. Dyn. Control 109, Article ID 103771, 17 p. (2019; Zbl 1425.91435) Full Text: DOI
Ghosh, Amit; Kundu, Chanchal Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures. (English) Zbl 1432.62013 Stat. Pap. 60, No. 6, 2225-2252 (2019). MSC: 62B10 94A17 62N05 62H05 62G30 60E15 PDF BibTeX XML Cite \textit{A. Ghosh} and \textit{C. Kundu}, Stat. Pap. 60, No. 6, 2225--2252 (2019; Zbl 1432.62013) Full Text: DOI
Sunoj, S. M.; Vipin, N. Some properties of conditional partial moments in the context of stochastic modelling. (English) Zbl 1432.62355 Stat. Pap. 60, No. 6, 1971-1999 (2019). MSC: 62N05 62P20 62H05 62E15 60E05 62G07 PDF BibTeX XML Cite \textit{S. M. Sunoj} and \textit{N. Vipin}, Stat. Pap. 60, No. 6, 1971--1999 (2019; Zbl 1432.62355) Full Text: DOI
He, Guoman; Yang, Ge; Zhu, Yixia Some conditional limiting theorems for symmetric Markov processes with tightness property. (English) Zbl 1423.60117 Electron. Commun. Probab. 24, Paper No. 60, 11 p. (2019). MSC: 60J25 37A30 47A35 60J60 PDF BibTeX XML Cite \textit{G. He} et al., Electron. Commun. Probab. 24, Paper No. 60, 11 p. (2019; Zbl 1423.60117) Full Text: DOI Euclid
Klotzke, Konrad; Fox, Jean-Paul Modeling dependence structures for response times in a Bayesian framework. (English) Zbl 1431.62543 Psychometrika 84, No. 3, 649-672 (2019). MSC: 62P15 62H15 62K10 PDF BibTeX XML Cite \textit{K. Klotzke} and \textit{J.-P. Fox}, Psychometrika 84, No. 3, 649--672 (2019; Zbl 1431.62543) Full Text: DOI
Sugasawa, Shonosuke; Kobayashi, Genya; Kawakubo, Yuki Latent mixture modeling for clustered data. (English) Zbl 1430.62141 Stat. Comput. 29, No. 3, 537-548 (2019). MSC: 62H30 65C05 62P05 PDF BibTeX XML Cite \textit{S. Sugasawa} et al., Stat. Comput. 29, No. 3, 537--548 (2019; Zbl 1430.62141) Full Text: DOI
Falk, Michael; Padoan, Simone A.; Wisheckel, Florian Conditional tail independence in Archimedean copula models. (English) Zbl 1436.60050 J. Appl. Probab. 56, No. 3, 858-869 (2019). MSC: 60G70 62G32 62H05 PDF BibTeX XML Cite \textit{M. Falk} et al., J. Appl. Probab. 56, No. 3, 858--869 (2019; Zbl 1436.60050) Full Text: DOI
Chen, Minqiong A consistent test for conditional symmetry and its asymptotical normality. (English) Zbl 1438.62088 J. Math., Wuhan Univ. 39, No. 2, 159-170 (2019). MSC: 62G10 62G20 62G30 PDF BibTeX XML Cite \textit{M. Chen}, J. Math., Wuhan Univ. 39, No. 2, 159--170 (2019; Zbl 1438.62088) Full Text: DOI
Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik Semi-parametric copula-based models under non-stationarity. (English) Zbl 1422.62189 J. Multivariate Anal. 173, 347-365 (2019). MSC: 62H12 62H15 PDF BibTeX XML Cite \textit{B. R. Nasri} et al., J. Multivariate Anal. 173, 347--365 (2019; Zbl 1422.62189) Full Text: DOI
Belalia, Mohamed; Bouezmarni, Taoufik; Leblanc, Alexandre Bernstein conditional density estimation with application to conditional distribution and regression functions. (English) Zbl 1428.62127 J. Korean Stat. Soc. 48, No. 3, 356-383 (2019). MSC: 62G05 62G07 62P20 62P12 PDF BibTeX XML Cite \textit{M. Belalia} et al., J. Korean Stat. Soc. 48, No. 3, 356--383 (2019; Zbl 1428.62127) Full Text: DOI
Batsindila Nganga, Prevot Chirac; Bidounga, Rufin; Mizère, Dominique The covariance structure of the bivariate weighted Poisson distribution and application to the aleurodicus data. (English. French summary) Zbl 1427.62042 Afr. Stat. 14, No. 2, 1999-2017 (2019). MSC: 62H10 62J12 62P10 PDF BibTeX XML Cite \textit{P. C. Batsindila Nganga} et al., Afr. Stat. 14, No. 2, 1999--2017 (2019; Zbl 1427.62042) Full Text: DOI Euclid
Pardo-Fernández, Juan Carlos; Jiménez-Gamero, M. Dolores A model specification test for the variance function in nonparametric regression. (English) Zbl 1427.62031 AStA, Adv. Stat. Anal. 103, No. 3, 387-410 (2019). MSC: 62G08 62G10 62E20 PDF BibTeX XML Cite \textit{J. C. Pardo-Fernández} and \textit{M. D. Jiménez-Gamero}, AStA, Adv. Stat. Anal. 103, No. 3, 387--410 (2019; Zbl 1427.62031) Full Text: DOI
Bissiri, Pier Giovanni; Walker, Stephen G. On general Bayesian inference using loss functions. (English) Zbl 07101648 Stat. Probab. Lett. 152, 89-91 (2019). MSC: 62F15 62C12 62C10 62B10 PDF BibTeX XML Cite \textit{P. G. Bissiri} and \textit{S. G. Walker}, Stat. Probab. Lett. 152, 89--91 (2019; Zbl 07101648) Full Text: DOI
Fischer, E.; Lachish, O.; Vasudev, Y. Improving and extending the testing of distributions for shape-restricted properties. (English) Zbl 1429.68332 Algorithmica 81, No. 9, 3765-3802 (2019). MSC: 68W20 60E99 68W40 PDF BibTeX XML Cite \textit{E. Fischer} et al., Algorithmica 81, No. 9, 3765--3802 (2019; Zbl 1429.68332) Full Text: DOI
Liu, Xiufang; Wang, Dehui Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model. (English) Zbl 1426.62261 Braz. J. Probab. Stat. 33, No. 3, 638-673 (2019). MSC: 62M10 62F12 62E20 62P10 PDF BibTeX XML Cite \textit{X. Liu} and \textit{D. Wang}, Braz. J. Probab. Stat. 33, No. 3, 638--673 (2019; Zbl 1426.62261) Full Text: DOI Euclid
Kim, Moosup; Lee, Sangyeol Test for tail index constancy of GARCH innovations based on conditional volatility. (English) Zbl 1432.62302 Ann. Inst. Stat. Math. 71, No. 4, 947-981 (2019). Reviewer: Andriy Olenko (Victoria) MSC: 62M10 62F03 62P20 62P05 PDF BibTeX XML Cite \textit{M. Kim} and \textit{S. Lee}, Ann. Inst. Stat. Math. 71, No. 4, 947--981 (2019; Zbl 1432.62302) Full Text: DOI
Marella, Daniela; Pfeffermann, Danny Matching information from two independent informative samples. (English) Zbl 1422.62049 J. Stat. Plann. Inference 203, 70-81 (2019). MSC: 62D05 62K10 PDF BibTeX XML Cite \textit{D. Marella} and \textit{D. Pfeffermann}, J. Stat. Plann. Inference 203, 70--81 (2019; Zbl 1422.62049) Full Text: DOI
Bouchentouf, Amina Angelika; Rabhi, Abbes; Traore, Aboubacar Consistency of recursive nonparametric kernel estimates for independent functional data. (English) Zbl 1421.62032 Appl. Math. 46, No. 1, 53-83 (2019). MSC: 62G05 62M10 62G07 PDF BibTeX XML Cite \textit{A. A. Bouchentouf} et al., Appl. Math. 46, No. 1, 53--83 (2019; Zbl 1421.62032) Full Text: DOI
Bac-Van, Nguyen The prior distribution of a random measure. (English) Zbl 1418.60044 Appl. Math. 46, No. 1, 39-52 (2019). MSC: 60G57 60G09 PDF BibTeX XML Cite \textit{N. Bac-Van}, Appl. Math. 46, No. 1, 39--52 (2019; Zbl 1418.60044) Full Text: DOI
Bücher, Axel; Kojadinovic, Ivan A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. (English) Zbl 1420.62187 J. Theor. Probab. 32, No. 3, 1145-1165 (2019). MSC: 62G09 62G20 62E20 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{I. Kojadinovic}, J. Theor. Probab. 32, No. 3, 1145--1165 (2019; Zbl 1420.62187) Full Text: DOI arXiv
Klein, Thierry; Lagnoux, Agnés; Petit, Pierre A conditional Berry-Esseen inequality. (English) Zbl 1418.60015 J. Appl. Probab. 56, No. 1, 76-90 (2019). MSC: 60F05 62E20 60C05 PDF BibTeX XML Cite \textit{T. Klein} et al., J. Appl. Probab. 56, No. 1, 76--90 (2019; Zbl 1418.60015) Full Text: DOI
Cui, Hengjian; Zhong, Wei A distribution-free test of independence based on mean variance index. (English) Zbl 07080190 Comput. Stat. Data Anal. 139, 117-133 (2019). MSC: 62 PDF BibTeX XML Cite \textit{H. Cui} and \textit{W. Zhong}, Comput. Stat. Data Anal. 139, 117--133 (2019; Zbl 07080190) Full Text: DOI
Muré, Joseph Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging. (English) Zbl 1420.62117 ESAIM, Probab. Stat. 23, 271-309 (2019). MSC: 62F15 62M30 60G15 PDF BibTeX XML Cite \textit{J. Muré}, ESAIM, Probab. Stat. 23, 271--309 (2019; Zbl 1420.62117) Full Text: DOI
Wüthrich, Kaspar A closed-form estimator for quantile treatment effects with endogeneity. (English) Zbl 1452.62966 J. Econom. 210, No. 2, 219-235 (2019). MSC: 62P20 62G05 62G08 PDF BibTeX XML Cite \textit{K. Wüthrich}, J. Econom. 210, No. 2, 219--235 (2019; Zbl 1452.62966) Full Text: DOI
Leiyan, Xu; Meng, Zhiqing Multi-loss WCVaR risk decision optimization based on weight for centralized supply problem of direct chain enterprises. (English) Zbl 1417.90010 Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940007, 16 p. (2019). MSC: 90B05 91B30 90B50 PDF BibTeX XML Cite \textit{X. Leiyan} and \textit{Z. Meng}, Asia-Pac. J. Oper. Res. 36, No. 2, Article ID 1940007, 16 p. (2019; Zbl 1417.90010) Full Text: DOI
Bakhtin, Yuri Universal statistics of incubation periods and other detection times via diffusion models. (English) Zbl 1415.92166 Bull. Math. Biol. 81, No. 4, 1070-1088 (2019). MSC: 92D30 62P10 60J75 PDF BibTeX XML Cite \textit{Y. Bakhtin}, Bull. Math. Biol. 81, No. 4, 1070--1088 (2019; Zbl 1415.92166) Full Text: DOI
Löffler, Andreas; Kruschwitz, Lutz The Brownian motion. A rigorous but gentle introduction for economists. (English) Zbl 1426.91005 Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-20102-9/hbk; 978-3-030-20103-6/ebook). x, 125 p., open access (2019). Reviewer: Weiping Li (Stillwater) MSC: 91-02 91G99 60J70 26A42 PDF BibTeX XML Cite \textit{A. Löffler} and \textit{L. Kruschwitz}, The Brownian motion. A rigorous but gentle introduction for economists. Cham: Springer (2019; Zbl 1426.91005) Full Text: DOI
Taneichi, Nobuhiro; Sekiya, Yuri; Toyama, Jun Transformed statistics for tests of conditional independence in \(J \times K \times L\) contingency tables. (English) Zbl 1417.62156 J. Multivariate Anal. 171, 193-208 (2019). MSC: 62H17 62E20 62H10 PDF BibTeX XML Cite \textit{N. Taneichi} et al., J. Multivariate Anal. 171, 193--208 (2019; Zbl 1417.62156) Full Text: DOI
Geraci, Marco Modelling and estimation of nonlinear quantile regression with clustered data. (English) Zbl 07058780 Comput. Stat. Data Anal. 136, 30-46 (2019). MSC: 62 PDF BibTeX XML Cite \textit{M. Geraci}, Comput. Stat. Data Anal. 136, 30--46 (2019; Zbl 07058780) Full Text: DOI
Kim, Joseph H. T.; Kim, So-Yeun Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. (English) Zbl 1411.91293 Insur. Math. Econ. 86, 145-157 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{J. H. T. Kim} and \textit{S.-Y. Kim}, Insur. Math. Econ. 86, 145--157 (2019; Zbl 1411.91293) Full Text: DOI
Ignatieva, Katja; Landsman, Zinoviy Conditional tail risk measures for the skewed generalised hyperbolic family. (English) Zbl 1411.91510 Insur. Math. Econ. 86, 98-114 (2019). MSC: 91G10 91G70 62P05 62E10 PDF BibTeX XML Cite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 86, 98--114 (2019; Zbl 1411.91510) Full Text: DOI
Aki, Sigeo Waiting time for consecutive repetitions of a pattern and related distributions. (English) Zbl 1417.60010 Ann. Inst. Stat. Math. 71, No. 2, 307-325 (2019). MSC: 60C05 60E10 PDF BibTeX XML Cite \textit{S. Aki}, Ann. Inst. Stat. Math. 71, No. 2, 307--325 (2019; Zbl 1417.60010) Full Text: DOI
Volgushev, Stanislav; Chao, Shih-Kang; Cheng, Guang Distributed inference for quantile regression processes. (English) Zbl 1418.62174 Ann. Stat. 47, No. 3, 1634-1662 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G08 62G05 PDF BibTeX XML Cite \textit{S. Volgushev} et al., Ann. Stat. 47, No. 3, 1634--1662 (2019; Zbl 1418.62174) Full Text: DOI Euclid arXiv
Beltrán-Beltrán, J. I.; O’Reilly, F. J. On goodness of fit tests for the Poisson, negative binomial and binomial distributions. (English) Zbl 07052559 Stat. Pap. 60, No. 1, 1-18 (2019). Reviewer: Dongsheng Tu (Kingston) MSC: 62G10 62E15 PDF BibTeX XML Cite \textit{J. I. Beltrán-Beltrán} and \textit{F. J. O'Reilly}, Stat. Pap. 60, No. 1, 1--18 (2019; Zbl 07052559) Full Text: DOI
Kim, Joseph H. T.; Jang, Jiwook; Pyun, Chaehyun Capital allocation for a sum of dependent compound mixed Poisson variables: a recursive algorithm approach. (English) Zbl 1417.62300 N. Am. Actuar. J. 23, No. 1, 82-97 (2019). MSC: 62P05 91B30 62E15 PDF BibTeX XML Cite \textit{J. H. T. Kim} et al., N. Am. Actuar. J. 23, No. 1, 82--97 (2019; Zbl 1417.62300) Full Text: DOI
Little, John B. Modeling and data analysis. An introduction with environmental applications. (English) Zbl 1419.00010 Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4869-1/hbk; 978-1-4704-5200-1/ebook). xv, 323 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 00A71 62-01 62-07 39A06 62P12 97-01 97A40 26A06 54C30 PDF BibTeX XML Cite \textit{J. B. Little}, Modeling and data analysis. An introduction with environmental applications. Providence, RI: American Mathematical Society (AMS) (2019; Zbl 1419.00010)
Kasahara, Hiroyuki; Shimotsu, Katsumi Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (English) Zbl 1452.62929 J. Econom. 208, No. 2, 442-467 (2019). MSC: 62P20 62M05 62F12 62M10 PDF BibTeX XML Cite \textit{H. Kasahara} and \textit{K. Shimotsu}, J. Econom. 208, No. 2, 442--467 (2019; Zbl 1452.62929) Full Text: DOI arXiv
Gross, Benedict; Harris, Joe; Riehl, Emily Fat chance. Probability from 0 to 1. (English) Zbl 1423.00005 Cambridge: Cambridge University Press (ISBN 978-1-108-48296-7/hbk; 978-1-108-72818-8/pbk; 978-1-108-61027-8/ebook). xi, 200 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 00A09 97A80 60-01 97K50 PDF BibTeX XML Cite \textit{B. Gross} et al., Fat chance. Probability from 0 to 1. Cambridge: Cambridge University Press (2019; Zbl 1423.00005) Full Text: DOI
Denker, Manfred; Zheng, Xiaofei Occupation times of discrete-time fractional Brownian motion. (English) Zbl 07042599 Stoch. Dyn. 19, No. 1, Article ID 1950009, 17 p. (2019). MSC: 60G18 37A40 60J55 60F05 PDF BibTeX XML Cite \textit{M. Denker} and \textit{X. Zheng}, Stoch. Dyn. 19, No. 1, Article ID 1950009, 17 p. (2019; Zbl 07042599) Full Text: DOI arXiv
Kuo, Kun-Lin; Wang, Yuchung J. Pseudo-Gibbs sampler for discrete conditional distributions. (English) Zbl 1415.62001 Ann. Inst. Stat. Math. 71, No. 1, 93-105 (2019). MSC: 62D05 62E15 PDF BibTeX XML Cite \textit{K.-L. Kuo} and \textit{Y. J. Wang}, Ann. Inst. Stat. Math. 71, No. 1, 93--105 (2019; Zbl 1415.62001) Full Text: DOI
Ortobelli, Sergio; Kouaissah, Noureddine; Tichý, Tomáš On the use of conditional expectation in portfolio selection problems. (English) Zbl 1419.91590 Ann. Oper. Res. 274, No. 1-2, 501-530 (2019). MSC: 91G10 62P05 62G32 PDF BibTeX XML Cite \textit{S. Ortobelli} et al., Ann. Oper. Res. 274, No. 1--2, 501--530 (2019; Zbl 1419.91590) Full Text: DOI
Maistre, Samuel; Patilea, Valentin Nonparametric model checks of single-index assumptions. (English) Zbl 1412.62055 Stat. Sin. 29, No. 1, 113-138 (2019). MSC: 62G30 62G08 PDF BibTeX XML Cite \textit{S. Maistre} and \textit{V. Patilea}, Stat. Sin. 29, No. 1, 113--138 (2019; Zbl 1412.62055) Full Text: DOI arXiv
Jamalizadeh, Ahad; Balakrishnan, Narayanaswamy Conditional distributions of multivariate normal mean-variance mixtures. (English) Zbl 1407.62173 Stat. Probab. Lett. 145, 312-316 (2019). MSC: 62H05 PDF BibTeX XML Cite \textit{A. Jamalizadeh} and \textit{N. Balakrishnan}, Stat. Probab. Lett. 145, 312--316 (2019; Zbl 1407.62173) Full Text: DOI
Szabłowski, Paweł J. On probabilistic aspects of Chebyshev polynomials. (English) Zbl 1412.62063 Stat. Probab. Lett. 145, 205-215 (2019). MSC: 62H10 41A50 60E05 42A16 PDF BibTeX XML Cite \textit{P. J. Szabłowski}, Stat. Probab. Lett. 145, 205--215 (2019; Zbl 1412.62063) Full Text: DOI arXiv
Maugis, Pierre-André G. Correlation extrapolated. (English) Zbl 1407.62210 Stat. Probab. Lett. 145, 89-95 (2019). MSC: 62H20 62H10 PDF BibTeX XML Cite \textit{P.-A. G. Maugis}, Stat. Probab. Lett. 145, 89--95 (2019; Zbl 1407.62210) Full Text: DOI
Feldman, G. M. On a characterization theorem for probability distributions on discrete abelian groups. (English. Russian original) Zbl 1442.60023 Theory Probab. Appl. 63, No. 4, 594-612 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 730-754 (2018). MSC: 60E05 60B15 62E10 PDF BibTeX XML Cite \textit{G. M. Feldman}, Theory Probab. Appl. 63, No. 4, 594--612 (2019; Zbl 1442.60023); translation from Teor. Veroyatn. Primen. 63, No. 4, 730--754 (2018) Full Text: DOI
Mara, Thierry A.; Fahs, Marwan; Shao, Qian; Younes, Anis Random sampling from joint probability distributions defined in a Bayesian framework. (English) Zbl 07010374 SIAM J. Sci. Comput. 41, No. 1, A316-A338 (2019). MSC: 65C60 62H20 PDF BibTeX XML Cite \textit{T. A. Mara} et al., SIAM J. Sci. Comput. 41, No. 1, A316--A338 (2019; Zbl 07010374) Full Text: DOI
Hothorn, Torsten Top-down transformation choice. (English) Zbl 07289509 Stat. Model. 18, No. 3-4, 274-298 (2018). MSC: 62 PDF BibTeX XML Cite \textit{T. Hothorn}, Stat. Model. 18, No. 3--4, 274--298 (2018; Zbl 07289509) Full Text: DOI