Lemonte, Artur J. A broad class of multivariate distributions for rates and proportions. (English) Zbl 07636479 Appl. Math. Modelling 112, 452-466 (2022). MSC: 62E10 62F10 62H05 PDF BibTeX XML Cite \textit{A. J. Lemonte}, Appl. Math. Modelling 112, 452--466 (2022; Zbl 07636479) Full Text: DOI OpenURL
Zuo, Baishuai; Yin, Chuancun Tail conditional expectations for generalized skew-elliptical distributions. (English) Zbl 07621892 Probab. Eng. Inf. Sci. 36, No. 2, 500-513 (2022). MSC: 62H10 62P05 PDF BibTeX XML Cite \textit{B. Zuo} and \textit{C. Yin}, Probab. Eng. Inf. Sci. 36, No. 2, 500--513 (2022; Zbl 07621892) Full Text: DOI OpenURL
Park, Seongoh; Lim, Johan An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations. (English) Zbl 07611112 J. Appl. Stat. 49, No. 13, 3477-3494 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. Park} and \textit{J. Lim}, J. Appl. Stat. 49, No. 13, 3477--3494 (2022; Zbl 07611112) Full Text: DOI OpenURL
Díaz-García, José A.; Caro-Lopera, Francisco J.; Ramírez, Fredy O. Pérez Multivector variate distributions. (English) Zbl 07596013 Sankhyā, Ser. A 84, No. 2, 534-555 (2022). MSC: 62E15 60E05 62A10 62H12 PDF BibTeX XML Cite \textit{J. A. Díaz-García} et al., Sankhyā, Ser. A 84, No. 2, 534--555 (2022; Zbl 07596013) Full Text: DOI OpenURL
Nguyen, Hoang Nam; Lisser, Abdel; Singh, Vikas Vikram Random games under elliptically distributed dependent joint chance constraints. (English) Zbl 07595947 J. Optim. Theory Appl. 195, No. 1, 249-264 (2022). MSC: 91A15 90C25 PDF BibTeX XML Cite \textit{H. N. Nguyen} et al., J. Optim. Theory Appl. 195, No. 1, 249--264 (2022; Zbl 07595947) Full Text: DOI OpenURL
Jun, Wen; Jiahui, Xie; Long, Yu; Wang, Zhou Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions. (English) Zbl 07594084 Bernoulli 28, No. 4, 2941-2967 (2022). MSC: 62Hxx 15Bxx 60Bxx PDF BibTeX XML Cite \textit{W. Jun} et al., Bernoulli 28, No. 4, 2941--2967 (2022; Zbl 07594084) Full Text: DOI Link OpenURL
Rezaei, Amir; Yousefzadeh, Fatemeh Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation. (English) Zbl 1497.62270 Commun. Stat., Simulation Comput. 51, No. 7, 3471-3486 (2022). MSC: 62N05 62H10 62H12 62F15 PDF BibTeX XML Cite \textit{A. Rezaei} and \textit{F. Yousefzadeh}, Commun. Stat., Simulation Comput. 51, No. 7, 3471--3486 (2022; Zbl 1497.62270) Full Text: DOI OpenURL
Caro-Lopera, Francisco J.; González Farías, Graciela; Balakrishnan, N. Matrix variate distribution theory under elliptical models – V: the non-central Wishart and inverted Wishart distributions. (English) Zbl 07561896 Math. Methods Stat. 31, No. 1, 18-42 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{F. J. Caro-Lopera} et al., Math. Methods Stat. 31, No. 1, 18--42 (2022; Zbl 07561896) Full Text: DOI OpenURL
McNeil, Alexander J.; Nešlehová, Johanna G.; Smith, Andrew D. On attainability of Kendall’s tau matrices and concordance signatures. (English) Zbl 1493.62358 J. Multivariate Anal. 191, Article ID 105033, 22 p. (2022). MSC: 62H20 62H05 PDF BibTeX XML Cite \textit{A. J. McNeil} et al., J. Multivariate Anal. 191, Article ID 105033, 22 p. (2022; Zbl 1493.62358) Full Text: DOI arXiv OpenURL
Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail variance for Generalized Skew-Elliptical distributions. (English) Zbl 07532288 Commun. Stat., Theory Methods 51, No. 2, 519-536 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, Commun. Stat., Theory Methods 51, No. 2, 519--536 (2022; Zbl 07532288) Full Text: DOI OpenURL
Bagnato, Luca; Punzo, Antonio; Zoia, Maria Grazia Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns. (English) Zbl 07532286 Commun. Stat., Theory Methods 51, No. 2, 486-500 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Bagnato} et al., Commun. Stat., Theory Methods 51, No. 2, 486--500 (2022; Zbl 07532286) Full Text: DOI OpenURL
Derumigny, A.; Fermanian, J.-D. Identifiability and estimation of meta-elliptical copula generators. (English) Zbl 1493.62270 J. Multivariate Anal. 190, Article ID 104962, 19 p. (2022). MSC: 62H05 62H12 PDF BibTeX XML Cite \textit{A. Derumigny} and \textit{J. D. Fermanian}, J. Multivariate Anal. 190, Article ID 104962, 19 p. (2022; Zbl 1493.62270) Full Text: DOI arXiv OpenURL
Tourani-Farani, Fahimeh; Kazemi, Iraj Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution. (English) Zbl 1493.62276 J. Multivariate Anal. 190, Article ID 104954, 13 p. (2022). MSC: 62H05 62J05 60E05 PDF BibTeX XML Cite \textit{F. Tourani-Farani} and \textit{I. Kazemi}, J. Multivariate Anal. 190, Article ID 104954, 13 p. (2022; Zbl 1493.62276) Full Text: DOI OpenURL
Laguel, Yassine; van Ackooij, Wim; Malick, Jérôme; Ramalho, Guilherme Matiussi On the convexity of level-sets of probability functions. (English) Zbl 1492.90108 J. Convex Anal. 29, No. 2, 411-442 (2022). MSC: 90C15 90C25 PDF BibTeX XML Cite \textit{Y. Laguel} et al., J. Convex Anal. 29, No. 2, 411--442 (2022; Zbl 1492.90108) Full Text: arXiv Link OpenURL
Zuo, Baishuai; Yin, Chuancun Multivariate tail covariance risk measure for generalized skew-elliptical distributions. (English) Zbl 1483.62086 J. Comput. Appl. Math. 410, Article ID 114210, 17 p. (2022). MSC: 62G32 60E05 91G70 PDF BibTeX XML Cite \textit{B. Zuo} and \textit{C. Yin}, J. Comput. Appl. Math. 410, Article ID 114210, 17 p. (2022; Zbl 1483.62086) Full Text: DOI arXiv 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
Azzalini, Adelchi An overview on the progeny of the skew-normal family – a personal perspective. (English) Zbl 1493.62269 J. Multivariate Anal. 188, Article ID 104851, 17 p. (2022). MSC: 62H05 62E10 60Exx PDF BibTeX XML Cite \textit{A. Azzalini}, J. Multivariate Anal. 188, Article ID 104851, 17 p. (2022; Zbl 1493.62269) Full Text: DOI OpenURL
Díaz-García, José A.; Caro-Lopera, Francisco J. Multimatricvariate distribution under elliptical models. (English) Zbl 1473.62169 J. Stat. Plann. Inference 216, 109-117 (2022). MSC: 62H10 15B52 62P10 PDF BibTeX XML Cite \textit{J. A. Díaz-García} and \textit{F. J. Caro-Lopera}, J. Stat. Plann. Inference 216, 109--117 (2022; Zbl 1473.62169) Full Text: DOI arXiv OpenURL
Emami, Hadi; Aghamohammadi, Ali Elliptical difference based ridge and Liu type estimators in partial linear measurement error models. (English) Zbl 07532180 Commun. Stat., Theory Methods 50, No. 21, 4913-4933 (2021). MSC: 62J05 62J07 62G08 62G20 62-XX PDF BibTeX XML Cite \textit{H. Emami} and \textit{A. Aghamohammadi}, Commun. Stat., Theory Methods 50, No. 21, 4913--4933 (2021; Zbl 07532180) Full Text: DOI OpenURL
Adcock, Chris; Landsman, Zinoviy; Shushi, Tomer Stein’s Lemma for generalized skew-elliptical random vectors. (English) Zbl 07530965 Commun. Stat., Theory Methods 50, No. 13, 3014-3029 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Adcock} et al., Commun. Stat., Theory Methods 50, No. 13, 3014--3029 (2021; Zbl 07530965) Full Text: DOI OpenURL
Zuo, Baishuai; Yin, Chuancun Tail conditional risk measures for location-scale mixture of elliptical distributions. (English) Zbl 07497693 J. Stat. Comput. Simulation 91, No. 17, 3653-3677 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Zuo} and \textit{C. Yin}, J. Stat. Comput. Simulation 91, No. 17, 3653--3677 (2021; Zbl 07497693) Full Text: DOI OpenURL
Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail conditional moment for generalized skew-elliptical distributions. (English) Zbl 07484655 J. Appl. Stat. 48, No. 13-15, 2285-2305 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, J. Appl. Stat. 48, No. 13--15, 2285--2305 (2021; Zbl 07484655) Full Text: DOI OpenURL
Punzo, Antonio; Bagnato, Luca The multivariate tail-inflated normal distribution and its application in finance. (English) Zbl 07480666 J. Stat. Comput. Simulation 91, No. 1, 1-36 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Punzo} and \textit{L. Bagnato}, J. Stat. Comput. Simulation 91, No. 1, 1--36 (2021; Zbl 07480666) Full Text: DOI arXiv OpenURL
Reyes, Jimmy; Gallardo, Diego I.; Vilca, Filidor; Gómez, Héctor W. Statistical inference for a general class of noncentral elliptical distributions. (English) Zbl 1478.62040 REVSTAT 19, No. 2, 161-185 (2021). MSC: 62E10 62F10 PDF BibTeX XML Cite \textit{J. Reyes} et al., REVSTAT 19, No. 2, 161--185 (2021; Zbl 1478.62040) Full Text: Link OpenURL
Ignatieva, Katja; Landsman, Zinoviy A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures. (English) Zbl 1475.91403 Insur. Math. Econ. 101, 437-465 (2021). MSC: 91G70 PDF BibTeX XML Cite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 101, 437--465 (2021; Zbl 1475.91403) Full Text: DOI OpenURL
Chen, Xiangbing; Zhou, Jie; Hu, Sanfeng Upper bounds for Rao distance on the manifold of multivariate elliptical distributions. (English) Zbl 1478.62110 Automatica 129, Article ID 109604, 7 p. (2021). MSC: 62H05 62B10 62R30 PDF BibTeX XML Cite \textit{X. Chen} et al., Automatica 129, Article ID 109604, 7 p. (2021; Zbl 1478.62110) Full Text: DOI OpenURL
Kesemen, Orhan; Tiryaki, Buğra Kaan; Tezel, Özge; Özkul, Eda A new goodness of fit test for multivariate normality. (English) Zbl 1488.62076 Hacet. J. Math. Stat. 50, No. 3, 872-894 (2021). MSC: 62H15 PDF BibTeX XML Cite \textit{O. Kesemen} et al., Hacet. J. Math. Stat. 50, No. 3, 872--894 (2021; Zbl 1488.62076) Full Text: DOI OpenURL
Peng, Shen; Yadav, Navnit; Lisser, Abdel; Singh, Vikas Vikram Chance-constrained games with mixture distributions. (English) Zbl 1480.91009 Math. Methods Oper. Res. 94, No. 1, 71-97 (2021). MSC: 91A10 91A11 91A68 PDF BibTeX XML Cite \textit{S. Peng} et al., Math. Methods Oper. Res. 94, No. 1, 71--97 (2021; Zbl 1480.91009) Full Text: DOI Link OpenURL
Rossell, David; Zwiernik, Piotr Dependence in elliptical partial correlation graphs. (English) Zbl 1471.62361 Electron. J. Stat. 15, No. 2, 4236-4263 (2021). MSC: 62H05 62H20 62H22 PDF BibTeX XML Cite \textit{D. Rossell} and \textit{P. Zwiernik}, Electron. J. Stat. 15, No. 2, 4236--4263 (2021; Zbl 1471.62361) Full Text: DOI arXiv Link OpenURL
Morán-Vásquez, Raúl Alejandro; Ferrari, Silvia L. P. New results on truncated elliptical distributions. (English) Zbl 1477.60038 Commun. Math. Stat. 9, No. 3, 299-313 (2021). Reviewer: Carlo Sempi (Lecce) MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{R. A. Morán-Vásquez} and \textit{S. L. P. Ferrari}, Commun. Math. Stat. 9, No. 3, 299--313 (2021; Zbl 1477.60038) Full Text: DOI OpenURL
Hallin, Marc; Mordant, Gilles; Segers, Johan Multivariate goodness-of-fit tests based on Wasserstein distance. (English) Zbl 1471.62379 Electron. J. Stat. 15, No. 1, 1328-1371 (2021). MSC: 62H15 62H05 PDF BibTeX XML Cite \textit{M. Hallin} et al., Electron. J. Stat. 15, No. 1, 1328--1371 (2021; Zbl 1471.62379) Full Text: DOI arXiv OpenURL
Kouaissah, Noureddine; Ortobelli Lozza, Sergio Multivariate stochastic dominance applied to sector-based portfolio selection. (English) Zbl 07371190 IMA J. Manag. Math. 32, No. 2, 139-160 (2021). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{N. Kouaissah} and \textit{S. Ortobelli Lozza}, IMA J. Manag. Math. 32, No. 2, 139--160 (2021; Zbl 07371190) Full Text: DOI OpenURL
Eini, Esmat Jamshidi; Khaloozadeh, Hamid The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution. (English) Zbl 1466.91284 Insur. Math. Econ. 98, 44-50 (2021). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, Insur. Math. Econ. 98, 44--50 (2021; Zbl 1466.91284) Full Text: DOI OpenURL
Zuo, Baishuai; Yin, Chuancun; Balakrishnan, Narayanaswamy Expressions for joint moments of elliptical distributions. (English) Zbl 1461.62063 J. Comput. Appl. Math. 391, Article ID 113418, 11 p. (2021). MSC: 62H10 62H05 62H20 60E05 PDF BibTeX XML Cite \textit{B. Zuo} et al., J. Comput. Appl. Math. 391, Article ID 113418, 11 p. (2021; Zbl 1461.62063) Full Text: DOI arXiv OpenURL
Gijbels, Irène; Kika, Vojtěch; Omelka, Marek On the specification of multivariate association measures and their behaviour with increasing dimension. (English) Zbl 1459.62091 J. Multivariate Anal. 182, Article ID 104704, 25 p. (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 62H20 62H05 62G05 60E05 62P12 PDF BibTeX XML Cite \textit{I. Gijbels} et al., J. Multivariate Anal. 182, Article ID 104704, 25 p. (2021; Zbl 1459.62091) Full Text: DOI Link OpenURL
Lai, Wing-Choong; Goh, Kim-Leng Copulas and tail dependence in finance. (English) Zbl 1455.62200 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499-2524 (2021). MSC: 62P05 62H05 PDF BibTeX XML Cite \textit{W.-C. Lai} and \textit{K.-L. Goh}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499--2524 (2021; Zbl 1455.62200) Full Text: DOI OpenURL
Díaz-García, José A.; Caro-Lopera, Francisco J. Matrix variate Birnbaum-Saunders distribution under elliptical models. (English) Zbl 1441.62136 J. Stat. Plann. Inference 210, 100-113 (2021). MSC: 62H10 62N05 62E15 60E05 15A23 15A09 15B52 PDF BibTeX XML Cite \textit{J. A. Díaz-García} and \textit{F. J. Caro-Lopera}, J. Stat. Plann. Inference 210, 100--113 (2021; Zbl 1441.62136) Full Text: DOI arXiv OpenURL
Zuo, Baishuai; Yin, Chuancun Stein’s lemma for truncated generalized skew-elliptical random vectors. (English) Zbl 1485.62015 AIMS Math. 5, No. 4, 3423-3433 (2020). MSC: 62E10 62H05 PDF BibTeX XML Cite \textit{B. Zuo} and \textit{C. Yin}, AIMS Math. 5, No. 4, 3423--3433 (2020; Zbl 1485.62015) Full Text: DOI OpenURL
Gokalp Yavuz, Fulya; Arslan, Olcay Variable selection in elliptical linear mixed model. (English) Zbl 07482647 J. Appl. Stat. 47, No. 11, 2025-2043 (2020). MSC: 62Pxx PDF BibTeX XML Cite \textit{F. Gokalp Yavuz} and \textit{O. Arslan}, J. Appl. Stat. 47, No. 11, 2025--2043 (2020; Zbl 07482647) Full Text: DOI OpenURL
Emami, Hadi Improved estimation in elliptical linear mixed measurement error models. (English) Zbl 07480185 J. Stat. Comput. Simulation 90, No. 9, 1681-1704 (2020). MSC: 62E20 62J05 62P20 62-XX PDF BibTeX XML Cite \textit{H. Emami}, J. Stat. Comput. Simulation 90, No. 9, 1681--1704 (2020; Zbl 07480185) Full Text: DOI OpenURL
Martínez-Flórez, Guillermo; Bolfarine, Heleno; Gómez, Yolanda M.; Gómez, Héctor W. A unification of families of Birnbaum-Saunders distributions with applications. (English) Zbl 1478.62050 REVSTAT 18, No. 5, 637-660 (2020). MSC: 62E15 60E05 62F10 PDF BibTeX XML Cite \textit{G. Martínez-Flórez} et al., REVSTAT 18, No. 5, 637--660 (2020; Zbl 1478.62050) Full Text: Link OpenURL
Punzo, Antonio; Bagnato, Luca Allometric analysis using the multivariate shifted exponential normal distribution. (English) Zbl 1448.62184 Biom. J. 62, No. 6, 1525-1543 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{A. Punzo} and \textit{L. Bagnato}, Biom. J. 62, No. 6, 1525--1543 (2020; Zbl 1448.62184) Full Text: DOI OpenURL
Liu, Jia; Peng, Shen; Lisser, Abdel; Chen, Zhiping Rectangular chance constrained geometric optimization. (English) Zbl 1447.90025 Optim. Eng. 21, No. 2, 537-566 (2020). MSC: 90C15 90C25 90C90 PDF BibTeX XML Cite \textit{J. Liu} et al., Optim. Eng. 21, No. 2, 537--566 (2020; Zbl 1447.90025) Full Text: DOI OpenURL
Nagy, Stanislav Scatter halfspace depth: geometric insights. (English) Zbl 07217111 Appl. Math., Praha 65, No. 3, 287-298 (2020). MSC: 62H20 62G35 PDF BibTeX XML Cite \textit{S. Nagy}, Appl. Math., Praha 65, No. 3, 287--298 (2020; Zbl 07217111) Full Text: DOI OpenURL
Guo, Junhao; Zhou, Jie; Hu, Sanfeng Intrinsic covariance matrix estimation for multivariate elliptical distributions. (English) Zbl 1439.62153 Stat. Probab. Lett. 162, Article ID 108774, 8 p. (2020). MSC: 62H30 62H12 PDF BibTeX XML Cite \textit{J. Guo} et al., Stat. Probab. Lett. 162, Article ID 108774, 8 p. (2020; Zbl 1439.62153) Full Text: DOI OpenURL
Levine, Michael; Richards, Donald; Su, Jianxi Independence properties of the truncated multivariate elliptical distributions. (English) Zbl 1435.62209 Stat. Probab. Lett. 161, Article ID 108729, 7 p. (2020). MSC: 62H20 60E05 62E10 62H05 62P25 PDF BibTeX XML Cite \textit{M. Levine} et al., Stat. Probab. Lett. 161, Article ID 108729, 7 p. (2020; Zbl 1435.62209) Full Text: DOI arXiv OpenURL
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 Link OpenURL
Reyes, Jimmy; Gallardo, Diego I.; Bolfarine, Heleno; Gómez, Héctor W. A new class of slash-elliptical distributions. (English) Zbl 07539699 Commun. Stat., Theory Methods 48, No. 12, 3105-3121 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Reyes} et al., Commun. Stat., Theory Methods 48, No. 12, 3105--3121 (2019; Zbl 07539699) Full Text: DOI OpenURL
Shushi, Tomer Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions. (English) Zbl 07539697 Commun. Stat., Theory Methods 48, No. 12, 3085-3091 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Shushi}, Commun. Stat., Theory Methods 48, No. 12, 3085--3091 (2019; Zbl 07539697) Full Text: DOI OpenURL
Bekker, A.; Arashi, M.; Ferreira, J. T. New bivariate gamma types with MIMO application. (English) Zbl 07530611 Commun. Stat., Theory Methods 48, No. 3, 596-615 (2019). MSC: 62E15 60E05 94A99 PDF BibTeX XML Cite \textit{A. Bekker} et al., Commun. Stat., Theory Methods 48, No. 3, 596--615 (2019; Zbl 07530611) Full Text: DOI Link OpenURL
Diaz-Garcia, Jose A.; Martinez-Jaime, Oscar A. Tests about a set of multivariate simple linear models. (English) Zbl 1438.62101 J. Iran. Stat. Soc. JIRSS 18, No. 2, 199-220 (2019). MSC: 62H10 62J05 62H15 62P30 PDF BibTeX XML Cite \textit{J. A. Diaz-Garcia} and \textit{O. A. Martinez-Jaime}, J. Iran. Stat. Soc. JIRSS 18, No. 2, 199--220 (2019; Zbl 1438.62101) Full Text: DOI OpenURL
Kazi-Tani, Nabil; Rullière, Didier On a construction of multivariate distributions given some multidimensional marginals. (English) Zbl 1427.60031 Adv. Appl. Probab. 51, No. 2, 487-513 (2019). MSC: 60E05 60E10 62H05 62H20 PDF BibTeX XML Cite \textit{N. Kazi-Tani} and \textit{D. Rullière}, Adv. Appl. Probab. 51, No. 2, 487--513 (2019; Zbl 1427.60031) Full Text: DOI HAL OpenURL
He, Yong; Zhang, Liang; Ji, Jiadong; Zhang, Xinsheng Robust feature screening for elliptical copula regression model. (English) Zbl 1431.62157 J. Multivariate Anal. 173, 568-582 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G08 62G35 62H05 PDF BibTeX XML Cite \textit{Y. He} et al., J. Multivariate Anal. 173, 568--582 (2019; Zbl 1431.62157) Full Text: DOI arXiv OpenURL
Shushi, Tomer The Minkowski length of a spherical random vector. (English) Zbl 1458.60027 Stat. Probab. Lett. 153, 104-107 (2019). MSC: 60E05 62E15 62H10 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 153, 104--107 (2019; Zbl 1458.60027) Full Text: DOI OpenURL
Shushi, Tomer A note on the coefficients of elliptical random variables. (English) Zbl 1459.60035 Stat. Probab. Lett. 152, 153-155 (2019). MSC: 60E05 62H10 62H11 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 152, 153--155 (2019; Zbl 1459.60035) Full Text: DOI OpenURL
Morán-Vásquez, Raúl Alejandro; Ferrari, Silvia L. P. Box-Cox elliptical distributions with application. (English) Zbl 1421.62016 Metrika 82, No. 5, 547-571 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E15 60E05 62H10 62P10 PDF BibTeX XML Cite \textit{R. A. Morán-Vásquez} and \textit{S. L. P. Ferrari}, Metrika 82, No. 5, 547--571 (2019; Zbl 1421.62016) Full Text: DOI arXiv OpenURL
van Ackooij, Wim; Malick, Jérôme Eventual convexity of probability constraints with elliptical distributions. (English) Zbl 1421.90101 Math. Program. 175, No. 1-2 (A), 1-27 (2019). MSC: 90C15 90C25 65K10 PDF BibTeX XML Cite \textit{W. van Ackooij} and \textit{J. Malick}, Math. Program. 175, No. 1--2 (A), 1--27 (2019; Zbl 1421.90101) Full Text: DOI HAL OpenURL
Ansari, Jonathan; Rüschendorf, Ludger Ordering risk bounds in factor models. (English) Zbl 1434.62076 Depend. Model. 6, 259-287 (2018). MSC: 62H05 62P20 91G70 PDF BibTeX XML Cite \textit{J. Ansari} and \textit{L. Rüschendorf}, Depend. Model. 6, 259--287 (2018; Zbl 1434.62076) Full Text: DOI OpenURL
Usseglio-Carleve, Antoine Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors. (English) Zbl 1409.62218 Electron. J. Stat. 12, No. 2, 4057-4093 (2018). MSC: 62P05 62H12 60E05 62G32 62G08 91G70 PDF BibTeX XML Cite \textit{A. Usseglio-Carleve}, Electron. J. Stat. 12, No. 2, 4057--4093 (2018; Zbl 1409.62218) Full Text: DOI arXiv Euclid OpenURL
Ansari, Jonathan; Rüschendorf, Ludger Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models. (English) Zbl 1402.60021 Methodol. Comput. Appl. Probab. 20, No. 3, 817-838 (2018). MSC: 60E15 62P05 91B30 91G20 PDF BibTeX XML Cite \textit{J. Ansari} and \textit{L. Rüschendorf}, Methodol. Comput. Appl. Probab. 20, No. 3, 817--838 (2018; Zbl 1402.60021) Full Text: DOI OpenURL
Paindaveine, Davy; van Bever, Germain Halfspace depths for scatter, concentration and shape matrices. (English) Zbl 1408.62100 Ann. Stat. 46, No. 6B, 3276-3307 (2018). MSC: 62H05 62G35 PDF BibTeX XML Cite \textit{D. Paindaveine} and \textit{G. van Bever}, Ann. Stat. 46, No. 6B, 3276--3307 (2018; Zbl 1408.62100) Full Text: DOI arXiv Euclid OpenURL
Chen, Fei; Shi, Lei; Zhu, Xuehu; Zhu, Lixing Generalized principal Hessian directions for mixture multivariate skew elliptical distributions. (English) Zbl 1408.62112 J. Multivariate Anal. 168, 142-159 (2018). MSC: 62H25 62H30 PDF BibTeX XML Cite \textit{F. Chen} et al., J. Multivariate Anal. 168, 142--159 (2018; Zbl 1408.62112) Full Text: DOI OpenURL
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer A multivariate tail covariance measure for elliptical distributions. (English) Zbl 1398.62132 Insur. Math. Econ. 81, 27-35 (2018). MSC: 62H10 62P05 91B30 PDF BibTeX XML Cite \textit{Z. Landsman} et al., Insur. Math. Econ. 81, 27--35 (2018; Zbl 1398.62132) Full Text: DOI OpenURL
Shushi, Tomer A proof for the existence of multivariate singular generalized skew-elliptical density functions. (English) Zbl 1402.62100 Stat. Probab. Lett. 141, 50-55 (2018). MSC: 62H10 62H05 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 141, 50--55 (2018; Zbl 1402.62100) Full Text: DOI OpenURL
Shushi, Tomer Stein’s lemma for truncated elliptical random vectors. (English) Zbl 1406.60024 Stat. Probab. Lett. 137, 297-303 (2018). MSC: 60E05 60E15 62H10 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 137, 297--303 (2018; Zbl 1406.60024) Full Text: DOI OpenURL
Dortet-Bernadet, Jean-Luc; Wicker, Nicolas A note on inverse stereographic projection of elliptical distributions. (English) Zbl 06861780 Sankhyā, Ser. A 80, No. 1, 138-151 (2018). MSC: 62H11 62H05 PDF BibTeX XML Cite \textit{J.-L. Dortet-Bernadet} and \textit{N. Wicker}, Sankhyā, Ser. A 80, No. 1, 138--151 (2018; Zbl 06861780) Full Text: DOI OpenURL
Shushi, Tomer Generalized skew-elliptical distributions are closed under affine transformations. (English) Zbl 1440.62193 Stat. Probab. Lett. 134, 1-4 (2018). MSC: 62H05 60E05 62E10 62H10 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 134, 1--4 (2018; Zbl 1440.62193) Full Text: DOI OpenURL
Bagnato, Luca; Punzo, Antonio; Zoia, Maria G. The multivariate leptokurtic-normal distribution and its application in model-based clustering. (English. French summary) Zbl 1462.62308 Can. J. Stat. 45, No. 1, 95-119 (2017). MSC: 62H10 60E05 62H30 PDF BibTeX XML Cite \textit{L. Bagnato} et al., Can. J. Stat. 45, No. 1, 95--119 (2017; Zbl 1462.62308) Full Text: DOI OpenURL
Jaser, Miriam; Haug, Stephan; Min, Aleksey A simple non-parametric goodness-of-fit test for elliptical copulas. (English) Zbl 1393.62026 Depend. Model. 5, 330-353 (2017). MSC: 62H05 62G10 PDF BibTeX XML Cite \textit{M. Jaser} et al., Depend. Model. 5, 330--353 (2017; Zbl 1393.62026) Full Text: DOI OpenURL
Shushi, Tomer Skew-elliptical distributions with applications in risk theory. (English) Zbl 1394.62148 Eur. Actuar. J. 7, No. 1, 277-296 (2017). MSC: 62P05 62H10 91B30 PDF BibTeX XML Cite \textit{T. Shushi}, Eur. Actuar. J. 7, No. 1, 277--296 (2017; Zbl 1394.62148) Full Text: DOI OpenURL
Jaworski, Piotr; Pitera, Marcin A note on conditional covariance matrices for elliptical distributions. (English) Zbl 1457.62157 Stat. Probab. Lett. 129, 230-235 (2017). MSC: 62H05 62H10 62E15 60E05 PDF BibTeX XML Cite \textit{P. Jaworski} and \textit{M. Pitera}, Stat. Probab. Lett. 129, 230--235 (2017; Zbl 1457.62157) Full Text: DOI arXiv OpenURL
Díaz-García, José A.; Gutiérrez-Jáimez, Ramón Some comments on zonal polynomials and their expected values with respect to elliptical distributions. (English) Zbl 1430.62148 Acta Math. Appl. Sin., Engl. Ser. 33, No. 3, 567-574 (2017). MSC: 62H99 60E05 PDF BibTeX XML Cite \textit{J. A. Díaz-García} and \textit{R. Gutiérrez-Jáimez}, Acta Math. Appl. Sin., Engl. Ser. 33, No. 3, 567--574 (2017; Zbl 1430.62148) Full Text: DOI OpenURL
Rezapour, Mohsen Progressively type-II censored conditionally \(N\)-ordered statistics from a unified elliptically contoured copula. (English) Zbl 1373.60048 Commun. Stat., Theory Methods 46, No. 11, 5595-5611 (2017). MSC: 60E15 62H05 62G30 62N01 PDF BibTeX XML Cite \textit{M. Rezapour}, Commun. Stat., Theory Methods 46, No. 11, 5595--5611 (2017; Zbl 1373.60048) Full Text: DOI OpenURL
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer Extended generalized skew-elliptical distributions and their moments. (English) Zbl 1373.60030 Sankhyā, Ser. A 79, No. 1, 76-100 (2017). MSC: 60E05 62E15 62F10 PDF BibTeX XML Cite \textit{Z. Landsman} et al., Sankhyā, Ser. A 79, No. 1, 76--100 (2017; Zbl 1373.60030) Full Text: DOI OpenURL
Díaz-García, José A.; Caro-Lopera, Francisco J. Estimation of mean form and mean form difference under elliptical laws. (English) Zbl 1365.62198 Electron. J. Stat. 11, No. 1, 2424-2460 (2017). MSC: 62H12 62E15 60E05 62H35 PDF BibTeX XML Cite \textit{J. A. Díaz-García} and \textit{F. J. Caro-Lopera}, Electron. J. Stat. 11, No. 1, 2424--2460 (2017; Zbl 1365.62198) Full Text: DOI arXiv Euclid OpenURL
Arismendi, Juan C.; Broda, Simon Multivariate elliptical truncated moments. (English) Zbl 1362.62030 J. Multivariate Anal. 157, 29-44 (2017). MSC: 62E15 62E10 62E17 62N01 62N05 91B30 91G20 PDF BibTeX XML Cite \textit{J. C. Arismendi} and \textit{S. Broda}, J. Multivariate Anal. 157, 29--44 (2017; Zbl 1362.62030) Full Text: DOI Link OpenURL
Framstad, Nils Chr. Continuous-time (Ross-type) portfolio separation, (almost) without Itô calculus. (English) Zbl 1411.91499 Stochastics 89, No. 1, 38-64 (2017). MSC: 91G10 60E15 60G51 60H05 91B30 PDF BibTeX XML Cite \textit{N. Chr. Framstad}, Stochastics 89, No. 1, 38--64 (2017; Zbl 1411.91499) Full Text: DOI Link OpenURL
Guan, Yu; Xie, Chuanlong; Zhu, Lixing Sufficient dimension reduction with mixture multivariate skew-elliptical distributions. (English) Zbl 1468.62289 Stat. Sin. 27, No. 1, 335-356 (2017). MSC: 62H10 62H30 PDF BibTeX XML Cite \textit{Y. Guan} et al., Stat. Sin. 27, No. 1, 335--356 (2017; Zbl 1468.62289) Full Text: DOI OpenURL
Schott, James R. Matrix analysis for statistics. 3rd edition. (English) Zbl 1348.15001 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-09248-3/hbk; 978-1-119-09246-9/ebook). xiv, 520 p. (2017). MSC: 15-01 62-01 15A09 15A03 15A06 15A18 15A60 26B12 15A15 15A04 15B36 15A23 15A21 62J05 PDF BibTeX XML Cite \textit{J. R. Schott}, Matrix analysis for statistics. 3rd edition. Hoboken, NJ: John Wiley \& Sons (2017; Zbl 1348.15001) OpenURL
Fallahgoul, Hassan A.; Kim, Young S.; Fabozzi, Frank J. Elliptical tempered stable distribution. (English) Zbl 1469.60062 Quant. Finance 16, No. 7, 1069-1087 (2016). MSC: 60E07 26A33 62H05 62P05 PDF BibTeX XML Cite \textit{H. A. Fallahgoul} et al., Quant. Finance 16, No. 7, 1069--1087 (2016; Zbl 1469.60062) Full Text: DOI OpenURL
Liu, Han; Mulvey, John; Zhao, Tianqi A semiparametric graphical modelling approach for large-scale equity selection. (English) Zbl 1468.91150 Quant. Finance 16, No. 7, 1053-1067 (2016). MSC: 91G15 62P05 62H05 PDF BibTeX XML Cite \textit{H. Liu} et al., Quant. Finance 16, No. 7, 1053--1067 (2016; Zbl 1468.91150) Full Text: DOI Link OpenURL
Nematollahi, N.; Farnoosh, R.; Rahnamaei, Z. Location-scale mixture of skew-elliptical distributions: looking at the robust modeling. (English) Zbl 1487.60029 Stat. Methodol. 32, 131-146 (2016). MSC: 60E05 62H05 62H10 62F35 62H12 PDF BibTeX XML Cite \textit{N. Nematollahi} et al., Stat. Methodol. 32, 131--146 (2016; Zbl 1487.60029) Full Text: DOI OpenURL
Hosseini, Reshad; Sra, Suvrit; Theis, Lucas; Bethge, Matthias Inference and mixture modeling with the elliptical Gamma distribution. (English) Zbl 1466.62102 Comput. Stat. Data Anal. 101, 29-43 (2016). MSC: 62-08 PDF BibTeX XML Cite \textit{R. Hosseini} et al., Comput. Stat. Data Anal. 101, 29--43 (2016; Zbl 1466.62102) Full Text: DOI arXiv OpenURL
Barbe, Philippe; Seifert, Miriam Isabel A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values. (English) Zbl 1357.60022 Extremes 19, No. 3, 351-370 (2016). MSC: 60F05 60G70 62E20 62G32 PDF BibTeX XML Cite \textit{P. Barbe} and \textit{M. I. Seifert}, Extremes 19, No. 3, 351--370 (2016; Zbl 1357.60022) Full Text: DOI arXiv OpenURL
Caro-Lopera, Francisco J.; Díaz-García, José A. Diagonalization matrix and its application in distribution theory. (English) Zbl 1356.62022 Statistics 50, No. 4, 870-880 (2016). MSC: 62E15 15A69 60E05 15B52 62H05 62E10 62F03 PDF BibTeX XML Cite \textit{F. J. Caro-Lopera} and \textit{J. A. Díaz-García}, Statistics 50, No. 4, 870--880 (2016; Zbl 1356.62022) Full Text: DOI OpenURL
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer Tail conditional moments for elliptical and log-elliptical distributions. (English) Zbl 1371.60041 Insur. Math. Econ. 71, 179-188 (2016). MSC: 60E05 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Landsman} et al., Insur. Math. Econ. 71, 179--188 (2016; Zbl 1371.60041) Full Text: DOI OpenURL
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer Multivariate tail conditional expectation for elliptical distributions. (English) Zbl 1373.62523 Insur. Math. Econ. 70, 216-223 (2016). MSC: 62P05 62H10 91B30 PDF BibTeX XML Cite \textit{Z. Landsman} et al., Insur. Math. Econ. 70, 216--223 (2016; Zbl 1373.62523) Full Text: DOI OpenURL
Shushi, Tomer A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions. (English) Zbl 1398.60033 Stat. Probab. Lett. 119, 301-304 (2016). MSC: 60E10 62H05 PDF BibTeX XML Cite \textit{T. Shushi}, Stat. Probab. Lett. 119, 301--304 (2016; Zbl 1398.60033) Full Text: DOI OpenURL
Samanthi, Ranadeera Gamage Madhuka; Wei, Wei; Brazauskas, Vytaras Ordering Gini indexes of multivariate elliptical risks. (English) Zbl 1369.91096 Insur. Math. Econ. 68, 84-91 (2016). MSC: 91B30 60E15 62H05 91B82 PDF BibTeX XML Cite \textit{R. G. M. Samanthi} et al., Insur. Math. Econ. 68, 84--91 (2016; Zbl 1369.91096) Full Text: DOI OpenURL
Hashorva, Enkelejd; Ling, Chengxiu Maxima of skew elliptical triangular arrays. (English) Zbl 1343.60061 Commun. Stat., Theory Methods 45, No. 12, 3692-3705 (2016). MSC: 60G70 60G15 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{C. Ling}, Commun. Stat., Theory Methods 45, No. 12, 3692--3705 (2016; Zbl 1343.60061) Full Text: DOI arXiv OpenURL
Roozegar, Roohollah; Jamalizadeh, Ahad; Nematollahi, Alireza Concomitants of multivariate order statistics from multivariate elliptical distributions. (English) Zbl 1336.60078 Commun. Stat., Theory Methods 45, No. 3, 722-738 (2016). MSC: 60G30 60E05 62H10 62E15 PDF BibTeX XML Cite \textit{R. Roozegar} et al., Commun. Stat., Theory Methods 45, No. 3, 722--738 (2016; Zbl 1336.60078) Full Text: DOI OpenURL
Giménez, Patricia; López, Jorge N.; Guarracino, Lucas Geodesic hypothesis testing for comparing location parameters in elliptical populations. (English) Zbl 1381.62047 Sankhyā, Ser. A 78, No. 1, 19-42 (2016). MSC: 62F03 62B10 53B05 PDF BibTeX XML Cite \textit{P. Giménez} et al., Sankhyā, Ser. A 78, No. 1, 19--42 (2016; Zbl 1381.62047) Full Text: DOI OpenURL
Caro-Lopera, Francisco J.; González Farías, Graciela; Balakrishnan, Narayanaswamy Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots. (English) Zbl 1333.62143 J. Multivariate Anal. 145, 224-235 (2016). Reviewer: N. G. Gamkrelidze (Moskva) MSC: 62H10 62E15 60E05 PDF BibTeX XML Cite \textit{F. J. Caro-Lopera} et al., J. Multivariate Anal. 145, 224--235 (2016; Zbl 1333.62143) Full Text: DOI OpenURL
Iriarte, Yuri A.; Gómez, Héctor W.; Varela, Héctor; Bolfarine, Heleno Slashed Rayleigh distribution. (English) Zbl 1436.62056 Rev. Colomb. Estad. 38, No. 1, 31-44 (2015). MSC: 62E10 62N05 62F10 PDF BibTeX XML Cite \textit{Y. A. Iriarte} et al., Rev. Colomb. Estad. 38, No. 1, 31--44 (2015; Zbl 1436.62056) Full Text: DOI OpenURL
Xiao, Yugu; Valdez, Emiliano A. A Black-Litterman asset allocation model under elliptical distributions. (English) Zbl 1398.62330 Quant. Finance 15, No. 3, 509-519 (2015). MSC: 62P05 91G10 62E10 PDF BibTeX XML Cite \textit{Y. Xiao} and \textit{E. A. Valdez}, Quant. Finance 15, No. 3, 509--519 (2015; Zbl 1398.62330) Full Text: DOI OpenURL
Matsuura, Shun; Kurata, Hiroshi; Tarpey, Thaddeus Optimal estimators of principal points for minimizing expected mean squared distance. (English) Zbl 1326.62123 J. Stat. Plann. Inference 167, 102-122 (2015). MSC: 62H12 62E17 62H05 62H30 62H99 PDF BibTeX XML Cite \textit{S. Matsuura} et al., J. Stat. Plann. Inference 167, 102--122 (2015; Zbl 1326.62123) Full Text: DOI OpenURL
Xu, Meiping; Gui, Wenhao A new family of exponential slash distributions with elliptical contours. (Chinese. English summary) Zbl 1340.60007 J. Math. Res. Appl. 35, No. 2, 200-210 (2015). MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{M. Xu} and \textit{W. Gui}, J. Math. Res. Appl. 35, No. 2, 200--210 (2015; Zbl 1340.60007) Full Text: DOI OpenURL
Demichel, Yann; Fermin, Ana-Karina; Soulier, Philippe The diameter of an elliptical cloud. (English) Zbl 1327.60036 Electron. J. Probab. 20, Paper No. 27, 32 p. (2015). MSC: 60D05 60F05 PDF BibTeX XML Cite \textit{Y. Demichel} et al., Electron. J. Probab. 20, Paper No. 27, 32 p. (2015; Zbl 1327.60036) Full Text: DOI arXiv OpenURL
De Bastiani, Fernanda; Mariz de Aquino Cysneiros, Audrey Helen; Uribe-Opazo, Miguel Angel; Galea, Manuel Influence diagnostics in elliptical spatial linear models. (English) Zbl 1328.62322 Test 24, No. 2, 322-340 (2015). MSC: 62H11 62J20 62F99 PDF BibTeX XML Cite \textit{F. De~Bastiani} et al., Test 24, No. 2, 322--340 (2015; Zbl 1328.62322) Full Text: DOI OpenURL
Hlubinka, Daniel; Šiman, Miroslav On generalized elliptical quantiles in the nonlinear quantile regression setup. (English) Zbl 1328.62307 Test 24, No. 2, 249-264 (2015). MSC: 62H05 62J99 62G15 PDF BibTeX XML Cite \textit{D. Hlubinka} and \textit{M. Šiman}, Test 24, No. 2, 249--264 (2015; Zbl 1328.62307) Full Text: DOI OpenURL