Döring, Hanna; Jansen, Sabine; Schubert, Kristina The method of cumulants for the normal approximation. (English) Zbl 07523688 Probab. Surv. 19, 185-270 (2022). MSC: 60F05 60F10 60G70 60K35 PDF BibTeX XML Cite \textit{H. Döring} et al., Probab. Surv. 19, 185--270 (2022; Zbl 07523688) Full Text: DOI Link OpenURL
Heydenreich, Markus; Hirsch, Christian Extremal linkage networks. (English) Zbl 07523470 Extremes 25, No. 2, 229-255 (2022). MSC: 60G70 05C80 60K35 PDF BibTeX XML Cite \textit{M. Heydenreich} and \textit{C. Hirsch}, Extremes 25, No. 2, 229--255 (2022; Zbl 07523470) Full Text: DOI OpenURL
Feng, Long; Jiang, Tiefeng; Liu, Binghui; Xiong, Wei Max-sum tests for cross-sectional independence of high-dimensional panel data. (English) Zbl 07514081 Ann. Stat. 50, No. 2, 1124-1143 (2022). MSC: 62F03 62H15 PDF BibTeX XML Cite \textit{L. Feng} et al., Ann. Stat. 50, No. 2, 1124--1143 (2022; Zbl 07514081) Full Text: DOI OpenURL
Santos da Silva, Renato; Ferraz do Nascimento, Fernando; Bourguignon, Marcelo Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the \(r\)-larger order statistics distribution. (English) Zbl 07498007 J. Stat. Comput. Simulation 92, No. 4, 705-723 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Santos da Silva} et al., J. Stat. Comput. Simulation 92, No. 4, 705--723 (2022; Zbl 07498007) Full Text: DOI OpenURL
Améndola, Carlos; Klüppelberg, Claudia; Lauritzen, Steffen; Tran, Ngoc M. Conditional independence in max-linear Bayesian networks. (English) Zbl 07493815 Ann. Appl. Probab. 32, No. 1, 1-45 (2022). MSC: 62H22 60G70 14T90 62R01 PDF BibTeX XML Cite \textit{C. Améndola} et al., Ann. Appl. Probab. 32, No. 1, 1--45 (2022; Zbl 07493815) Full Text: DOI arXiv OpenURL
Eberlein, Ernst; Kabanov, Yuri; Schmidt, Thorsten Ruin probabilities for a Sparre Andersen model with investments. (English) Zbl 1480.60117 Stochastic Processes Appl. 144, 72-84 (2022). MSC: 60G51 60G70 91G05 PDF BibTeX XML Cite \textit{E. Eberlein} et al., Stochastic Processes Appl. 144, 72--84 (2022; Zbl 1480.60117) Full Text: DOI arXiv OpenURL
Grigolon, Laura Blurred boundaries: a flexible approach for segmentation applied to the car market. (English) Zbl 07497766 Quant. Econ. 12, No. 4, 1273-1305 (2021). MSC: 91B42 91B26 PDF BibTeX XML Cite \textit{L. Grigolon}, Quant. Econ. 12, No. 4, 1273--1305 (2021; Zbl 07497766) Full Text: DOI OpenURL
Lattanzi, Chiara; Leonelli, Manuele A change-point approach for the identification of financial extreme regimes. (English) Zbl 1483.91222 Braz. J. Probab. Stat. 35, No. 4, 811-837 (2021). MSC: 91G15 60G70 62G32 PDF BibTeX XML Cite \textit{C. Lattanzi} and \textit{M. Leonelli}, Braz. J. Probab. Stat. 35, No. 4, 811--837 (2021; Zbl 1483.91222) Full Text: DOI arXiv OpenURL
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. (English) Zbl 07470039 Ann. Stat. 49, No. 6, 3358-3382 (2021). MSC: 62G32 62G08 62G20 62G30 PDF BibTeX XML Cite \textit{S. Girard} et al., Ann. Stat. 49, No. 6, 3358--3382 (2021; Zbl 07470039) Full Text: DOI OpenURL
Wang, Weiwei; Ralescu, Dan A. Option pricing formulas based on uncertain fractional differential equation. (English) Zbl 1478.91177 Fuzzy Optim. Decis. Mak. 20, No. 4, 471-495 (2021). MSC: 91G20 34A08 34F05 34A07 34C60 PDF BibTeX XML Cite \textit{W. Wang} and \textit{D. A. Ralescu}, Fuzzy Optim. Decis. Mak. 20, No. 4, 471--495 (2021; Zbl 1478.91177) Full Text: DOI OpenURL
Minkevičius, Saulius; Sakalauskas, Leonidas L. On global values of virtual waiting time of a customer in open queueing networks. (English) Zbl 07462345 Quaest. Math. 44, No. 10, 1305-1319 (2021). MSC: 60K25 60G70 60F17 PDF BibTeX XML Cite \textit{S. Minkevičius} and \textit{L. L. Sakalauskas}, Quaest. Math. 44, No. 10, 1305--1319 (2021; Zbl 07462345) Full Text: DOI OpenURL
Stehr, Mads; Rønn-Nielsen, Anders Extreme value theory for spatial random fields – with application to a Lévy-driven field. (English) Zbl 07449513 Extremes 24, No. 4, 753-795 (2021). MSC: 60G70 60G60 60E07 60D05 52A39 PDF BibTeX XML Cite \textit{M. Stehr} and \textit{A. Rønn-Nielsen}, Extremes 24, No. 4, 753--795 (2021; Zbl 07449513) Full Text: DOI OpenURL
Bourguignon, Marcelo; do Nascimento, Fernando Ferraz Regression models for exceedance data: a new approach. (English) Zbl 1478.62106 Stat. Methods Appl. 30, No. 1, 157-173 (2021). MSC: 62G32 60G70 62P12 PDF BibTeX XML Cite \textit{M. Bourguignon} and \textit{F. F. do Nascimento}, Stat. Methods Appl. 30, No. 1, 157--173 (2021; Zbl 1478.62106) Full Text: DOI OpenURL
Xu, Kai; Tian, Yan; Cheng, Qing Testing regression coefficients in high-dimensional and sparse settings. (English) Zbl 1477.62143 Acta Math. Sin., Engl. Ser. 37, No. 10, 1513-1532 (2021). MSC: 62H15 62G32 62J05 PDF BibTeX XML Cite \textit{K. Xu} et al., Acta Math. Sin., Engl. Ser. 37, No. 10, 1513--1532 (2021; Zbl 1477.62143) Full Text: DOI OpenURL
Kantonistova, E. O.; Rodionov, I. V. Analogues of classical goodness-of-fit tests for distribution tails. (English. Russian original) Zbl 1477.62110 Dokl. Math. 103, No. 1, 35-38 (2021); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 496, 44-47 (2021). MSC: 62G10 62G32 62N01 60G70 PDF BibTeX XML Cite \textit{E. O. Kantonistova} and \textit{I. V. Rodionov}, Dokl. Math. 103, No. 1, 35--38 (2021; Zbl 1477.62110); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 496, 44--47 (2021) Full Text: DOI OpenURL
Buck, Johannes; Klüppelberg, Claudia Recursive max-linear models with propagating noise. (English) Zbl 1471.62353 Electron. J. Stat. 15, No. 2, 4770-4822 (2021). MSC: 62G32 62G08 62M10 62H22 60G70 PDF BibTeX XML Cite \textit{J. Buck} and \textit{C. Klüppelberg}, Electron. J. Stat. 15, No. 2, 4770--4822 (2021; Zbl 1471.62353) Full Text: DOI arXiv Link OpenURL
Asenova, Stefka; Mazo, Gildas; Segers, Johan Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables. (English) Zbl 1475.62161 Extremes 24, No. 3, 461-500 (2021). MSC: 62G32 62H22 60G70 05C05 62P12 PDF BibTeX XML Cite \textit{S. Asenova} et al., Extremes 24, No. 3, 461--500 (2021; Zbl 1475.62161) Full Text: DOI arXiv OpenURL
Endo, Eric O.; van Enter, Aernout C. D.; Le Ny, Arnaud The roles of random boundary conditions in spin systems. (English) Zbl 07395545 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 371-381 (2021). MSC: 82C44 82C20 60K35 60G70 05C63 PDF BibTeX XML Cite \textit{E. O. Endo} et al., Prog. Probab. 77, 371--381 (2021; Zbl 07395545) Full Text: DOI arXiv OpenURL
Albeverio, Sergio; Karabash, Illya M. Asymptotics of random resonances generated by a point process of delta-interactions. (English) Zbl 1477.82010 Albeverio, Sergio (ed.) et al., Schrödinger operators, spectral analysis and number theory. In memory of Erik Balslev. Cham: Springer. Springer Proc. Math. Stat. 348, 7-26 (2021). MSC: 82B44 35B34 35P20 60G70 60G55 35P25 35J10 60H25 47B80 81Q80 PDF BibTeX XML Cite \textit{S. Albeverio} and \textit{I. M. Karabash}, Springer Proc. Math. Stat. 348, 7--26 (2021; Zbl 1477.82010) Full Text: DOI arXiv OpenURL
Tan, Sook-Rei; Wang, Wei-Siang; Chia, Wai-Mun International capital flows and extreme exchange market pressure: evidence from emerging market economies. (English) Zbl 1470.91185 Open Econ. Rev. 32, No. 3, 479-506 (2021). MSC: 91B64 62P20 60G70 PDF BibTeX XML Cite \textit{S.-R. Tan} et al., Open Econ. Rev. 32, No. 3, 479--506 (2021; Zbl 1470.91185) Full Text: DOI OpenURL
Abu-Awwad, A.; Maume-Deschamps, V.; Ribereau, P. Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach. (English) Zbl 1471.62445 Stat. Inference Stoch. Process. 24, No. 2, 241-276 (2021). MSC: 62M05 62M30 62G32 60G70 62P12 PDF BibTeX XML Cite \textit{A. Abu-Awwad} et al., Stat. Inference Stoch. Process. 24, No. 2, 241--276 (2021; Zbl 1471.62445) Full Text: DOI arXiv OpenURL
Jasnovidov, Grigori Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid. (English) Zbl 1475.60071 Lith. Math. J. 61, No. 2, 246-260 (2021). MSC: 60G15 60G22 60G70 91G05 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Lith. Math. J. 61, No. 2, 246--260 (2021; Zbl 1475.60071) Full Text: DOI arXiv OpenURL
Belloum, Mohamed Ali; Mallein, Bastien Anomalous spreading in reducible multitype branching Brownian motion. (English) Zbl 1469.60363 Electron. J. Probab. 26, Paper No. 61, 39 p. (2021). MSC: 60K50 60J80 60G70 92D25 PDF BibTeX XML Cite \textit{M. A. Belloum} and \textit{B. Mallein}, Electron. J. Probab. 26, Paper No. 61, 39 p. (2021; Zbl 1469.60363) Full Text: DOI arXiv OpenURL
Iyer, Srikanth K.; Jhawar, Sanjoy Kr Poisson approximation and connectivity in a scale-free random connection model. (English) Zbl 1480.60293 Electron. J. Probab. 26, Paper No. 86, 23 p. (2021). MSC: 60K35 60G70 05C80 05C82 60G55 PDF BibTeX XML Cite \textit{S. K. Iyer} and \textit{S. K. Jhawar}, Electron. J. Probab. 26, Paper No. 86, 23 p. (2021; Zbl 1480.60293) Full Text: DOI arXiv OpenURL
Gissibl, Nadine; Klüppelberg, Claudia; Lauritzen, Steffen Identifiability and estimation of recursive max-linear models. (English) Zbl 1467.62105 Scand. J. Stat. 48, No. 1, 188-211 (2021). MSC: 62H22 62G32 05C90 PDF BibTeX XML Cite \textit{N. Gissibl} et al., Scand. J. Stat. 48, No. 1, 188--211 (2021; Zbl 1467.62105) Full Text: DOI arXiv OpenURL
Saunders, K. R.; Stephenson, A. G.; Karoly, D. J. A regionalisation approach for rainfall based on extremal dependence. (English) Zbl 1481.60098 Extremes 24, No. 2, 215-240 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 62P12 62G32 62D05 PDF BibTeX XML Cite \textit{K. R. Saunders} et al., Extremes 24, No. 2, 215--240 (2021; Zbl 1481.60098) Full Text: DOI arXiv OpenURL
Nishikawa, Yoshihiko; Ikeda, Atsushi; Berthier, Ludovic Relaxation dynamics of non-Brownian spheres below jamming. (English) Zbl 1460.76882 J. Stat. Phys. 182, No. 2, Paper No. 37, 20 p. (2021). MSC: 76T99 76A99 82B26 PDF BibTeX XML Cite \textit{Y. Nishikawa} et al., J. Stat. Phys. 182, No. 2, Paper No. 37, 20 p. (2021; Zbl 1460.76882) Full Text: DOI arXiv OpenURL
Klüppelberg, Claudia; Krali, Mario Estimating an extreme Bayesian network via scalings. (English) Zbl 1461.62083 J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021). MSC: 62H22 62R01 62G30 62G32 60G70 60F10 65S05 05C90 62P10 62P05 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{M. Krali}, J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021; Zbl 1461.62083) Full Text: DOI arXiv OpenURL
Lodewijks, Bas; Ortgiese, Marcel A phase transition for preferential attachment models with additive fitness. (English) Zbl 1468.05280 Electron. J. Probab. 25, Paper No. 146, 54 p. (2020). MSC: 05C80 05C82 60G42 60G70 PDF BibTeX XML Cite \textit{B. Lodewijks} and \textit{M. Ortgiese}, Electron. J. Probab. 25, Paper No. 146, 54 p. (2020; Zbl 1468.05280) Full Text: DOI arXiv OpenURL
Gagnon, Philippe; Desgagné, Alain; Bédard, Mylène A new Bayesian approach to robustness against outliers in linear regression. (English) Zbl 1459.62133 Bayesian Anal. 15, No. 2, 389-414 (2020). MSC: 62J05 62J10 62G32 62G35 60G70 PDF BibTeX XML Cite \textit{P. Gagnon} et al., Bayesian Anal. 15, No. 2, 389--414 (2020; Zbl 1459.62133) Full Text: DOI arXiv Euclid OpenURL
Dey, Ashim Kumar; Das, Kumer Pial Predicting federal funds rate using extreme value theory. (English) Zbl 1455.91161 Stoch. Qual. Control 35, No. 1, 1-15 (2020). MSC: 91B64 62P20 62G32 60G70 PDF BibTeX XML Cite \textit{A. K. Dey} and \textit{K. P. Das}, Stoch. Qual. Control 35, No. 1, 1--15 (2020; Zbl 1455.91161) Full Text: DOI OpenURL
Chen, Jian-Bing; Lyu, Meng-Ze A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems. (English) Zbl 1440.65011 J. Comput. Phys. 415, Article ID 109525, 22 p. (2020). MSC: 65C20 60G70 60J60 PDF BibTeX XML Cite \textit{J.-B. Chen} and \textit{M.-Z. Lyu}, J. Comput. Phys. 415, Article ID 109525, 22 p. (2020; Zbl 1440.65011) Full Text: DOI OpenURL
Kistler, Nicola; Schertzer, Adrien; Schmidt, Marius A. Oriented first passage percolation in the mean field limit. II: The extremal process. (English) Zbl 1464.60053 Ann. Appl. Probab. 30, No. 2, 788-811 (2020). MSC: 60G70 60K35 05C80 82B43 PDF BibTeX XML Cite \textit{N. Kistler} et al., Ann. Appl. Probab. 30, No. 2, 788--811 (2020; Zbl 1464.60053) Full Text: DOI arXiv Euclid OpenURL
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew Simultaneous ruin probability for two-dimensional Brownian risk model. (English) Zbl 1464.60031 J. Appl. Probab. 57, No. 2, 597-612 (2020). MSC: 60G15 60G70 91B05 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Appl. Probab. 57, No. 2, 597--612 (2020; Zbl 1464.60031) Full Text: DOI arXiv OpenURL
Biskup, Marek Extrema of the two-dimensional discrete Gaussian free field. (English) Zbl 1443.60036 Barlow, Martin T. (ed.) et al., Random graphs, phase transitions, and the Gaussian free field. Lecture notes given at the PIMS-CRM summer school in probability, University of British Columbia, Vancouver, Canada, June 5–30, 2017. Cham: Springer. Springer Proc. Math. Stat. 304, 163-407 (2020). MSC: 60G15 60K35 60G60 60G70 60J65 PDF BibTeX XML Cite \textit{M. Biskup}, Springer Proc. Math. Stat. 304, 163--407 (2020; Zbl 1443.60036) Full Text: DOI arXiv OpenURL
Holešovský, Jan; Fusek, Michal Estimation of the extremal index using censored distributions. (English) Zbl 1451.62047 Extremes 23, No. 2, 197-213 (2020). Reviewer: Nelson I. Tanaka (São Paulo) MSC: 62G32 62M09 62H30 62N01 62N02 62P12 60G70 62M10 62B10 PDF BibTeX XML Cite \textit{J. Holešovský} and \textit{M. Fusek}, Extremes 23, No. 2, 197--213 (2020; Zbl 1451.62047) Full Text: DOI OpenURL
Schmidt, Marius A. A simple proof of the DPRZ theorem for 2d cover times. (English) Zbl 1448.60167 Ann. Probab. 48, No. 1, 445-457 (2020). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J65 60G50 60G70 60K35 PDF BibTeX XML Cite \textit{M. A. Schmidt}, Ann. Probab. 48, No. 1, 445--457 (2020; Zbl 1448.60167) Full Text: DOI arXiv Euclid OpenURL
Černý, Jiří; Drewitz, Alexander Quenched invariance principles for the maximal particle in branching random walk in random environment and the parabolic Anderson model. (English) Zbl 1445.60061 Ann. Probab. 48, No. 1, 94-146 (2020). Reviewer: Bastien Mallein (Villetaneuse) MSC: 60J80 60K37 60G70 60F17 82B44 PDF BibTeX XML Cite \textit{J. Černý} and \textit{A. Drewitz}, Ann. Probab. 48, No. 1, 94--146 (2020; Zbl 1445.60061) Full Text: DOI arXiv Euclid OpenURL
Remy, Guillaume; Zhu, Tunan The distribution of Gaussian multiplicative chaos on the unit interval. (English) Zbl 1462.60063 Ann. Probab. 48, No. 2, 872-915 (2020). MSC: 60G57 60G15 60G60 60G70 82B23 PDF BibTeX XML Cite \textit{G. Remy} and \textit{T. Zhu}, Ann. Probab. 48, No. 2, 872--915 (2020; Zbl 1462.60063) Full Text: DOI arXiv Euclid OpenURL
Li, Kunpeng; Cui, Guowei; Lu, Lina Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (English) Zbl 1456.62294 J. Econom. 216, No. 2, 327-353 (2020). MSC: 62P20 62H25 62M10 62F12 62E20 PDF BibTeX XML Cite \textit{K. Li} et al., J. Econom. 216, No. 2, 327--353 (2020; Zbl 1456.62294) Full Text: DOI OpenURL
Gatto, Riccardo Stochastic models in actuarial risk theory. A mathematical introduction. 2nd edition. (Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung.) (German) Zbl 1433.91002 Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-60923-1/pbk; 978-3-662-60924-8/ebook). x, 288 p. (2020). MSC: 91-01 91B70 62P05 60K10 60G70 91G05 PDF BibTeX XML Cite \textit{R. Gatto}, Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung. 2nd edition. Berlin: Springer Spektrum (2020; Zbl 1433.91002) Full Text: DOI OpenURL
Asmussen, Søren; Steffensen, Mogens Risk and insurance. A graduate text. (English) Zbl 1447.91001 Probability Theory and Stochastic Modelling 96. Cham: Springer (ISBN 978-3-030-35175-5/hbk; 978-3-030-35176-2/ebook). xv, 505 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-01 60-01 91G05 91B05 60G70 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Steffensen}, Risk and insurance. A graduate text. Cham: Springer (2020; Zbl 1447.91001) Full Text: DOI OpenURL
Ikizler, Burcin; Pehlivan, Ayse Ozgur New trade models, different distributions, same old results? (English) Zbl 1431.91232 Econ. Lett. 187, Article ID 108710, 4 p. (2020). MSC: 91B60 91B38 PDF BibTeX XML Cite \textit{B. Ikizler} and \textit{A. O. Pehlivan}, Econ. Lett. 187, Article ID 108710, 4 p. (2020; Zbl 1431.91232) Full Text: DOI OpenURL
Endo, Eric O.; Valesin, Daniel Local limits of spatial Gibbs random graphs. (English) Zbl 1434.82076 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 51-63 (2020). MSC: 82C44 60K35 60G70 05C80 05C42 60F10 PDF BibTeX XML Cite \textit{E. O. Endo} and \textit{D. Valesin}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 51--63 (2020; Zbl 1434.82076) Full Text: arXiv Link OpenURL
Féray, Valentin; Méliot, Pierre-Loïc; Nikeghbali, Ashkan Mod-\(\phi\) convergence. II: Estimates on the speed of convergence. (English) Zbl 1452.60031 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 405-477 (2019). MSC: 60G70 60K35 82C44 PDF BibTeX XML Cite \textit{V. Féray} et al., Lect. Notes Math. 2252, 405--477 (2019; Zbl 1452.60031) Full Text: DOI arXiv OpenURL
Gayrard, Véronique; Hartung, Lisa Dynamic phase diagram of the REM. (English) Zbl 1446.82070 Gayrard, Véronique (ed.) et al., Statistical mechanics of classical and disordered systems. Proceedings of the international conference “Advances in statistical mechanics”, CIRM, Luminy, France, August 28–31, 2018. Cham: Springer. Springer Proc. Math. Stat. 293, 111-170 (2019). MSC: 82C44 60K35 60G70 82D30 82C41 60K37 PDF BibTeX XML Cite \textit{V. Gayrard} and \textit{L. Hartung}, Springer Proc. Math. Stat. 293, 111--170 (2019; Zbl 1446.82070) Full Text: DOI arXiv OpenURL
Arguin, Louis-Pierre; Persechino, Roberto The free energy of the GREM with random magnetic field. (English) Zbl 1446.82038 Gayrard, Véronique (ed.) et al., Statistical mechanics of classical and disordered systems. Proceedings of the international conference “Advances in statistical mechanics”, CIRM, Luminy, France, August 28–31, 2018. Cham: Springer. Springer Proc. Math. Stat. 293, 37-61 (2019). MSC: 82B44 60J70 60F10 82D30 60G70 82D40 PDF BibTeX XML Cite \textit{L.-P. Arguin} and \textit{R. Persechino}, Springer Proc. Math. Stat. 293, 37--61 (2019; Zbl 1446.82038) Full Text: DOI OpenURL
Stute, Winfried Stairway to hell. (English) Zbl 1434.62208 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 3-11 (2019). MSC: 62N01 62G32 62A01 PDF BibTeX XML Cite \textit{W. Stute}, Springer Proc. Math. Stat. 294, 3--11 (2019; Zbl 1434.62208) Full Text: DOI OpenURL
Ivanov, A. V.; Matsak, I. K. Minimax estimators of parameters of a regression model. (English. Ukrainian original) Zbl 1445.62165 Theory Probab. Math. Stat. 99, 91-99 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 83-90 (2018). MSC: 62J05 62C20 62G32 60G70 60F15 PDF BibTeX XML Cite \textit{A. V. Ivanov} and \textit{I. K. Matsak}, Theory Probab. Math. Stat. 99, 91--99 (2019; Zbl 1445.62165); translation from Teor. Jmovirn. Mat. Stat. 99, 83--90 (2018) Full Text: DOI OpenURL
van der Hofstad, Remco; Honnappa, Harsha Large deviations of bivariate Gaussian extrema. (English) Zbl 1432.60038 Queueing Syst. 93, No. 3-4, 333-349 (2019). MSC: 60F10 60G70 60K35 PDF BibTeX XML Cite \textit{R. van der Hofstad} and \textit{H. Honnappa}, Queueing Syst. 93, No. 3--4, 333--349 (2019; Zbl 1432.60038) Full Text: DOI arXiv OpenURL
Radu, Alin Stochastic reduced-order models for stable nonlinear ordinary differential equations. (English) Zbl 1430.60051 Nonlinear Dyn. 97, No. 1, 225-245 (2019). MSC: 60H10 37H30 93E15 60G70 PDF BibTeX XML Cite \textit{A. Radu}, Nonlinear Dyn. 97, No. 1, 225--245 (2019; Zbl 1430.60051) Full Text: DOI OpenURL
Escobar-Bach, Mikael; Van Keilegom, Ingrid Non-parametric cure rate estimation under insufficient follow-up by using extremes. (English) Zbl 1429.62128 J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 5, 861-880 (2019). MSC: 62G07 62G32 62P10 62N01 62N05 PDF BibTeX XML Cite \textit{M. Escobar-Bach} and \textit{I. Van Keilegom}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 5, 861--880 (2019; Zbl 1429.62128) Full Text: DOI arXiv OpenURL
Das, Bikramjit; Fasen-Hartmann, Vicky Conditional excess risk measures and multivariate regular variation. (English) Zbl 1434.60085 Stat. Risk. Model. 36, No. 1-4, 1-23 (2019). MSC: 60F10 60G50 60G70 PDF BibTeX XML Cite \textit{B. Das} and \textit{V. Fasen-Hartmann}, Stat. Risk. Model. 36, No. 1--4, 1--23 (2019; Zbl 1434.60085) Full Text: DOI OpenURL
Brilhante, M. Fátima; Gomes, M. Ivette; Pestana, Dinis Modeling risk of extreme events in generalized Verhulst models. (English) Zbl 1427.60096 REVSTAT 17, No. 2, 145-162 (2019). MSC: 60G70 62P10 92D25 PDF BibTeX XML Cite \textit{M. F. Brilhante} et al., REVSTAT 17, No. 2, 145--162 (2019; Zbl 1427.60096) Full Text: Link OpenURL
Okada, Izumi Exponent for sets of frequently visited points of a simple random walk in two dimensions. (English) Zbl 1447.82028 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1129-1140 (2019). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 82C41 60K35 60G70 PDF BibTeX XML Cite \textit{I. Okada}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1129--1140 (2019; Zbl 1447.82028) Full Text: Link OpenURL
Castro-Camilo, Daniela; Huser, Raphaël; Rue, Håvard A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting. (English) Zbl 1426.62335 J. Agric. Biol. Environ. Stat. 24, No. 3, 517-534 (2019). MSC: 62P12 62F15 62G32 62M30 PDF BibTeX XML Cite \textit{D. Castro-Camilo} et al., J. Agric. Biol. Environ. Stat. 24, No. 3, 517--534 (2019; Zbl 1426.62335) Full Text: DOI arXiv OpenURL
Hammerling, Dorit (ed.); Reich, Brian J. (ed.) Guest editors’ introduction to the special issue on “Climate and the Earth system”. (English) Zbl 1426.00004 J. Agric. Biol. Environ. Stat. 24, No. 3, 395-397 (2019). MSC: 00B15 62-06 62P12 PDF BibTeX XML Cite \textit{D. Hammerling} (ed.) and \textit{B. J. Reich} (ed.), J. Agric. Biol. Environ. Stat. 24, No. 3, 395--397 (2019; Zbl 1426.00004) Full Text: DOI OpenURL
Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie Exceedance-based nonlinear regression of tail dependence. (English) Zbl 1429.62175 Extremes 22, No. 3, 523-552 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62J12 62H12 62P12 PDF BibTeX XML Cite \textit{L. Mhalla} et al., Extremes 22, No. 3, 523--552 (2019; Zbl 1429.62175) Full Text: DOI arXiv OpenURL
Huser, Raphaël; Wadsworth, Jennifer L. Modeling spatial processes with unknown extremal dependence class. (English) Zbl 1478.62277 J. Am. Stat. Assoc. 114, No. 525, 434-444 (2019). MSC: 62M30 60G70 62H05 62N01 PDF BibTeX XML Cite \textit{R. Huser} and \textit{J. L. Wadsworth}, J. Am. Stat. Assoc. 114, No. 525, 434--444 (2019; Zbl 1478.62277) Full Text: DOI arXiv OpenURL
Dal Borgo, Martina; Méliot, Pierre-Loïc; Nikeghbali, Ashkan Local limit theorems and mod-\(\phi\) convergence. (English) Zbl 1418.82008 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 817-853 (2019). MSC: 82C44 60K35 60G70 PDF BibTeX XML Cite \textit{M. Dal Borgo} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 817--853 (2019; Zbl 1418.82008) Full Text: arXiv Link OpenURL
Stupfler, Gilles On the study of extremes with dependent random right-censoring. (English) Zbl 1469.62255 Extremes 22, No. 1, 97-129 (2019). Reviewer: Xueyan Liu (New Orleans) MSC: 62G32 62N01 62N02 62H05 PDF BibTeX XML Cite \textit{G. Stupfler}, Extremes 22, No. 1, 97--129 (2019; Zbl 1469.62255) Full Text: DOI OpenURL
Gayrard, Véronique Aging in metropolis dynamics of the REM: a proof. (English) Zbl 1416.82033 Probab. Theory Relat. Fields 174, No. 1-2, 501-551 (2019). MSC: 82C44 60K35 60G70 82D30 60G51 PDF BibTeX XML Cite \textit{V. Gayrard}, Probab. Theory Relat. Fields 174, No. 1--2, 501--551 (2019; Zbl 1416.82033) Full Text: DOI arXiv OpenURL
Evans, Steven N.; Rivest, Ronald L.; Stark, Philip B. Leading the field: fortune favors the bold in Thurstonian choice models. (English) Zbl 1441.62154 Bernoulli 25, No. 1, 26-46 (2019). MSC: 62H20 62G32 62P15 PDF BibTeX XML Cite \textit{S. N. Evans} et al., Bernoulli 25, No. 1, 26--46 (2019; Zbl 1441.62154) Full Text: DOI arXiv Euclid OpenURL
Güneysu, Batu On the semimartingale property of Brownian bridges on complete manifolds. (English) Zbl 1407.82051 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 15-31 (2019). MSC: 82C44 60K35 60G70 PDF BibTeX XML Cite \textit{B. Güneysu}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 15--31 (2019; Zbl 1407.82051) Full Text: arXiv Link OpenURL
Zhang, Heng; Rusmevichientong, Paat; Topaloglu, Huseyin Technical note: multiproduct pricing under the generalized extreme value models with homogeneous price sensitivity parameters. (English) Zbl 1455.91110 Oper. Res. 66, No. 6, 1559-1570 (2018). MSC: 91B24 60G70 PDF BibTeX XML Cite \textit{H. Zhang} et al., Oper. Res. 66, No. 6, 1559--1570 (2018; Zbl 1455.91110) Full Text: DOI OpenURL
Cui, Le; Wu, Di; Cheng, Libo Robust estimation and outlier detection based on stepwise regression. (Chinese. English summary) Zbl 1438.62059 J. Shenyang Norm. Univ., Nat. Sci. 36, No. 6, 527-532 (2018). MSC: 62F35 62J05 62H12 60G70 PDF BibTeX XML Cite \textit{L. Cui} et al., J. Shenyang Norm. Univ., Nat. Sci. 36, No. 6, 527--532 (2018; Zbl 1438.62059) Full Text: DOI OpenURL
Glenz, Constantin; Kistler, Nicola; Schmidt, Marius A. High points of branching Brownian motion and McKean’s Martingale in the Bovier-Hartung extremal process. (English) Zbl 1406.60118 Electron. Commun. Probab. 23, Paper No. 86, 12 p. (2018). MSC: 60J80 60G70 82B44 PDF BibTeX XML Cite \textit{C. Glenz} et al., Electron. Commun. Probab. 23, Paper No. 86, 12 p. (2018; Zbl 1406.60118) Full Text: DOI arXiv Euclid OpenURL
Hartung, Lisa; Klimovsky, Anton The phase diagram of the complex branching Brownian motion energy model. (English) Zbl 1406.60119 Electron. J. Probab. 23, Paper No. 127, 27 p. (2018). MSC: 60J80 60G70 60F05 60K35 82B44 PDF BibTeX XML Cite \textit{L. Hartung} and \textit{A. Klimovsky}, Electron. J. Probab. 23, Paper No. 127, 27 p. (2018; Zbl 1406.60119) Full Text: DOI arXiv Euclid OpenURL
Baxevani, Anastassia; Wilson, Richard Prediction of catastrophes in space over time. (English) Zbl 1417.60026 Extremes 21, No. 4, 601-628 (2018). MSC: 60G10 60G25 60G70 PDF BibTeX XML Cite \textit{A. Baxevani} and \textit{R. Wilson}, Extremes 21, No. 4, 601--628 (2018; Zbl 1417.60026) Full Text: DOI OpenURL
Chavez-Demoulin, Valérie; Guillou, Armelle Extreme quantile estimation for \(\beta\)-mixing time series and applications. (English) Zbl 1406.62092 Insur. Math. Econ. 83, 59-74 (2018). MSC: 62M10 62G08 62G32 62P20 PDF BibTeX XML Cite \textit{V. Chavez-Demoulin} and \textit{A. Guillou}, Insur. Math. Econ. 83, 59--74 (2018; Zbl 1406.62092) Full Text: DOI arXiv HAL OpenURL
Owada, Takashi Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes. (English) Zbl 1402.60065 Ann. Appl. Probab. 28, No. 5, 2814-2854 (2018). MSC: 60G70 60K35 60D05 55U10 PDF BibTeX XML Cite \textit{T. Owada}, Ann. Appl. Probab. 28, No. 5, 2814--2854 (2018; Zbl 1402.60065) Full Text: DOI Euclid OpenURL
Lee, Xing Ju; Hainy, Markus; McKeone, James P.; Drovandi, Christopher C.; Pettitt, Anthony N. ABC model selection for spatial extremes models applied to south Australian maximum temperature data. (English) Zbl 1469.62097 Comput. Stat. Data Anal. 128, 128-144 (2018). MSC: 62-08 60G70 62G32 62P12 PDF BibTeX XML Cite \textit{X. J. Lee} et al., Comput. Stat. Data Anal. 128, 128--144 (2018; Zbl 1469.62097) Full Text: DOI arXiv OpenURL
Bovier, Anton; Ioffe, Dmitry; Müller, Patrick The hydrodynamic limit for local mean-field dynamics with unbounded spins. (English) Zbl 1401.35291 J. Stat. Phys. 172, No. 2, 434-457 (2018). MSC: 35Q83 35R60 60H15 60J80 60G70 82B44 PDF BibTeX XML Cite \textit{A. Bovier} et al., J. Stat. Phys. 172, No. 2, 434--457 (2018; Zbl 1401.35291) Full Text: DOI arXiv OpenURL
Gentry, Matthew L.; Hubbard, Timothy P.; Nekipelov, Denis; Paarsch, Harry J. Structural econometrics of auctions: a review. (English) Zbl 1401.62232 Found. Trends Econom. 9, No. 2-4, 79-302 (2018). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62P20 91B26 62-02 91-02 62G30 60G70 PDF BibTeX XML Cite \textit{M. L. Gentry} et al., Found. Trends Econom. 9, No. 2--4, 79--302 (2018; Zbl 1401.62232) Full Text: DOI OpenURL
Kley, Oliver; Klüppelberg, Claudia; Reinert, Gesine Conditional risk measures in a bipartite market structure. (English) Zbl 1416.91194 Scand. Actuar. J. 2018, No. 4, 328-355 (2018). MSC: 91B30 91G70 62G32 90B10 05C90 PDF BibTeX XML Cite \textit{O. Kley} et al., Scand. Actuar. J. 2018, No. 4, 328--355 (2018; Zbl 1416.91194) Full Text: DOI arXiv OpenURL
Cortines, Aser; Gold, Julian; Louidor, Oren Dynamical freezing in a spin glass system with logarithmic correlations. (English) Zbl 1410.60099 Electron. J. Probab. 23, Paper No. 59, 31 p. (2018). MSC: 60K37 82C44 60G57 60G70 60G15 82D30 PDF BibTeX XML Cite \textit{A. Cortines} et al., Electron. J. Probab. 23, Paper No. 59, 31 p. (2018; Zbl 1410.60099) Full Text: DOI arXiv Euclid OpenURL
Bladt, Mogens; Rojas-Nandayapa, Leonardo Fitting phase-type scale mixtures to heavy-tailed data and distributions. (English) Zbl 1396.60017 Extremes 21, No. 2, 285-313 (2018). MSC: 60E05 60G70 60J22 62F10 62M05 62P05 PDF BibTeX XML Cite \textit{M. Bladt} and \textit{L. Rojas-Nandayapa}, Extremes 21, No. 2, 285--313 (2018; Zbl 1396.60017) Full Text: DOI arXiv OpenURL
Pepelyshev, Andrey; Zhigljavsky, Anatoly; Žilinskas, Antanas Performance of global random search algorithms for large dimensions. (English) Zbl 1402.90135 J. Glob. Optim. 71, No. 1, 57-71 (2018). MSC: 90C26 90C59 PDF BibTeX XML Cite \textit{A. Pepelyshev} et al., J. Glob. Optim. 71, No. 1, 57--71 (2018; Zbl 1402.90135) Full Text: DOI Link OpenURL
Zhang, Junyi; Jin, Zhezhen; Shao, Yongzhao; Ying, Zhiliang Statistical inference on transformation models: a self-induced smoothing approach. (English) Zbl 1404.62043 J. Nonparametric Stat. 30, No. 2, 308-331 (2018). Reviewer: Weiping Li (Stillwater) MSC: 62G08 62G07 62F12 62G32 62N01 62P10 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Nonparametric Stat. 30, No. 2, 308--331 (2018; Zbl 1404.62043) Full Text: DOI arXiv OpenURL
Sloothaak, F.; Borst, S. C.; Zwart, B. Robustness of power-law behavior in cascading line failure models. (English) Zbl 1386.90038 Stoch. Models 34, No. 1, 45-72 (2018). MSC: 90B25 62N05 90B15 60K30 60G70 PDF BibTeX XML Cite \textit{F. Sloothaak} et al., Stoch. Models 34, No. 1, 45--72 (2018; Zbl 1386.90038) Full Text: DOI arXiv OpenURL
Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. A comparison of dependence function estimators in multivariate extremes. (English) Zbl 1384.62163 Stat. Comput. 28, No. 3, 525-538 (2018). MSC: 62G32 62H12 62H20 62J12 PDF BibTeX XML Cite \textit{S. Vettori} et al., Stat. Comput. 28, No. 3, 525--538 (2018; Zbl 1384.62163) Full Text: DOI Link OpenURL
Ferreira, Helena; Ferreira, Marta Multidimensional extremal dependence coefficients. (English) Zbl 1386.60186 Stat. Probab. Lett. 133, 1-8 (2018). MSC: 60G70 PDF BibTeX XML Cite \textit{H. Ferreira} and \textit{M. Ferreira}, Stat. Probab. Lett. 133, 1--8 (2018; Zbl 1386.60186) Full Text: DOI arXiv Link OpenURL
Cumperayot, Phornchanok Stability of Thai baht: tales from the tails. (English) Zbl 1468.91093 Bull. Econ. Res. 69, No. 4, 355-383 (2017). MSC: 91B64 PDF BibTeX XML Cite \textit{P. Cumperayot}, Bull. Econ. Res. 69, No. 4, 355--383 (2017; Zbl 1468.91093) Full Text: DOI Link OpenURL
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik Aggregation of randomly weighted large risks. (English) Zbl 1473.62347 IMA J. Manag. Math. 28, No. 3, 403-419 (2017). MSC: 62P05 60G70 62G30 91B05 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., IMA J. Manag. Math. 28, No. 3, 403--419 (2017; Zbl 1473.62347) Full Text: DOI Link OpenURL
Abanto-Valle, Carlos A.; Langrock, Roland; Chen, Ming-Hui; Cardoso, Michel V. Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions. (English) Zbl 1411.62160 Appl. Stoch. Models Bus. Ind. 33, No. 4, 394-408 (2017). MSC: 62H30 62G32 62M05 62P05 PDF BibTeX XML Cite \textit{C. A. Abanto-Valle} et al., Appl. Stoch. Models Bus. Ind. 33, No. 4, 394--408 (2017; Zbl 1411.62160) Full Text: DOI Link OpenURL
Bee, Marco; Riccaboni, Massimo; Trapin, Luca An extreme value analysis of the last century crises across industries in the U.S. economy. (English) Zbl 1401.91311 J. Econ. Dyn. Control 81, 65-78 (2017). MSC: 91B64 PDF BibTeX XML Cite \textit{M. Bee} et al., J. Econ. Dyn. Control 81, 65--78 (2017; Zbl 1401.91311) Full Text: DOI Link OpenURL
Grigoriu, M. Estimates of system response maxima by extreme value theory and surrogate models. (English) Zbl 1387.93153 SIAM/ASA J. Uncertain. Quantif. 5, 922-955 (2017). MSC: 93E10 49J55 62M40 65C10 68Q87 70H50 PDF BibTeX XML Cite \textit{M. Grigoriu}, SIAM/ASA J. Uncertain. Quantif. 5, 922--955 (2017; Zbl 1387.93153) Full Text: DOI OpenURL
Drees, Holger; Janßen, Anja Conditional extreme value models: fallacies and pitfalls. (English) Zbl 1380.60053 Extremes 20, No. 4, 777-805 (2017). MSC: 60G70 60F05 PDF BibTeX XML Cite \textit{H. Drees} and \textit{A. Janßen}, Extremes 20, No. 4, 777--805 (2017; Zbl 1380.60053) Full Text: DOI arXiv OpenURL
Rootzén, Holger; Zholud, Dmitrii Human life is unlimited – but short. (English) Zbl 1387.62120 Extremes 20, No. 4, 713-728 (2017). Reviewer: Göran Broström (Umea) MSC: 62P10 62N01 60G70 62G32 PDF BibTeX XML Cite \textit{H. Rootzén} and \textit{D. Zholud}, Extremes 20, No. 4, 713--728 (2017; Zbl 1387.62120) Full Text: DOI arXiv OpenURL
Huang, Mei Ling; Nguyen, Christine High quantile regression for extreme events. (English) Zbl 06827740 J. Stat. Distrib. Appl. 4, Paper No. 4, 20 p. (2017). MSC: 62G32 62J05 PDF BibTeX XML Cite \textit{M. L. Huang} and \textit{C. Nguyen}, J. Stat. Distrib. Appl. 4, Paper No. 4, 20 p. (2017; Zbl 06827740) Full Text: DOI OpenURL
Ouimet, Frédéric Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance. (English) Zbl 1378.60079 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 2, 851-902 (2017). MSC: 60G70 60G60 60G15 82B44 PDF BibTeX XML Cite \textit{F. Ouimet}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 2, 851--902 (2017; Zbl 1378.60079) Full Text: arXiv Link OpenURL
Bhamidi, Shankar; van der Hofstad, Remco; Hooghiemstra, Gerard Universality for first passage percolation on sparse random graphs. (English) Zbl 1376.60018 Ann. Probab. 45, No. 4, 2568-2630 (2017). Reviewer: Stein Andreas Bethuelsen (München) MSC: 60C05 60K35 05C80 90B15 PDF BibTeX XML Cite \textit{S. Bhamidi} et al., Ann. Probab. 45, No. 4, 2568--2630 (2017; Zbl 1376.60018) Full Text: DOI arXiv Euclid OpenURL
Ng, Hon Keung Tony; Kınacı, İsmail; Kuş, Coşkun; Chan, Ping Shing Optimal experimental plan for multi-level stress testing with Weibull regression under progressive type-II extremal censoring. (English) Zbl 1373.62500 Commun. Stat., Simulation Comput. 46, No. 4, 2611-2637 (2017). MSC: 62N05 62N01 62K05 PDF BibTeX XML Cite \textit{H. K. T. Ng} et al., Commun. Stat., Simulation Comput. 46, No. 4, 2611--2637 (2017; Zbl 1373.62500) Full Text: DOI OpenURL
Bovier, Anton; Hartung, Lisa Extended convergence of the extremal process of branching Brownian motion. (English) Zbl 1373.60145 Ann. Appl. Probab. 27, No. 3, 1756-1777 (2017). MSC: 60J80 60J65 60G70 60G15 60G55 82B44 PDF BibTeX XML Cite \textit{A. Bovier} and \textit{L. Hartung}, Ann. Appl. Probab. 27, No. 3, 1756--1777 (2017; Zbl 1373.60145) Full Text: DOI arXiv OpenURL
Mhalla, Linda; Chavez-Demoulin, Valérie; Naveau, Philippe Non-linear models for extremal dependence. (English) Zbl 1397.62171 J. Multivariate Anal. 159, 49-66 (2017). MSC: 62G32 62H12 62G05 PDF BibTeX XML Cite \textit{L. Mhalla} et al., J. Multivariate Anal. 159, 49--66 (2017; Zbl 1397.62171) Full Text: DOI OpenURL
Owada, Takashi; Adler, Robert J. Limit theorems for point processes under geometric constraints (and topological crackle). (English) Zbl 1373.60090 Ann. Probab. 45, No. 3, 2004-2055 (2017). Reviewer: H. N. Nagaraja (Columbus/Ohio) MSC: 60G70 60K35 60G55 60D05 PDF BibTeX XML Cite \textit{T. Owada} and \textit{R. J. Adler}, Ann. Probab. 45, No. 3, 2004--2055 (2017; Zbl 1373.60090) Full Text: DOI arXiv OpenURL
Amini, Morteza; Nematollahi, Nader Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family. (English) Zbl 1368.62049 Commun. Stat., Theory Methods 46, No. 7, 3217-3234 (2017). MSC: 62F10 62F07 62C15 PDF BibTeX XML Cite \textit{M. Amini} and \textit{N. Nematollahi}, Commun. Stat., Theory Methods 46, No. 7, 3217--3234 (2017; Zbl 1368.62049) Full Text: DOI arXiv OpenURL
Haouas, Nawel; Necir, Abdelhakim; Meraghni, Djamel; Brahimi, Brahim A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold. (English. French summary) Zbl 1366.62101 Afr. Stat. 12, No. 1, 1159-1170 (2017). MSC: 62G32 60F17 62G30 62N01 PDF BibTeX XML Cite \textit{N. Haouas} et al., Afr. Stat. 12, No. 1, 1159--1170 (2017; Zbl 1366.62101) Full Text: DOI arXiv Euclid OpenURL
Barraquand, Guillaume; Corwin, Ivan Random-walk in beta-distributed random environment. (English) Zbl 1382.60125 Probab. Theory Relat. Fields 167, No. 3-4, 1057-1116 (2017). Reviewer: Weiping Li (Stillwater) MSC: 60K37 60G50 60F10 60G70 60K35 82B23 PDF BibTeX XML Cite \textit{G. Barraquand} and \textit{I. Corwin}, Probab. Theory Relat. Fields 167, No. 3--4, 1057--1116 (2017; Zbl 1382.60125) Full Text: DOI arXiv OpenURL
de Palma, André; Kilani, Karim; Laffond, Gilbert Relations between best, worst, and best-worst choices for random utility models. (English) Zbl 1396.91182 J. Math. Psychol. 76, Part A, 51-58 (2017). MSC: 91B16 91E99 91B06 62P15 PDF BibTeX XML Cite \textit{A. de Palma} et al., J. Math. Psychol. 76, Part A, 51--58 (2017; Zbl 1396.91182) Full Text: DOI OpenURL