Giroire, Frédéric; Pérennes, Stéphane; Trolliet, Thibaud A random growth model with any real or theoretical degree distribution. (English) Zbl 07676462 Theor. Comput. Sci. 940, 36-51 (2023). MSC: 68Qxx PDF BibTeX XML Cite \textit{F. Giroire} et al., Theor. Comput. Sci. 940, 36--51 (2023; Zbl 07676462) Full Text: DOI arXiv OpenURL
Desgagné, Alain; Lafaye de Micheaux, Pierre; Ouimet, Frédéric A comprehensive empirical power comparison of univariate goodness-of-fit tests for the Laplace distribution. (English) Zbl 07660115 J. Stat. Comput. Simulation 92, No. 18, 3743-3788 (2022). MSC: 62-XX 62F03 PDF BibTeX XML Cite \textit{A. Desgagné} et al., J. Stat. Comput. Simulation 92, No. 18, 3743--3788 (2022; Zbl 07660115) Full Text: DOI arXiv OpenURL
Lugosi, Gábor Mean estimation: a survey of recent advances. (Spanish. English summary) Zbl 07658490 Butll. Soc. Catalana Mat. 37, No. 1, 61-93 (2022). MSC: 62G05 62G15 62G35 PDF BibTeX XML Cite \textit{G. Lugosi}, Butll. Soc. Catalana Mat. 37, No. 1, 61--93 (2022; Zbl 07658490) Full Text: DOI OpenURL
Abdalla, Pedro; Kümmerle, Christian Dictionary-sparse recovery from heavy-tailed measurements. (English) Zbl 1508.94020 Inf. Inference 11, No. 4, 1501-1526 (2022). MSC: 94A12 62H12 62J07 PDF BibTeX XML Cite \textit{P. Abdalla} and \textit{C. Kümmerle}, Inf. Inference 11, No. 4, 1501--1526 (2022; Zbl 1508.94020) Full Text: DOI arXiv OpenURL
Bakar, S. A. Abu; Nadarajah, S.; Ngataman, N. A family of density-hazard distributions for insurance losses. (English) Zbl 07603847 Commun. Stat., Simulation Comput. 51, No. 10, 5857-5875 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. A. A. Bakar} et al., Commun. Stat., Simulation Comput. 51, No. 10, 5857--5875 (2022; Zbl 07603847) Full Text: DOI OpenURL
Ahmad, Zubair; Mahmoudi, Eisa; Dey, Sanku A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data. (English) Zbl 07584558 Commun. Stat., Simulation Comput. 51, No. 8, 4372-4395 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Ahmad} et al., Commun. Stat., Simulation Comput. 51, No. 8, 4372--4395 (2022; Zbl 07584558) Full Text: DOI OpenURL
Deme, El Hadji; Kpanzou, Tchilabalo Abozou; Sisawo, Ebrima Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval. (English. French summary) Zbl 1492.62184 Afr. Stat. 17, No. 1, 3095-3114 (2022). MSC: 62P20 60E07 62H12 62E20 91B82 PDF BibTeX XML Cite \textit{E. H. Deme} et al., Afr. Stat. 17, No. 1, 3095--3114 (2022; Zbl 1492.62184) Full Text: DOI Link OpenURL
Ben-Ari, Iddo; Lee, Sangjoon Quasi-limiting behavior of drifted Brownian motion. (English) Zbl 1494.60083 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 813-838 (2022). MSC: 60J65 60F99 60J35 60G70 PDF BibTeX XML Cite \textit{I. Ben-Ari} and \textit{S. Lee}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 813--838 (2022; Zbl 1494.60083) Full Text: arXiv Link OpenURL
Chen, Yiqing; Liu, Jiajun An asymptotic study of systemic expected shortfall and marginal expected shortfall. (English) Zbl 1492.91406 Insur. Math. Econ. 105, 238-251 (2022). MSC: 91G45 91G05 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{J. Liu}, Insur. Math. Econ. 105, 238--251 (2022; Zbl 1492.91406) Full Text: DOI OpenURL
Pitera, Marcin; Chechkin, Aleksei; Wyłomańska, Agnieszka Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics. (English) Zbl 1490.62067 Stat. Methods Appl. 31, No. 2, 387-424 (2022); correction ibid. 31, No. 2, 425 (2022). MSC: 62F03 60E07 62P35 PDF BibTeX XML Cite \textit{M. Pitera} et al., Stat. Methods Appl. 31, No. 2, 387--424 (2022; Zbl 1490.62067) Full Text: DOI OpenURL
Nelson, Kenric P. Independent approximates enable closed-form estimation of heavy-tailed distributions. (English) Zbl 1489.62076 Physica A 601, Article ID 127574, 23 p. (2022). MSC: 62F10 PDF BibTeX XML Cite \textit{K. P. Nelson}, Physica A 601, Article ID 127574, 23 p. (2022; Zbl 1489.62076) Full Text: DOI arXiv OpenURL
Punzo, Antonio; Bagnato, Luca Dimension-wise scaled normal mixtures with application to finance and biometry. (English) Zbl 1493.62321 J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{A. Punzo} and \textit{L. Bagnato}, J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022; Zbl 1493.62321) Full Text: DOI OpenURL
Bladt, Martin Phase-type distributions for claim severity regression modeling. (English) Zbl 1493.62457 ASTIN Bull. 52, No. 2, 417-448 (2022). MSC: 62J99 91G05 PDF BibTeX XML Cite \textit{M. Bladt}, ASTIN Bull. 52, No. 2, 417--448 (2022; Zbl 1493.62457) Full Text: DOI arXiv OpenURL
Smida, Zaineb; Cucala, Lionel; Gannoun, Ali; Durif, Ghislain A median test for functional data. (English) Zbl 1493.62178 J. Nonparametric Stat. 34, No. 2, 520-553 (2022). MSC: 62H15 62G10 62G20 60F17 62R10 PDF BibTeX XML Cite \textit{Z. Smida} et al., J. Nonparametric Stat. 34, No. 2, 520--553 (2022; Zbl 1493.62178) Full Text: DOI OpenURL
Yan, Yujie; Song, Kai-Sheng A general optimal approach to Bühlmann credibility theory. (English) Zbl 1490.91179 Insur. Math. Econ. 104, 262-282 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Yan} and \textit{K.-S. Song}, Insur. Math. Econ. 104, 262--282 (2022; Zbl 1490.91179) Full Text: DOI OpenURL
Chadjiconstantinidis, Stathis; Xenos, Panos Refinements of bounds for tails of compound distributions and ruin probabilities. (English) Zbl 07484252 Appl. Math. Comput. 421, Article ID 126948, 27 p. (2022). MSC: 60E05 91B05 62P05 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{P. Xenos}, Appl. Math. Comput. 421, Article ID 126948, 27 p. (2022; Zbl 07484252) Full Text: DOI OpenURL
Kieburg, M.; Monteleone, A. Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance. (English) Zbl 07652988 J. Phys. A, Math. Theor. 54, No. 32, Article ID 325201, 32 p. (2021). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{M. Kieburg} and \textit{A. Monteleone}, J. Phys. A, Math. Theor. 54, No. 32, Article ID 325201, 32 p. (2021; Zbl 07652988) Full Text: DOI arXiv OpenURL
Punzo, Antonio; Bagnato, Luca Modeling the cryptocurrency return distribution via Laplace scale mixtures. (English) Zbl 07573965 Physica A 563, Article ID 125354, 18 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{A. Punzo} and \textit{L. Bagnato}, Physica A 563, Article ID 125354, 18 p. (2021; Zbl 07573965) Full Text: DOI OpenURL
Cheng, Dongya Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. (English) Zbl 1490.62314 Stochastics 93, No. 1, 56-71 (2021). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{D. Cheng}, Stochastics 93, No. 1, 56--71 (2021; Zbl 1490.62314) Full Text: DOI OpenURL
Goudarzi, Monir; Zokaei, Mohammad Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics. (English) Zbl 07532181 Commun. Stat., Theory Methods 50, No. 21, 4934-4962 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Goudarzi} and \textit{M. Zokaei}, Commun. Stat., Theory Methods 50, No. 21, 4934--4962 (2021; Zbl 07532181) Full Text: DOI OpenURL
Rutikanga, Justin Ushize; Diop, Aliou Functional kernel estimation of the conditional extreme value index under random right censoring. (English. French summary) Zbl 1485.62060 Afr. Stat. 16, No. 2, 2647-2688 (2021). MSC: 62G32 62G07 62N02 62P10 62R10 PDF BibTeX XML Cite \textit{J. U. Rutikanga} and \textit{A. Diop}, Afr. Stat. 16, No. 2, 2647--2688 (2021; Zbl 1485.62060) Full Text: DOI Link OpenURL
Khanssa, Ben Dahmane; Fateh, Benatia; Brahim, Brahimi Estimating the mean of heavy-tailed distribution under random truncation. (English) Zbl 07510951 J. Sib. Fed. Univ., Math. Phys. 14, No. 3, 273-286 (2021). MSC: 62Gxx 60Fxx 60Gxx PDF BibTeX XML Cite \textit{B. D. Khanssa} et al., J. Sib. Fed. Univ., Math. Phys. 14, No. 3, 273--286 (2021; Zbl 07510951) Full Text: DOI MNR OpenURL
Ownuk, Jamil; Baghishani, Hossein; Nezakati, Ahmad Heavy or semi-heavy tail, that is the question. (English) Zbl 07482744 J. Appl. Stat. 48, No. 4, 646-668 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{J. Ownuk} et al., J. Appl. Stat. 48, No. 4, 646--668 (2021; Zbl 07482744) 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
Das, Bikramjit; Dhara, Anulekha; Natarajan, Karthik On the heavy-tail behavior of the distributionally robust newsvendor. (English) Zbl 1482.90010 Oper. Res. 69, No. 4, 1077-1099 (2021). MSC: 90B05 90C25 PDF BibTeX XML Cite \textit{B. Das} et al., Oper. Res. 69, No. 4, 1077--1099 (2021; Zbl 1482.90010) Full Text: DOI arXiv OpenURL
Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions. (English) Zbl 1477.62224 Stat. Pap. 62, No. 3, 1519-1555 (2021). MSC: 62M05 62H30 62J05 62H12 62F35 PDF BibTeX XML Cite \textit{A. Punzo} et al., Stat. Pap. 62, No. 3, 1519--1555 (2021; Zbl 1477.62224) Full Text: DOI OpenURL
Twito, Nati; Idan, Moshe; Speyer, Jason L. Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises. (English) Zbl 1478.93743 J. Optim. Theory Appl. 191, No. 2-3, 393-414 (2021). MSC: 93E20 93C55 93C05 PDF BibTeX XML Cite \textit{N. Twito} et al., J. Optim. Theory Appl. 191, No. 2--3, 393--414 (2021; Zbl 1478.93743) Full Text: DOI OpenURL
Xun, Baoyin; Wang, Kaiyong Precise large deviations of aggregate claims in a size-dependent and delayed risk model with WOD claims. (English) Zbl 1488.60046 J. Suzhou Univ. Sci. Technol., Nat. Sci. 38, No. 1, 29-37 (2021). MSC: 60F10 91G05 PDF BibTeX XML Cite \textit{B. Xun} and \textit{K. Wang}, J. Suzhou Univ. Sci. Technol., Nat. Sci. 38, No. 1, 29--37 (2021; Zbl 1488.60046) Full Text: DOI OpenURL
Zhang, Huiming; Chen, Songxi Concentration inequalities for statistical inference. (English) Zbl 1488.60028 Commun. Math. Res. 37, No. 1, 1-85 (2021). MSC: 60E15 60G50 62E17 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{S. Chen}, Commun. Math. Res. 37, No. 1, 1--85 (2021; Zbl 1488.60028) Full Text: DOI arXiv OpenURL
Gnecco, Nicola; Meinshausen, Nicolai; Peters, Jonas; Engelke, Sebastian Causal discovery in heavy-tailed models. (English) Zbl 1475.62130 Ann. Stat. 49, No. 3, 1755-1778 (2021). MSC: 62G05 62G08 62G32 PDF BibTeX XML Cite \textit{N. Gnecco} et al., Ann. Stat. 49, No. 3, 1755--1778 (2021; Zbl 1475.62130) Full Text: DOI arXiv OpenURL
Lehtomaa, Jaakko Estimating tails of independently stopped random walks using concave approximations of hazard functions. (English) Zbl 1477.60071 J. Appl. Probab. 58, No. 3, 773-793 (2021). MSC: 60G50 60E05 60F10 44A60 PDF BibTeX XML Cite \textit{J. Lehtomaa}, J. Appl. Probab. 58, No. 3, 773--793 (2021; Zbl 1477.60071) Full Text: DOI Link OpenURL
Zadorozhnyi, Vladimir N.; Pagano, Michele; Zakharenkova, Tatiana R. Infinite markings method in queueing systems with the infinite variance of service time. (English) Zbl 1470.60265 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 19th international conference, ITMM 2020, named after A. F. Terpugov, Tomsk, Russia, December 2–5, 2020. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1391, 212-224 (2021). MSC: 60K25 68M20 90B22 PDF BibTeX XML Cite \textit{V. N. Zadorozhnyi} et al., Commun. Comput. Inf. Sci. 1391, 212--224 (2021; Zbl 1470.60265) Full Text: DOI OpenURL
Punzo, Antonio; Tortora, Cristina Multiple scaled contaminated normal distribution and its application in clustering. (English) Zbl 07381254 Stat. Model. 21, No. 4, 332-358 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Punzo} and \textit{C. Tortora}, Stat. Model. 21, No. 4, 332--358 (2021; Zbl 07381254) Full Text: DOI arXiv OpenURL
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan Trimmed extreme value estimators for censored heavy-tailed data. (English) Zbl 1471.62482 Electron. J. Stat. 15, No. 1, 3112-3136 (2021). MSC: 62N01 62G32 62P20 PDF BibTeX XML Cite \textit{M. Bladt} et al., Electron. J. Stat. 15, No. 1, 3112--3136 (2021; Zbl 1471.62482) Full Text: DOI arXiv OpenURL
Dankunprasert, Sukanda; Jaroengeratikun, Uraiwan; Talangtam, Tosaporn The properties of inverse Pareto distribution and its application to extreme events. (English) Zbl 1470.62061 Thail. Stat. 19, No. 1, 1-13 (2021). MSC: 62G32 62E10 62P05 PDF BibTeX XML Cite \textit{S. Dankunprasert} et al., Thail. Stat. 19, No. 1, 1--13 (2021; Zbl 1470.62061) Full Text: Link OpenURL
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian Approximation of heavy-tailed distributions via stable-driven SDEs. (English) Zbl 1489.60101 Bernoulli 27, No. 3, 2040-2068 (2021). Reviewer: Longjie Xie (Xuzhou) MSC: 60H10 60G52 60G53 PDF BibTeX XML Cite \textit{L.-J. Huang} et al., Bernoulli 27, No. 3, 2040--2068 (2021; Zbl 1489.60101) Full Text: DOI arXiv OpenURL
Ayed, Fadhel; Battiston, Marco; Camerlenghi, Federico; Favaro, Stefano Consistent estimation of small masses in feature sampling. (English) Zbl 07370523 J. Mach. Learn. Res. 22, Paper No. 6, 28 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{F. Ayed} et al., J. Mach. Learn. Res. 22, Paper No. 6, 28 p. (2021; Zbl 07370523) Full Text: Link OpenURL
Belomestny, Denis; Iosipoi, Leonid Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity. (English) Zbl 07318224 Math. Comput. Simul. 181, 351-363 (2021). MSC: 62Mxx 62Dxx 60Gxx 65Cxx PDF BibTeX XML Cite \textit{D. Belomestny} and \textit{L. Iosipoi}, Math. Comput. Simul. 181, 351--363 (2021; Zbl 07318224) Full Text: DOI arXiv OpenURL
Gorgi, Paolo Beta-negative binomial auto-regressions for modelling integer-valued time series with extreme observations. (English) Zbl 07554794 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1325-1347 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Gorgi}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1325--1347 (2020; Zbl 07554794) Full Text: DOI arXiv OpenURL
Cheng, Dongya; Yu, Changjun Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. (English) Zbl 07528859 Commun. Stat., Theory Methods 49, No. 7, 1742-1760 (2020). MSC: 91B05 60K10 62H05 62P05 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{C. Yu}, Commun. Stat., Theory Methods 49, No. 7, 1742--1760 (2020; Zbl 07528859) Full Text: DOI OpenURL
De Zea Bermudez, P.; Marín, J. Miguel; Veiga, Helena Data cloning estimation for asymmetric stochastic volatility models. (English) Zbl 1490.62315 Econom. Rev. 39, No. 10, 1057-1074 (2020). MSC: 62P05 62M10 62P20 91B84 PDF BibTeX XML Cite \textit{P. De Zea Bermudez} et al., Econom. Rev. 39, No. 10, 1057--1074 (2020; Zbl 1490.62315) Full Text: DOI Link OpenURL
Liu, Fuxiang; Gong, Chan; Cui, Sheng The local max-sum equivalence of real valued random walks with heavy-tailed increments following FGM copula. (Chinese. English summary) Zbl 1474.60035 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 6, 609-613 (2020). MSC: 60E05 62E20 60G50 60G70 PDF BibTeX XML Cite \textit{F. Liu} et al., J. Jiangxi Norm. Univ., Nat. Sci. Ed. 44, No. 6, 609--613 (2020; Zbl 1474.60035) Full Text: DOI OpenURL
Tomarchio, Salvatore D.; Punzo, Antonio; Bagnato, Luca Two new matrix-variate distributions with application in model-based clustering. (English) Zbl 07345897 Comput. Stat. Data Anal. 152, Article ID 107050, 17 p. (2020). MSC: 62H10 62H30 62H12 PDF BibTeX XML Cite \textit{S. D. Tomarchio} et al., Comput. Stat. Data Anal. 152, Article ID 107050, 17 p. (2020; Zbl 07345897) Full Text: DOI 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
Kokoszka, Piotr; Nguyen, Hieu; Wang, Haonan; Yang, Liuqing Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies. (English) Zbl 1458.62305 Stat. Methods Appl. 29, No. 4, 727-744 (2020). MSC: 62P30 62G32 60G70 60K20 60F10 PDF BibTeX XML Cite \textit{P. Kokoszka} et al., Stat. Methods Appl. 29, No. 4, 727--744 (2020; Zbl 1458.62305) Full Text: DOI OpenURL
Maksimov, V. M.; Chebotarev, P. Yu. Voting originated social dynamics: quartile analysis of stochastic environment peculiarities. (English. Russian original) Zbl 1454.91079 Autom. Remote Control 81, No. 10, 1865-1883 (2020); translation from Avtom. Telemekh. 2020, No. 10, 149-172 (2020). MSC: 91B14 62P20 PDF BibTeX XML Cite \textit{V. M. Maksimov} and \textit{P. Yu. Chebotarev}, Autom. Remote Control 81, No. 10, 1865--1883 (2020; Zbl 1454.91079); translation from Avtom. Telemekh. 2020, No. 10, 149--172 (2020) Full Text: DOI 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
Grzesiek, Aleksandra; Giri, Prashant; Sundar, S.; Wyłomańska, Agnieszka Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution. (English) Zbl 1453.60041 J. Time Ser. Anal. 41, No. 6, 785-807 (2020). MSC: 60E07 62H10 62H20 PDF BibTeX XML Cite \textit{A. Grzesiek} et al., J. Time Ser. Anal. 41, No. 6, 785--807 (2020; Zbl 1453.60041) Full Text: DOI OpenURL
Chang, Shuai Characterizations on Marshall-Olkin extended heavy-tailed distribution. (Chinese. English summary) Zbl 1463.62017 Math. Pract. Theory 50, No. 2, 229-234 (2020). MSC: 62E10 62G32 PDF BibTeX XML Cite \textit{S. Chang}, Math. Pract. Theory 50, No. 2, 229--234 (2020; Zbl 1463.62017) OpenURL
Bektaş Kamişlik, Aslı; Alakoç, Büşra; Kesemen, Tülay; Khaniyev, Tahir A semi-Markovian renewal reward process with \(\Gamma(g)\) distributed demand. (English) Zbl 1455.60117 Turk. J. Math. 44, No. 4, 1250-1262 (2020). MSC: 60K05 60K15 PDF BibTeX XML Cite \textit{A. Bektaş Kamişlik} et al., Turk. J. Math. 44, No. 4, 1250--1262 (2020; Zbl 1455.60117) Full Text: DOI OpenURL
Aljarrah, Mohammad A.; Famoye, Felix; Lee, Carl Generalized logistic distribution and its regression model. (English) Zbl 1450.62019 J. Stat. Distrib. Appl. 7, Paper No. 7, 21 p. (2020). MSC: 62E15 60E05 62N01 62J12 62G32 62P10 PDF BibTeX XML Cite \textit{M. A. Aljarrah} et al., J. Stat. Distrib. Appl. 7, Paper No. 7, 21 p. (2020; Zbl 1450.62019) Full Text: DOI OpenURL
Nolan, John P. Univariate stable distributions. Models for heavy tailed data. (English) Zbl 1455.62003 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-030-52914-7/hbk; 978-3-030-52917-8/pbk; 978-3-030-52915-4/ebook). xv, 333 p. (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62-01 62E15 62E10 62G32 60E05 60E07 62F10 62F12 62J02 62J05 62Q05 PDF BibTeX XML Cite \textit{J. P. Nolan}, Univariate stable distributions. Models for heavy tailed data. Cham: Springer (2020; Zbl 1455.62003) Full Text: DOI OpenURL
Tzougas, George; Karlis, Dimitris An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. (English) Zbl 1447.91149 ASTIN Bull. 50, No. 2, 555-583 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Tzougas} and \textit{D. Karlis}, ASTIN Bull. 50, No. 2, 555--583 (2020; Zbl 1447.91149) Full Text: DOI Link OpenURL
Saeedzarandi, Mansoore; Nezamabadi-pour, Hossein; Jamalizadeh, Ahad Dual-tree complex wavelet coefficient magnitude modeling using scale mixtures of Rayleigh distribution for image denoising. (English) Zbl 1452.94008 Circuits Syst. Signal Process. 39, No. 6, 2968-2993 (2020). MSC: 94A08 65T60 PDF BibTeX XML Cite \textit{M. Saeedzarandi} et al., Circuits Syst. Signal Process. 39, No. 6, 2968--2993 (2020; Zbl 1452.94008) Full Text: DOI OpenURL
Brouste, Alexandre; Dutang, Christophe; Rohmer, Tom Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling. (English) Zbl 1482.62005 Comput. Stat. 35, No. 2, 689-724 (2020). MSC: 62-08 62P05 62J12 91G05 PDF BibTeX XML Cite \textit{A. Brouste} et al., Comput. Stat. 35, No. 2, 689--724 (2020; Zbl 1482.62005) Full Text: DOI Link OpenURL
Zou, Jingjing; Davis, Richard A.; Samorodnitsky, Gennady Extreme value analysis without the largest values: what can be done? (English) Zbl 1440.62174 Probab. Eng. Inf. Sci. 34, No. 2, 200-220 (2020). MSC: 62G32 62D10 60G70 60F17 62P12 62P35 86A15 60G15 PDF BibTeX XML Cite \textit{J. Zou} et al., Probab. Eng. Inf. Sci. 34, No. 2, 200--220 (2020; Zbl 1440.62174) Full Text: DOI arXiv OpenURL
Maleki, Mohsen; Wraith, Darren; Mahmoudi, Mohammad R.; Contreras-Reyes, Javier E. Asymmetric heavy-tailed vector auto-regressive processes with application to financial data. (English) Zbl 07194288 J. Stat. Comput. Simulation 90, No. 2, 324-340 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Maleki} et al., J. Stat. Comput. Simulation 90, No. 2, 324--340 (2020; Zbl 07194288) Full Text: DOI OpenURL
Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C. The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. (English) Zbl 1437.62381 Japan J. Ind. Appl. Math. 37, No. 2, 507-525 (2020). MSC: 62P05 62E10 91B05 60G65 62G32 PDF BibTeX XML Cite \textit{B. Xun} et al., Japan J. Ind. Appl. Math. 37, No. 2, 507--525 (2020; Zbl 1437.62381) Full Text: DOI OpenURL
Lugosi, Gábor; Mendelson, Shahar Risk minimization by median-of-means tournaments. (English) Zbl 1436.62312 J. Eur. Math. Soc. (JEMS) 22, No. 3, 925-965 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J02 62G08 60G25 62J05 62J15 62G32 PDF BibTeX XML Cite \textit{G. Lugosi} and \textit{S. Mendelson}, J. Eur. Math. Soc. (JEMS) 22, No. 3, 925--965 (2020; Zbl 1436.62312) Full Text: DOI arXiv OpenURL
Cheng, Dongya; Yu, Changjun Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. (English) Zbl 1493.62580 Stochastics 91, No. 5, 643-656 (2019). MSC: 62P05 62E20 91B05 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{C. Yu}, Stochastics 91, No. 5, 643--656 (2019; Zbl 1493.62580) Full Text: DOI OpenURL
Punzo, Antonio A new look at the inverse Gaussian distribution with applications to insurance and economic data. (English) Zbl 07479975 J. Appl. Stat. 46, No. 7, 1260-1287 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{A. Punzo}, J. Appl. Stat. 46, No. 7, 1260--1287 (2019; Zbl 07479975) Full Text: DOI OpenURL
Abu Bakar, S. A.; Nadarajah, S. Risk measure estimation under two component mixture models with trimmed data. (English) Zbl 07479963 J. Appl. Stat. 46, No. 5, 835-852 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. A. Abu Bakar} and \textit{S. Nadarajah}, J. Appl. Stat. 46, No. 5, 835--852 (2019; Zbl 07479963) Full Text: DOI Link OpenURL
Mazza, Angelo; Punzo, Antonio Modeling household income with contaminated unimodal distributions. (English) Zbl 1434.62236 Petrucci, Alessandra (ed.) et al., New statistical developments in data science – SIS 2017. Extended versions of papers based on the conference on statistics and data science: new challenges, new generations, Florence, Italy, June 28–30, 2017. Cham: Springer. Springer Proc. Math. Stat. 288, 373-391 (2019). MSC: 62P20 62G30 PDF BibTeX XML Cite \textit{A. Mazza} and \textit{A. Punzo}, Springer Proc. Math. Stat. 288, 373--391 (2019; Zbl 1434.62236) Full Text: DOI OpenURL
Bareche, Aicha; Cherfaoui, Mouloud Sensitivity of the stability bound for ruin probabilities to claim distributions. (English) Zbl 1437.91459 Methodol. Comput. Appl. Probab. 21, No. 4, 1259-1281 (2019). MSC: 91G70 91G05 62G32 PDF BibTeX XML Cite \textit{A. Bareche} and \textit{M. Cherfaoui}, Methodol. Comput. Appl. Probab. 21, No. 4, 1259--1281 (2019; Zbl 1437.91459) Full Text: DOI OpenURL
El Adlouni, Salaheddine; Baldé, Ismaila Bayesian non-crossing quantile regression for regularly varying distributions. (English) Zbl 07193758 J. Stat. Comput. Simulation 89, No. 5, 884-898 (2019). MSC: 62-XX PDF BibTeX XML Cite \textit{S. El Adlouni} and \textit{I. Baldé}, J. Stat. Comput. Simulation 89, No. 5, 884--898 (2019; Zbl 07193758) Full Text: DOI OpenURL
Geiger, Daniel J.; Adekpedjou, Akim On corrected phase-type approximations of the time value of ruin with heavy tails. (English) Zbl 1436.62069 Stat. Risk. Model. 36, No. 1-4, 57-75 (2019). MSC: 62E17 91B05 62P20 PDF BibTeX XML Cite \textit{D. J. Geiger} and \textit{A. Adekpedjou}, Stat. Risk. Model. 36, No. 1--4, 57--75 (2019; Zbl 1436.62069) Full Text: DOI OpenURL
Basnarkov, Lasko; Stojkoski, Viktor; Utkovski, Zoran; Kocarev, Ljupco Option pricing with heavy-tailed distributions of logarithmic returns. (English) Zbl 1429.91315 Int. J. Theor. Appl. Finance 22, No. 7, Article ID 1950041, 35 p. (2019). MSC: 91G20 62P05 62G32 PDF BibTeX XML Cite \textit{L. Basnarkov} et al., Int. J. Theor. Appl. Finance 22, No. 7, Article ID 1950041, 35 p. (2019; Zbl 1429.91315) Full Text: DOI arXiv OpenURL
Penalva, Helena; Gomes, Dora Prata; Neves, M. Manuela; Nunes, Sandra Testing conditions and estimating parameters in extreme value theory: application to environmental data. (English) Zbl 1433.62128 REVSTAT 17, No. 2, 187-207 (2019). MSC: 62G32 62E20 62G10 62P12 PDF BibTeX XML Cite \textit{H. Penalva} et al., REVSTAT 17, No. 2, 187--207 (2019; Zbl 1433.62128) Full Text: Link OpenURL
Tesemnikov, Pavel’ Igor’evich On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails. (Russian. English summary) Zbl 1427.60079 Sib. Èlektron. Mat. Izv. 16, 1785-1794 (2019). MSC: 60G50 60G70 PDF BibTeX XML Cite \textit{P. I. Tesemnikov}, Sib. Èlektron. Mat. Izv. 16, 1785--1794 (2019; Zbl 1427.60079) Full Text: DOI OpenURL
Pezzutto, Matthias; Schenato, Luca; Dey, Subhrakanti Heavy-tails in Kalman filtering with packet losses. (English) Zbl 1425.93287 Eur. J. Control 50, 62-71 (2019). MSC: 93E11 93C15 68M10 94A12 60H15 PDF BibTeX XML Cite \textit{M. Pezzutto} et al., Eur. J. Control 50, 62--71 (2019; Zbl 1425.93287) Full Text: DOI OpenURL
Imoto, Tomoaki; Shimizu, Kunio; Abe, Toshihiro A cylindrical distribution with heavy-tailed linear part. (English) Zbl 1430.62107 Jpn. J. Stat. Data Sci. 2, No. 1, 129-154 (2019). MSC: 62H11 60E05 62P12 62G32 PDF BibTeX XML Cite \textit{T. Imoto} et al., Jpn. J. Stat. Data Sci. 2, No. 1, 129--154 (2019; Zbl 1430.62107) Full Text: DOI OpenURL
Lugosi, Gábor; Mendelson, Shahar Mean estimation and regression under heavy-tailed distributions: A survey. (English) Zbl 1431.62123 Found. Comput. Math. 19, No. 5, 1145-1190 (2019). MSC: 62G05 62G15 62G35 62G32 PDF BibTeX XML Cite \textit{G. Lugosi} and \textit{S. Mendelson}, Found. Comput. Math. 19, No. 5, 1145--1190 (2019; Zbl 1431.62123) Full Text: DOI arXiv OpenURL
Grün, Bettina; Miljkovic, Tatjana Extending composite loss models using a general framework of advanced computational tools. (English) Zbl 1422.91351 Scand. Actuar. J. 2019, No. 8, 642-660 (2019). MSC: 91B30 62P05 62G32 91-08 PDF BibTeX XML Cite \textit{B. Grün} and \textit{T. Miljkovic}, Scand. Actuar. J. 2019, No. 8, 642--660 (2019; Zbl 1422.91351) Full Text: DOI OpenURL
Mbah, Chamberlain; Peremans, Kris; Van Aelst, Stefan; Benoit, Dries F. Robust Bayesian seemingly unrelated regression model. (English) Zbl 1505.62282 Comput. Stat. 34, No. 3, 1135-1157 (2019). MSC: 62-08 62F15 62F35 62J05 PDF BibTeX XML Cite \textit{C. Mbah} et al., Comput. Stat. 34, No. 3, 1135--1157 (2019; Zbl 1505.62282) Full Text: DOI Link OpenURL
Klebanov, L.; Volchenkova, I. Outliers and the ostensibly heavy tails. (English) Zbl 1428.62201 Math. Methods Stat. 28, No. 1, 74-81 (2019). Reviewer: Krzysztof Piasecki (Poznań) MSC: 62G32 62P05 60E15 PDF BibTeX XML Cite \textit{L. Klebanov} and \textit{I. Volchenkova}, Math. Methods Stat. 28, No. 1, 74--81 (2019; Zbl 1428.62201) Full Text: DOI arXiv OpenURL
Yu, Chang-jun; Cheng, Dong-ya Asymptotic behavior for sums of non-identically distributed random variables. (English) Zbl 1424.60011 Appl. Math., Ser. B (Engl. Ed.) 34, No. 1, 45-54 (2019). MSC: 60E05 60F99 PDF BibTeX XML Cite \textit{C.-j. Yu} and \textit{D.-y. Cheng}, Appl. Math., Ser. B (Engl. Ed.) 34, No. 1, 45--54 (2019; Zbl 1424.60011) Full Text: DOI OpenURL
Desgagné, Alain; Gagnon, Philippe Bayesian robustness to outliers in linear regression and ratio estimation. (English) Zbl 1418.62270 Braz. J. Probab. Stat. 33, No. 2, 205-221 (2019). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62J05 62F15 62F35 PDF BibTeX XML Cite \textit{A. Desgagné} and \textit{P. Gagnon}, Braz. J. Probab. Stat. 33, No. 2, 205--221 (2019; Zbl 1418.62270) Full Text: DOI arXiv Euclid OpenURL
Ilić, Ivana; Veličković, Vladica M. Simple tail index estimation for dependent and heterogeneous data with missing values. (English) Zbl 1414.62420 Braz. J. Probab. Stat. 33, No. 1, 192-203 (2019). MSC: 62P05 62G32 PDF BibTeX XML Cite \textit{I. Ilić} and \textit{V. M. Veličković}, Braz. J. Probab. Stat. 33, No. 1, 192--203 (2019; Zbl 1414.62420) Full Text: DOI Euclid OpenURL
Kamışlık, Aslı Bektaş; Kesemen, Tülay; Khaniyev, Tahir Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance. (English) Zbl 1442.60092 Braz. J. Probab. Stat. 33, No. 1, 39-56 (2019). MSC: 60K20 90B05 PDF BibTeX XML Cite \textit{A. B. Kamışlık} et al., Braz. J. Probab. Stat. 33, No. 1, 39--56 (2019; Zbl 1442.60092) Full Text: DOI Euclid OpenURL
Krieger, Udo R.; Markovich, Natalia M. Estimation of a heavy-tailed Weibull-Pareto distribution and its application to QoE modeling. (English) Zbl 1476.68017 Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 21st international conference, DCCN 2018, Moscow, Russia, September 17–21, 2018. Proceedings. Cham: Springer. Commun. Comput. Inf. Sci. 919, 21-30 (2018). MSC: 68M11 62E15 PDF BibTeX XML Cite \textit{U. R. Krieger} and \textit{N. M. Markovich}, Commun. Comput. Inf. Sci. 919, 21--30 (2018; Zbl 1476.68017) Full Text: DOI OpenURL
Aliyev, Rovshan Asymptotic expansions for the some probability characteristics of the one stochastic process with a heavy tailed distributed component having finite variance. (English) Zbl 1463.60109 J. Contemp. Appl. Math. 8, No. 1, 50-60 (2018). MSC: 60K05 60G70 PDF BibTeX XML Cite \textit{R. Aliyev}, J. Contemp. Appl. Math. 8, No. 1, 50--60 (2018; Zbl 1463.60109) Full Text: Link OpenURL
Finkelshtein, Dmitri; Tkachov, Pasha Kesten’s bound for subexponential densities on the real line and its multi-dimensional analogues. (English) Zbl 1443.60012 Adv. Appl. Probab. 50, No. 2, 373-395 (2018). MSC: 60E05 60E07 60E15 62H05 35B40 PDF BibTeX XML Cite \textit{D. Finkelshtein} and \textit{P. Tkachov}, Adv. Appl. Probab. 50, No. 2, 373--395 (2018; Zbl 1443.60012) Full Text: DOI arXiv Link OpenURL
Kaňková, Vlasta; Omelčenko, Vadim Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric. (English) Zbl 1449.90265 Kybernetika 54, No. 6, 1231-1246 (2018). MSC: 90C15 90C34 PDF BibTeX XML Cite \textit{V. Kaňková} and \textit{V. Omelčenko}, Kybernetika 54, No. 6, 1231--1246 (2018; Zbl 1449.90265) Full Text: DOI Link OpenURL
Ozel, Gamze; Altun, Emrah; Alizadeh, Morad; Mozafari, Mahdieh The odd log-logistic log-normal distribution with theory and applications. (English) Zbl 1411.62040 Adv. Data Sci. Adapt. Anal. 10, No. 4, Article ID 1850009, 20 p. (2018). MSC: 62E15 62G32 60E05 PDF BibTeX XML Cite \textit{G. Ozel} et al., Adv. Data Sci. Adapt. Anal. 10, No. 4, Article ID 1850009, 20 p. (2018; Zbl 1411.62040) Full Text: DOI OpenURL
Chebotarev, P. Yu.; Tsodikov, Ya. Yu.; Loginov, A. K.; Lezina, Z. M.; Afonkin, V. A.; Malyshev, V. A. Comparative efficiency of altruism and egoism as voting strategies in stochastic environment. (English. Russian original) Zbl 1420.91052 Autom. Remote Control 79, No. 11, 2052-2072 (2018); translation from Avtom. Telemekh. 2018, No. 11, 123-149 (2018). MSC: 91B12 91B14 62P25 PDF BibTeX XML Cite \textit{P. Yu. Chebotarev} et al., Autom. Remote Control 79, No. 11, 2052--2072 (2018; Zbl 1420.91052); translation from Avtom. Telemekh. 2018, No. 11, 123--149 (2018) Full Text: DOI arXiv 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
Foss, Sergey; Miyazawa, Masakiyo Customer sojourn time in \(GI/GI/1\) feedback queue in the presence of heavy tails. (English) Zbl 1403.60076 J. Stat. Phys. 173, No. 3-4, 1195-1226 (2018). MSC: 60K25 PDF BibTeX XML Cite \textit{S. Foss} and \textit{M. Miyazawa}, J. Stat. Phys. 173, No. 3--4, 1195--1226 (2018; Zbl 1403.60076) Full Text: DOI arXiv OpenURL
Andrade, J. A. A.; Omey, Edward; Aquino, C. T. M. Bayesian robustness modelling using the floor distribution. (English) Zbl 1404.62019 REVSTAT 16, No. 4, 445-462 (2018). MSC: 62E15 62F15 PDF BibTeX XML Cite \textit{J. A. A. Andrade} et al., REVSTAT 16, No. 4, 445--462 (2018; Zbl 1404.62019) Full Text: Link OpenURL
Chang, Shuai Distinguish criterion on heavy-tailed distribution of non-negative variables. (Chinese. English summary) Zbl 1413.60006 Math. Pract. Theory 48, No. 7, 238-241 (2018). MSC: 60E05 PDF BibTeX XML Cite \textit{S. Chang}, Math. Pract. Theory 48, No. 7, 238--241 (2018; Zbl 1413.60006) OpenURL
Bernardi, Mauro; Stolfi, Paola Approximate EM algorithm for sparse estimation of multivariate location-scale mixture of normals. (English) Zbl 1397.62185 Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 129-132 (2018). MSC: 62H10 62P20 PDF BibTeX XML Cite \textit{M. Bernardi} and \textit{P. Stolfi}, in: Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4--6, 2018. Cham: Springer. 129--132 (2018; Zbl 1397.62185) Full Text: DOI OpenURL
Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello Compound unimodal distributions for insurance losses. (English) Zbl 1416.91217 Insur. Math. Econ. 81, 95-107 (2018). MSC: 91B30 62G32 62P05 60E05 PDF BibTeX XML Cite \textit{A. Punzo} et al., Insur. Math. Econ. 81, 95--107 (2018; Zbl 1416.91217) Full Text: DOI OpenURL
Cipriani, Alessandra; Hazra, Rajat Subhra; Ruszel, Wioletta M. The divisible sandpile with heavy-tailed variables. (English) Zbl 1405.60143 Stochastic Processes Appl. 128, No. 9, 3054-3081 (2018). MSC: 60K35 60E05 05C63 PDF BibTeX XML Cite \textit{A. Cipriani} et al., Stochastic Processes Appl. 128, No. 9, 3054--3081 (2018; Zbl 1405.60143) Full Text: DOI arXiv Link 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
Gairing, Jan; Högele, Michael; Kosenkova, Tetiana Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications. (English) Zbl 1391.60105 Stochastic Processes Appl. 128, No. 7, 2153-2178 (2018). MSC: 60G51 60G52 60J75 62M10 62P12 PDF BibTeX XML Cite \textit{J. Gairing} et al., Stochastic Processes Appl. 128, No. 7, 2153--2178 (2018; Zbl 1391.60105) Full Text: DOI arXiv OpenURL
Bhati, Deepesh; Ravi, Sreenivasan On generalized log-Moyal distribution: a new heavy tailed size distribution. (English) Zbl 1401.91102 Insur. Math. Econ. 79, 247-259 (2018). MSC: 91B30 62P05 62G32 62E10 PDF BibTeX XML Cite \textit{D. Bhati} and \textit{S. Ravi}, Insur. Math. Econ. 79, 247--259 (2018; Zbl 1401.91102) Full Text: DOI OpenURL
Grahovac, Danijel Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims. (English) Zbl 1407.91136 Methodol. Comput. Appl. Probab. 20, No. 1, 273-288 (2018). MSC: 91B30 60G51 62G32 62P05 PDF BibTeX XML Cite \textit{D. Grahovac}, Methodol. Comput. Appl. Probab. 20, No. 1, 273--288 (2018; Zbl 1407.91136) Full Text: DOI OpenURL
Jia, Mofei; Taufer, Emanuele; Dickson, Maria Michela Semi-parametric regression estimation of the tail index. (English) Zbl 1387.62068 Electron. J. Stat. 12, No. 1, 224-248 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G32 62J05 62P25 PDF BibTeX XML Cite \textit{M. Jia} et al., Electron. J. Stat. 12, No. 1, 224--248 (2018; Zbl 1387.62068) Full Text: DOI Euclid OpenURL
Vasudeva, R. On a class of heavy tailed distributions arising out of general error distributions. (English) Zbl 1462.60025 J. Indian Stat. Assoc. 55, No. 1, 83-101 (2017). MSC: 60E05 60G70 PDF BibTeX XML Cite \textit{R. Vasudeva}, J. Indian Stat. Assoc. 55, No. 1, 83--101 (2017; Zbl 1462.60025) OpenURL
Mahdizadeh, M.; Zamanzade, Ehsan New goodness of fit tests for the Cauchy distribution. (English) Zbl 07282087 J. Appl. Stat. 44, No. 6, 1106-1121 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Mahdizadeh} and \textit{E. Zamanzade}, J. Appl. Stat. 44, No. 6, 1106--1121 (2017; Zbl 07282087) Full Text: DOI OpenURL
Choi, ByoungSeon; Kang, Hyuk; Choi, M. Y. Emergence of heavy-tailed skew distributions from the heat equation. (English) Zbl 1400.60016 Physica A 470, 88-93 (2017). MSC: 60E05 PDF BibTeX XML Cite \textit{B. Choi} et al., Physica A 470, 88--93 (2017; Zbl 1400.60016) Full Text: DOI OpenURL