Giudici, Paolo; Raffinetti, Emanuela Lorenz model selection. (English) Zbl 07300771 J. Classif. 37, No. 3, 754-768 (2020). MSC: 62H30 PDF BibTeX XML Cite \textit{P. Giudici} and \textit{E. Raffinetti}, J. Classif. 37, No. 3, 754--768 (2020; Zbl 07300771) Full Text: DOI
Uwilingiyimana, Charline; Diongue, Abdou Kâ; Ogouyandjou, Carlos Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation. (English. French summary) Zbl 07298612 Afr. Stat. 15, No. 4, 2511-2528 (2020). MSC: 62M10 62F10 62H30 PDF BibTeX XML Cite \textit{C. Uwilingiyimana} et al., Afr. Stat. 15, No. 4, 2511--2528 (2020; Zbl 07298612) Full Text: DOI Euclid
Kokonendji, Célestin C.; Touré, Aboubacar Y.; Sawadogo, Amadou Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions. (English) Zbl 07297167 AStA, Adv. Stat. Anal. 104, No. 2, 285-307 (2020). MSC: 62H10 62H05 62H12 62E10 62F10 62R07 PDF BibTeX XML Cite \textit{C. C. Kokonendji} et al., AStA, Adv. Stat. Anal. 104, No. 2, 285--307 (2020; Zbl 07297167) Full Text: DOI
Bernard, Carole; Müller, Alfred Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference. (English) Zbl 1453.60024 Depend. Model. 8, 239-253 (2020). MSC: 60E05 60E15 62C05 62E10 62E15 PDF BibTeX XML Cite \textit{C. Bernard} and \textit{A. Müller}, Depend. Model. 8, 239--253 (2020; Zbl 1453.60024) Full Text: DOI
Reshef, Yakir A.; Reshef, David N.; Sabeti, Pardis C.; Mitzenmacher, Michael Equitability, interval estimation, and statistical power. (English) Zbl 07292509 Stat. Sci. 35, No. 2, 202-217 (2020). MSC: 62 PDF BibTeX XML Cite \textit{Y. A. Reshef} et al., Stat. Sci. 35, No. 2, 202--217 (2020; Zbl 07292509) Full Text: DOI Euclid
Sun, Ning; Yang, Chen; Zitikis, Ričardas A statistical methodology for assessing the maximal strength of tail dependence. (English) Zbl 07285043 ASTIN Bull. 50, No. 3, 799-825 (2020). MSC: 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{N. Sun} et al., ASTIN Bull. 50, No. 3, 799--825 (2020; Zbl 07285043) Full Text: DOI
Maciak, Matúš; Pešta, Michal; Peštová, Barbora Changepoint in dependent and non-stationary panels. (English) Zbl 1452.62314 Stat. Pap. 61, No. 4, 1385-1407 (2020). MSC: 62G10 62D20 62H15 62H10 62E20 62G09 62P05 91B05 PDF BibTeX XML Cite \textit{M. Maciak} et al., Stat. Pap. 61, No. 4, 1385--1407 (2020; Zbl 1452.62314) Full Text: DOI
Blanchard, Gilles; Neuvial, Pierre; Roquain, Etienne Post hoc confidence bounds on false positives using reference families. (English) Zbl 1450.62038 Ann. Stat. 48, No. 3, 1281-1303 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G10 62H15 62R07 PDF BibTeX XML Cite \textit{G. Blanchard} et al., Ann. Stat. 48, No. 3, 1281--1303 (2020; Zbl 1450.62038) Full Text: DOI Euclid
Gao, Chao; Han, Fang; Zhang, Cun-Hui On estimation of isotonic piecewise constant signals. (English) Zbl 1450.62034 Ann. Stat. 48, No. 2, 629-654 (2020). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 62G08 62G20 60K35 PDF BibTeX XML Cite \textit{C. Gao} et al., Ann. Stat. 48, No. 2, 629--654 (2020; Zbl 1450.62034) Full Text: DOI Euclid
Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; Omay, Tolga Is real per capita state personal income stationary? New nonlinear, asymmetric panel-data evidence. (English) Zbl 1440.91031 Bull. Econ. Res. 72, No. 1, 50-62 (2020). MSC: 91B82 PDF BibTeX XML Cite \textit{F. Emirmahmutoglu} et al., Bull. Econ. Res. 72, No. 1, 50--62 (2020; Zbl 1440.91031) Full Text: DOI
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne On sums of two counter-monotonic risks. (English) Zbl 1445.91050 Insur. Math. Econ. 92, 47-60 (2020). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{I. Chaoubi} et al., Insur. Math. Econ. 92, 47--60 (2020; Zbl 1445.91050) Full Text: DOI
Alonso-Orán, Diego; Bethencourt de León, Aythami; Holm, Darryl D.; Takao, So Modelling the climate and weather of a 2D Lagrangian-averaged Euler-Boussinesq equation with transport noise. (English) Zbl 1446.35117 J. Stat. Phys. 179, No. 5-6, 1267-1303 (2020). MSC: 35Q35 35R60 35B30 35K59 35D35 35A02 60H15 60H30 76D06 76B75 76D55 PDF BibTeX XML Cite \textit{D. Alonso-Orán} et al., J. Stat. Phys. 179, No. 5--6, 1267--1303 (2020; Zbl 1446.35117) Full Text: DOI
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI
Lee, C. E.; Zhang, X.; Shao, X. Testing conditional mean independence for functional data. (English) Zbl 1441.62108 Biometrika 107, No. 2, 331-346 (2020). MSC: 62G10 62G09 62G30 62R10 PDF BibTeX XML Cite \textit{C. E. Lee} et al., Biometrika 107, No. 2, 331--346 (2020; Zbl 1441.62108) Full Text: DOI
Badía, Francisco Germán; Lee, Hyunju On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures. (English) Zbl 1439.62151 Metrika 83, No. 3, 355-375 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H30 62G30 60G55 60E15 PDF BibTeX XML Cite \textit{F. G. Badía} and \textit{H. Lee}, Metrika 83, No. 3, 355--375 (2020; Zbl 1439.62151) Full Text: DOI
Nappo, Giovanna; Spizzichino, Fabio Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property. (English) Zbl 1437.60059 Depend. Model. 8, 1-33 (2020). MSC: 60K10 60E15 62E10 62H05 60G09 PDF BibTeX XML Cite \textit{G. Nappo} and \textit{F. Spizzichino}, Depend. Model. 8, 1--33 (2020; Zbl 1437.60059) Full Text: DOI
Fang, Xiao; Luo, Li; Shao, Qi-Man A refined Cramér-type moderate deviation for sums of local statistics. (English) Zbl 1434.60071 Bernoulli 26, No. 3, 2319-2352 (2020). MSC: 60F05 05C80 60E15 62G10 62E17 62E20 PDF BibTeX XML Cite \textit{X. Fang} et al., Bernoulli 26, No. 3, 2319--2352 (2020; Zbl 1434.60071) Full Text: DOI Euclid
Singh, Deepak; Kumar, Somesh; Vellaisamy, P. The limit theorems for a previous \(k\)-sum dependent model. (English) Zbl 1440.60023 J. Math. Anal. Appl. 487, No. 2, Article ID 124004, 15 p. (2020). MSC: 60F05 60J10 62E10 60G42 60F15 PDF BibTeX XML Cite \textit{D. Singh} et al., J. Math. Anal. Appl. 487, No. 2, Article ID 124004, 15 p. (2020; Zbl 1440.60023) Full Text: DOI
Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Pairwise local Fisher and naive Bayes: improving two standard discriminants. (English) Zbl 07180804 J. Econom. 216, No. 1, 284-304 (2020). MSC: 62G07 62G20 62H30 62P20 PDF BibTeX XML Cite \textit{H. Otneim} et al., J. Econom. 216, No. 1, 284--304 (2020; Zbl 07180804) Full Text: DOI
Arias-Castro, Ery; Huang, Rong; Verzelen, Nicolas Detection of sparse positive dependence. (English) Zbl 1435.62224 Electron. J. Stat. 14, No. 1, 702-730 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62H30 62G10 62G20 62H05 PDF BibTeX XML Cite \textit{E. Arias-Castro} et al., Electron. J. Stat. 14, No. 1, 702--730 (2020; Zbl 1435.62224) Full Text: DOI Euclid
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric tail- and range-value-at-risk. (English) Zbl 1431.91441 ASTIN Bull. 50, No. 1, 265-292 (2020). MSC: 91G70 91G05 62P05 PDF BibTeX XML Cite \textit{K. Herrmann} et al., ASTIN Bull. 50, No. 1, 265--292 (2020; Zbl 1431.91441) Full Text: DOI
Marrelec, Guillaume; Giron, Alain Cumulants of multiinformation density in the case of a multivariate normal distribution. (English) Zbl 07153407 Stat. Probab. Lett. 156, Article ID 108587, 7 p. (2020). MSC: 62H10 62E10 62B10 PDF BibTeX XML Cite \textit{G. Marrelec} and \textit{A. Giron}, Stat. Probab. Lett. 156, Article ID 108587, 7 p. (2020; Zbl 07153407) Full Text: DOI
Stein, Daniel L. Nature vs. nurture in discrete spin dynamics. (English) Zbl 1446.82022 Sidoravicius, Vladas (ed.), Sojourns in probability theory and statistical physics. I. Spin glasses and statistical mechanics, a festschrift for Charles M. Newman. Singapore: Springer; Shanghai: NYU Shanghai. Springer Proc. Math. Stat. 298, 321-338 (2019). MSC: 82B20 82D30 82D40 82B30 82B44 82C44 PDF BibTeX XML Cite \textit{D. L. Stein}, Springer Proc. Math. Stat. 298, 321--338 (2019; Zbl 1446.82022) Full Text: DOI
Gertler, Jeffrey; Machta, Jonathan Absence of chaotic size dependence for spin glasses on hierarchical lattices. (English) Zbl 1446.82085 Sidoravicius, Vladas (ed.), Sojourns in probability theory and statistical physics. I. Spin glasses and statistical mechanics, a festschrift for Charles M. Newman. Singapore: Springer; Shanghai: NYU Shanghai. Springer Proc. Math. Stat. 298, 171-182 (2019). MSC: 82D30 82B20 82B44 PDF BibTeX XML Cite \textit{J. Gertler} and \textit{J. Machta}, Springer Proc. Math. Stat. 298, 171--182 (2019; Zbl 1446.82085) Full Text: DOI
Tovar Cuevas, José Rafael; Portilla Yela, Jennyfer; Achcar, Jorge Alberto A method to select bivariate copula functions. (English) Zbl 1435.62183 Rev. Colomb. Estad. 42, No. 1, 61-80 (2019). MSC: 62H05 62H30 PDF BibTeX XML Cite \textit{J. R. Tovar Cuevas} et al., Rev. Colomb. Estad. 42, No. 1, 61--80 (2019; Zbl 1435.62183) Full Text: DOI
Kim, Young Min; Im, Jongho Frequency domain bootstrap for ratio statistics under long-range dependence. (English) Zbl 1439.62109 J. Korean Stat. Soc. 48, No. 4, 547-560 (2019). MSC: 62G09 62P20 62M15 62P12 62P35 PDF BibTeX XML Cite \textit{Y. M. Kim} and \textit{J. Im}, J. Korean Stat. Soc. 48, No. 4, 547--560 (2019; Zbl 1439.62109) Full Text: DOI
Melnikov, N. B.; Paradezhenko, G. V.; Reser, B. I. Effect of phonons on the magnetic characteristics of metals at finite temperatures. (English. Russian original) Zbl 1447.82035 Theor. Math. Phys. 201, No. 1, 1531-1540 (2019); translation from Teor. Mat. Fiz. 201, No. 1, 137-148 (2019). Reviewer: Vicenţiu D. Rădulescu (Craiova) MSC: 82D35 82D40 82B30 PDF BibTeX XML Cite \textit{N. B. Melnikov} et al., Theor. Math. Phys. 201, No. 1, 1531--1540 (2019; Zbl 1447.82035); translation from Teor. Mat. Fiz. 201, No. 1, 137--148 (2019) Full Text: DOI
Valencia, Dalia; Lillo, Rosa E.; Romo, Juan A Kendall correlation coefficient between functional data. (English) Zbl 07176232 Adv. Data Anal. Classif., ADAC 13, No. 4, 1083-1103 (2019). MSC: 62-07 62G35 62G09 PDF BibTeX XML Cite \textit{D. Valencia} et al., Adv. Data Anal. Classif., ADAC 13, No. 4, 1083--1103 (2019; Zbl 07176232) Full Text: DOI
Klotzke, Konrad; Fox, Jean-Paul Modeling dependence structures for response times in a Bayesian framework. (English) Zbl 1431.62543 Psychometrika 84, No. 3, 649-672 (2019). MSC: 62P15 62H15 62K10 PDF BibTeX XML Cite \textit{K. Klotzke} and \textit{J.-P. Fox}, Psychometrika 84, No. 3, 649--672 (2019; Zbl 1431.62543) Full Text: DOI
Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L. Distance multivariance: new dependence measures for random vectors. (English) Zbl 07114928 Ann. Stat. 47, No. 5, 2757-2789 (2019). MSC: 62H20 60E10 62G10 62G15 62G20 PDF BibTeX XML Cite \textit{B. Böttcher} et al., Ann. Stat. 47, No. 5, 2757--2789 (2019; Zbl 07114928) Full Text: DOI Euclid arXiv
James, Ryan G.; Emenheiser, Jeffrey; Crutchfield, James P. Unique information via dependency constraints. (English) Zbl 1422.94006 J. Phys. A, Math. Theor. 52, No. 1, Article ID 014002, 21 p. (2019). MSC: 94A05 94A15 94A20 94A24 62B10 PDF BibTeX XML Cite \textit{R. G. James} et al., J. Phys. A, Math. Theor. 52, No. 1, Article ID 014002, 21 p. (2019; Zbl 1422.94006) Full Text: DOI arXiv
Anh, V. V.; Leonenko, N. N. Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. (English) Zbl 07096673 Theory Probab. Math. Stat. 98, 5-26 (2019) and Teor. Jmovirn. Mat. Stat. 98, 8-28 (2018). MSC: 60G10 82C31 PDF BibTeX XML Cite \textit{V. V. Anh} and \textit{N. N. Leonenko}, Theory Probab. Math. Stat. 98, 5--26 (2019; Zbl 07096673) Full Text: DOI
Sarkar, Sanat K.; Chen, Aiying; He, Li; Guo, Wenge Group sequential BH and its adaptive versions controlling the FDR. (English) Zbl 1421.62111 J. Stat. Plann. Inference 199, 219-235 (2019). MSC: 62L05 62J15 62K10 PDF BibTeX XML Cite \textit{S. K. Sarkar} et al., J. Stat. Plann. Inference 199, 219--235 (2019; Zbl 1421.62111) Full Text: DOI
Zempléni, A. Estimating high quantiles based on dependent circular data. (English) Zbl 1425.62059 J. Math. Sci., New York 237, No. 6, 865-874 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G05 62H11 62G08 62G09 PDF BibTeX XML Cite \textit{A. Zempléni}, J. Math. Sci., New York 237, No. 6, 865--874 (2019; Zbl 1425.62059) Full Text: DOI
Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi Detecting financial data dependence structure by averaging mixture copulas. (English) Zbl 1420.62445 Econom. Theory 35, No. 4, 777-815 (2019). MSC: 62P05 62H30 62H05 62M10 91B84 PDF BibTeX XML Cite \textit{G. Liu} et al., Econom. Theory 35, No. 4, 777--815 (2019; Zbl 1420.62445) Full Text: DOI
Chiapino, Maël; Sabourin, Anne; Segers, Johan Identifying groups of variables with the potential of being large simultaneously. (English) Zbl 1420.62226 Extremes 22, No. 2, 193-222 (2019). MSC: 62G32 62H15 PDF BibTeX XML Cite \textit{M. Chiapino} et al., Extremes 22, No. 2, 193--222 (2019; Zbl 1420.62226) Full Text: DOI
Bao, Weizhu; Cai, Yongyong; Ruan, Xinran Ground states of Bose-Einstein condensates with higher order interaction. (English) Zbl 1415.82007 Physica D 386-387, 38-48 (2019). MSC: 82C10 81Q05 35B30 PDF BibTeX XML Cite \textit{W. Bao} et al., Physica D 386--387, 38--48 (2019; Zbl 1415.82007) Full Text: DOI arXiv
Di Lascio, F. Marta L.; Giannerini, Simone Clustering dependent observations with copula functions. (English) Zbl 1411.62165 Stat. Pap. 60, No. 1, 35-51 (2019). MSC: 62H30 62H20 62P10 PDF BibTeX XML Cite \textit{F. M. L. Di Lascio} and \textit{S. Giannerini}, Stat. Pap. 60, No. 1, 35--51 (2019; Zbl 1411.62165) Full Text: DOI
Lee, Ji Hyung; Song, Kyungchul Stable limit theorems for empirical processes under conditional neighborhood dependence. (English) Zbl 1447.60053 Bernoulli 25, No. 2, 1189-1224 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 62E17 PDF BibTeX XML Cite \textit{J. H. Lee} and \textit{K. Song}, Bernoulli 25, No. 2, 1189--1224 (2019; Zbl 1447.60053) Full Text: DOI Euclid arXiv
Czado, Claudia Analyzing dependent data with vine copulas. A practical guide with R. (English) Zbl 1425.62001 Lecture Notes in Statistics 222. Cham: Springer (ISBN 978-3-030-13784-7/pbk; 978-3-030-13785-4/ebook). xxix, 242 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 62-02 62H05 62H12 62P05 PDF BibTeX XML Cite \textit{C. Czado}, Analyzing dependent data with vine copulas. A practical guide with R. Cham: Springer (2019; Zbl 1425.62001) Full Text: DOI
Yang, Guowu; Yang, Yuhong Minimax-rate adaptive nonparametric regression with unknown correlations of errors. (English) Zbl 1412.62046 Sci. China, Math. 62, No. 2, 227-244 (2019). MSC: 62G08 62C20 PDF BibTeX XML Cite \textit{G. Yang} and \textit{Y. Yang}, Sci. China, Math. 62, No. 2, 227--244 (2019; Zbl 1412.62046) Full Text: DOI
Allevi, E.; Boffino, L.; De Giuli, M. E.; Oggioni, G. Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems. (English) Zbl 1434.91058 Ann. Oper. Res. 274, No. 1-2, 1-37 (2019). MSC: 91G10 91G70 62H05 PDF BibTeX XML Cite \textit{E. Allevi} et al., Ann. Oper. Res. 274, No. 1--2, 1--37 (2019; Zbl 1434.91058) Full Text: DOI
Yoshiba, Toshinao Maximum likelihood estimation of skew-\(t\) copulas with its applications to stock returns. (English) Zbl 07192670 J. Stat. Comput. Simulation 88, No. 13, 2489-2506 (2018). MSC: 62E17 62H10 62H20 65C60 PDF BibTeX XML Cite \textit{T. Yoshiba}, J. Stat. Comput. Simulation 88, No. 13, 2489--2506 (2018; Zbl 07192670) Full Text: DOI
Durante, Fabrizio; Perrone, Elisa Asymmetric copulas and their application in design of experiments. (English) Zbl 1429.60024 Saminger-Platz, Susanne (ed.) et al., On logical, algebraic, and probabilistic aspects of fuzzy set theory. Cham: Springer. Stud. Fuzziness Soft Comput. 336, 157-172 (2018). MSC: 60E05 60A86 62K05 62K86 PDF BibTeX XML Cite \textit{F. Durante} and \textit{E. Perrone}, Stud. Fuzziness Soft Comput. 336, 157--172 (2018; Zbl 1429.60024) Full Text: DOI
Yang, Chen; Jiang, Wenjun; Wu, Jiang; Liu, Xin; Li, Zhichuan Clustering of financial instruments using jump tail dependence coefficient. (English) Zbl 1427.62124 Stat. Methods Appl. 27, No. 3, 491-513 (2018). MSC: 62P05 62H30 62H05 60G51 PDF BibTeX XML Cite \textit{C. Yang} et al., Stat. Methods Appl. 27, No. 3, 491--513 (2018; Zbl 1427.62124) Full Text: DOI
Rahmanishamsi, Jafar; Dolati, Ali; Aghabozorgi, Masoudreza R. A copula based ICA algorithm and its application to time series clustering. (English) Zbl 1422.62226 J. Classif. 35, No. 2, 230-249 (2018). MSC: 62H30 62H25 62H05 62M10 62P05 91B84 PDF BibTeX XML Cite \textit{J. Rahmanishamsi} et al., J. Classif. 35, No. 2, 230--249 (2018; Zbl 1422.62226) Full Text: DOI
Zeng, Ying Riemann problem to transport equations with delta initial data. (English) Zbl 1424.35036 Commun. Appl. Math. Comput. 32, No. 2, 295-304 (2018). MSC: 35B30 35B35 35L65 35L67 82C70 PDF BibTeX XML Cite \textit{Y. Zeng}, Commun. Appl. Math. Comput. 32, No. 2, 295--304 (2018; Zbl 1424.35036) Full Text: DOI
Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher Statistical arbitrage with vine copulas. (English) Zbl 1407.62178 Quant. Finance 18, No. 11, 1831-1849 (2018). MSC: 62H05 62P05 PDF BibTeX XML Cite \textit{J. Stübinger} et al., Quant. Finance 18, No. 11, 1831--1849 (2018; Zbl 1407.62178) Full Text: DOI
Maume-Deschamps, Véronique; Rullière, Didier; Said, Khalil Extremes for multivariate expectiles. (English) Zbl 1408.62106 Stat. Risk. Model. 35, No. 3-4, 111-140 (2018). MSC: 62H12 62G32 91G70 PDF BibTeX XML Cite \textit{V. Maume-Deschamps} et al., Stat. Risk. Model. 35, No. 3--4, 111--140 (2018; Zbl 1408.62106) Full Text: DOI
Daletskii, Alexei; Finkelshtein, Dmitri Non-equilibrium particle dynamics with unbounded number of interacting neighbors. (English) Zbl 1405.82020 J. Stat. Phys. 173, No. 6, 1639-1659 (2018). MSC: 82C22 34A12 34A30 60G55 PDF BibTeX XML Cite \textit{A. Daletskii} and \textit{D. Finkelshtein}, J. Stat. Phys. 173, No. 6, 1639--1659 (2018; Zbl 1405.82020) Full Text: DOI
Le Courtois, Olivier Some further results on the tempered multistable approach. (English) Zbl 1418.91611 Asia-Pac. Financ. Mark. 25, No. 2, 87-109 (2018). MSC: 91G70 60G44 60G52 PDF BibTeX XML Cite \textit{O. Le Courtois}, Asia-Pac. Financ. Mark. 25, No. 2, 87--109 (2018; Zbl 1418.91611) Full Text: DOI
Haven, Emmanuel; Khrennikova, Polina A quantum-probabilistic paradigm: non-consequential reasoning and state dependence in investment choice. (English) Zbl 1416.91117 J. Math. Econ. 78, 186-197 (2018). MSC: 91B16 91B06 81P16 91B80 PDF BibTeX XML Cite \textit{E. Haven} and \textit{P. Khrennikova}, J. Math. Econ. 78, 186--197 (2018; Zbl 1416.91117) Full Text: DOI
Marcondes, Diego; Simonis, Adilson; Barrera, Junior Feature selection from local lift dependence-based partitions. (English) Zbl 1397.62587 Polpo, Adriano (ed.) et al., Bayesian inference and maximum entropy methods in science and engineering. MaxEnt 37, Jarinu, Brazil, July 09–14, 2017. Cham: Springer (ISBN 978-3-319-91142-7/hbk; 978-3-319-91143-4/ebook). Springer Proceedings in Mathematics & Statistics 239, 43-53 (2018). MSC: 62P25 62F07 PDF BibTeX XML Cite \textit{D. Marcondes} et al., in: Bayesian inference and maximum entropy methods in science and engineering. MaxEnt 37, Jarinu, Brazil, July 09--14, 2017. Cham: Springer. 43--53 (2018; Zbl 1397.62587) Full Text: DOI
Su, Liangjun; Ju, Gaosheng Identifying latent grouped patterns in panel data models with interactive fixed effects. (English) Zbl 1452.62960 J. Econom. 206, No. 2, 554-573 (2018). MSC: 62P20 62M10 62H30 62J07 PDF BibTeX XML Cite \textit{L. Su} and \textit{G. Ju}, J. Econom. 206, No. 2, 554--573 (2018; Zbl 1452.62960) Full Text: DOI
Bhattacharya, Ayan; Roy, Parthanil A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular \(\mathbb{Z}^d\)-actions. (English) Zbl 1401.60055 J. Appl. Probab. 55, No. 1, 179-195 (2018). MSC: 60G10 60G60 62H15 37A40 PDF BibTeX XML Cite \textit{A. Bhattacharya} and \textit{P. Roy}, J. Appl. Probab. 55, No. 1, 179--195 (2018; Zbl 1401.60055) Full Text: DOI arXiv
Triki, Faouzi; Vauthrin, Margaux Mathematical modeling of the photoacoustic effect generated by the heating of metallic nanoparticles. (English) Zbl 1403.35296 Q. Appl. Math. 76, No. 4, 673-698 (2018). MSC: 35Q82 35B30 35R30 35Q35 35B34 82D80 82D35 78A35 78A40 92C37 76Q05 PDF BibTeX XML Cite \textit{F. Triki} and \textit{M. Vauthrin}, Q. Appl. Math. 76, No. 4, 673--698 (2018; Zbl 1403.35296) Full Text: DOI
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric expectiles. (English) Zbl 1398.62302 Scand. Actuar. J. 2018, No. 7, 629-659 (2018). MSC: 62P05 62H05 91B30 91G70 PDF BibTeX XML Cite \textit{K. Herrmann} et al., Scand. Actuar. J. 2018, No. 7, 629--659 (2018; Zbl 1398.62302) Full Text: DOI
Kamnitui, Noppadon; Fernández-Sánchez, Juan; Trutschnig, Wolfgang Maximum asymmetry of copulas revisited. (English) Zbl 1390.60059 Depend. Model. 6, 47-62 (2018). MSC: 60E05 62E10 28A12 62H05 PDF BibTeX XML Cite \textit{N. Kamnitui} et al., Depend. Model. 6, 47--62 (2018; Zbl 1390.60059) Full Text: DOI
Reshef, David N.; Reshef, Yakir A.; Sabeti, Pardis C.; Mitzenmacher, Michael An empirical study of the maximal and total information coefficients and leading measures of dependence. (English) Zbl 1393.62094 Ann. Appl. Stat. 12, No. 1, 123-155 (2018). MSC: 62P10 62H20 62G10 PDF BibTeX XML Cite \textit{D. N. Reshef} et al., Ann. Appl. Stat. 12, No. 1, 123--155 (2018; Zbl 1393.62094) Full Text: DOI Euclid
Polyakov, A. N.; Smirnova, A. N.; Stepovich, M. A.; Turtin, D. V. Mathematical model of qualitative properties of exciton diffusion generated by electron probe in a homogeneous semiconductor material. (English) Zbl 1393.82026 Lobachevskii J. Math. 39, No. 2, 259-262 (2018). MSC: 82D37 35Q82 35A01 35A02 35R30 PDF BibTeX XML Cite \textit{A. N. Polyakov} et al., Lobachevskii J. Math. 39, No. 2, 259--262 (2018; Zbl 1393.82026) Full Text: DOI
Li, Jinzhu A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model. (English) Zbl 06892602 Stat. Probab. Lett. 140, 23-32 (2018). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{J. Li}, Stat. Probab. Lett. 140, 23--32 (2018; Zbl 06892602) Full Text: DOI
Goldstein, Larry; Wiroonsri, Nathakhun Stein’s method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process. (English. French summary) Zbl 1393.60030 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 385-421 (2018). MSC: 60F05 82B30 60G60 PDF BibTeX XML Cite \textit{L. Goldstein} and \textit{N. Wiroonsri}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 385--421 (2018; Zbl 1393.60030) Full Text: DOI arXiv
Aflakparast, Mehran; De Gunst, Mathisca C. M.; van Wieringen, Wessel N. Reconstruction of molecular network evolution from cross-sectional omics data. (English) Zbl 1441.62272 Biom. J. 60, No. 3, 547-563 (2018). MSC: 62P10 62J07 62H30 PDF BibTeX XML Cite \textit{M. Aflakparast} et al., Biom. J. 60, No. 3, 547--563 (2018; Zbl 1441.62272) Full Text: DOI
Hwang, Hyung Ju; Jang, Juhi; Jung, Jaewoo The Fokker-Planck equation with absorbing boundary conditions in bounded domains. (English) Zbl 1392.35313 SIAM J. Math. Anal. 50, No. 2, 2194-2232 (2018). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35A09 35B30 35D30 82C31 35B65 35A15 35A01 35B45 PDF BibTeX XML Cite \textit{H. J. Hwang} et al., SIAM J. Math. Anal. 50, No. 2, 2194--2232 (2018; Zbl 1392.35313) Full Text: DOI
Bücher, Axel; Segers, Johan Inference for heavy tailed stationary time series based on sliding blocks. (English) Zbl 06864486 Electron. J. Stat. 12, No. 1, 1098-1125 (2018). MSC: 62G32 62M10 91B84 62P05 91G70 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{J. Segers}, Electron. J. Stat. 12, No. 1, 1098--1125 (2018; Zbl 06864486) Full Text: DOI Euclid arXiv
Yousuf, Kashif Variable screening for high dimensional time series. (English) Zbl 06864473 Electron. J. Stat. 12, No. 1, 667-702 (2018). MSC: 62F07 62J07 PDF BibTeX XML Cite \textit{K. Yousuf}, Electron. J. Stat. 12, No. 1, 667--702 (2018; Zbl 06864473) Full Text: DOI Euclid
Zhang, Xianyang; Cheng, Guang Gaussian approximation for high dimensional vector under physical dependence. (English) Zbl 1419.62257 Bernoulli 24, No. 4A, 2640-2675 (2018). MSC: 62M10 62E17 60F05 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{G. Cheng}, Bernoulli 24, No. 4A, 2640--2675 (2018; Zbl 1419.62257) Full Text: DOI Euclid
Tewes, Johannes Block bootstrap for the empirical process of long-range dependent data. (English) Zbl 1416.62239 J. Time Ser. Anal. 39, No. 1, 28-53 (2018). MSC: 62G09 62G10 PDF BibTeX XML Cite \textit{J. Tewes}, J. Time Ser. Anal. 39, No. 1, 28--53 (2018; Zbl 1416.62239) Full Text: DOI arXiv
Du, Lilun; Zou, Changliang On-line control of false discovery rates for multiple datastreams. (English) Zbl 1392.62345 J. Stat. Plann. Inference 194, 1-14 (2018). MSC: 62P30 62J15 PDF BibTeX XML Cite \textit{L. Du} and \textit{C. Zou}, J. Stat. Plann. Inference 194, 1--14 (2018; Zbl 1392.62345) Full Text: DOI
Ivanov, Roman V. On risk measuring in the variance-gamma model. (English) Zbl 1383.62244 Stat. Risk. Model. 35, No. 1-2, 23-33 (2018). MSC: 62P05 60G51 91G70 PDF BibTeX XML Cite \textit{R. V. Ivanov}, Stat. Risk. Model. 35, No. 1--2, 23--33 (2018; Zbl 1383.62244) Full Text: DOI
Bauer, Sebastian A non-relativistic model of plasma physics containing a radiation reaction term. (English) Zbl 1379.35315 Kinet. Relat. Models 11, No. 1, 25-42 (2018). MSC: 35Q83 35B30 35L60 78A40 82C21 82C22 82D10 35B65 35Q60 PDF BibTeX XML Cite \textit{S. Bauer}, Kinet. Relat. Models 11, No. 1, 25--42 (2018; Zbl 1379.35315) Full Text: DOI arXiv
Zdanowicz, Małgorzata; Peradzyński, Zbigniew Mixed problem for quasilinear hyperbolic system with coefficients functionally dependent on solution. (English) Zbl 1424.35248 An. Ştiinţ. Univ. “Ovidius” Constanţa, Ser. Mat. 25, No. 3, 215-244 (2017). MSC: 35L50 39Bxx 65M25 82D10 PDF BibTeX XML Cite \textit{M. Zdanowicz} and \textit{Z. Peradzyński}, An. Ştiinţ. Univ. ``Ovidius'' Constanţa, Ser. Mat. 25, No. 3, 215--244 (2017; Zbl 1424.35248) Full Text: DOI
Han, Weimin; Long, Feixiao; Cong, Wenxiang; Intes, Xavier; Wang, Ge Radiative transfer with delta-Eddington-type phase functions. (English) Zbl 1411.82035 Appl. Math. Comput. 300, 70-78 (2017). MSC: 82C70 92C35 35R30 PDF BibTeX XML Cite \textit{W. Han} et al., Appl. Math. Comput. 300, 70--78 (2017; Zbl 1411.82035) Full Text: DOI
Canay, Ivan A.; Romano, Joseph P.; Shaikh, Azeem M. Randomization tests under an approximate symmetry assumption. (English) Zbl 1410.62103 Econometrica 85, No. 3, 1013-1030 (2017). MSC: 62H30 62D05 PDF BibTeX XML Cite \textit{I. A. Canay} et al., Econometrica 85, No. 3, 1013--1030 (2017; Zbl 1410.62103) Full Text: DOI
Kojadinovic, Ivan Some copula inference procedures adapted to the presence of ties. (English) Zbl 06914546 Comput. Stat. Data Anal. 112, 24-41 (2017). MSC: 62 PDF BibTeX XML Cite \textit{I. Kojadinovic}, Comput. Stat. Data Anal. 112, 24--41 (2017; Zbl 06914546) Full Text: DOI
Ćmiel, Bogdan; Ledwina, Teresa Validation of positive expectation dependence. (English) Zbl 1393.60028 ESAIM, Probab. Stat. 21, 536-561 (2017). MSC: 60F05 62G09 62G10 62G20 PDF BibTeX XML Cite \textit{B. Ćmiel} and \textit{T. Ledwina}, ESAIM, Probab. Stat. 21, 536--561 (2017; Zbl 1393.60028) Full Text: DOI
Jiang, Hangjin; Shan, Yan; Wu, Qiongli Dependence measure: a comparative study. (Chinese. English summary) Zbl 1399.62094 Acta Math. Sci., Ser. A, Chin. Ed. 37, No. 5, 931-949 (2017). MSC: 62H20 91B82 PDF BibTeX XML Cite \textit{H. Jiang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 37, No. 5, 931--949 (2017; Zbl 1399.62094)
Liu, Haiyan; Wang, Ruodu Collective risk models with dependence uncertainty. (English) Zbl 1390.91196 ASTIN Bull. 47, No. 2, 361-389 (2017). MSC: 91B30 62P05 91G70 PDF BibTeX XML Cite \textit{H. Liu} and \textit{R. Wang}, ASTIN Bull. 47, No. 2, 361--389 (2017; Zbl 1390.91196) Full Text: DOI
Liu, Qingqing; Chen, Cen; Wang, Shijie The subexponentiality for two widely dependent random variables under the operations of minimum and maximum. (Chinese. English summary) Zbl 1399.62011 Acta Math. Appl. Sin. 40, No. 2, 279-286 (2017). MSC: 62E10 62G30 PDF BibTeX XML Cite \textit{Q. Liu} et al., Acta Math. Appl. Sin. 40, No. 2, 279--286 (2017; Zbl 1399.62011)
Al Janabi, Mazin A. M.; Arreola Hernandez, Jose; Berger, Theo; Nguyen, Duc Khuong Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (English) Zbl 1402.91659 Eur. J. Oper. Res. 259, No. 3, 1121-1131 (2017). MSC: 91G10 91G70 62P05 PDF BibTeX XML Cite \textit{M. A. M. Al Janabi} et al., Eur. J. Oper. Res. 259, No. 3, 1121--1131 (2017; Zbl 1402.91659) Full Text: DOI
Ding, A. Adam; Dy, Jennifer G.; Li, Yi; Chang, Yale A robust-equitable measure for feature ranking and selection. (English) Zbl 1440.62081 J. Mach. Learn. Res. 18(2017-2018), Paper No. 71, 46 p. (2017). MSC: 62F07 62F35 62H05 PDF BibTeX XML Cite \textit{A. A. Ding} et al., J. Mach. Learn. Res. 18, Paper No. 71, 46 p. (2017; Zbl 1440.62081) Full Text: Link
Rüschendorf, Ludger Risk bounds and partial dependence information. (English) Zbl 1383.62251 Ferger, Dietmar (ed.) et al., From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer (ISBN 978-3-319-50985-3/hbk; 978-3-319-50986-0/ebook). 345-366 (2017). MSC: 62P05 91G70 PDF BibTeX XML Cite \textit{L. Rüschendorf}, in: From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer. 345--366 (2017; Zbl 1383.62251) Full Text: DOI
Fan, Jishan; Alsaedi, Ahmed; Hayat, Tasawar; Zhou, Yong Global well-posedness and regularity criteria for epitaxial growth models. (English) Zbl 1386.82070 Comput. Math. Appl. 74, No. 3, 459-465 (2017). MSC: 82D25 82D37 82D55 35B30 35B65 35K30 PDF BibTeX XML Cite \textit{J. Fan} et al., Comput. Math. Appl. 74, No. 3, 459--465 (2017; Zbl 1386.82070) Full Text: DOI
Cifarelli, Donato Michele; Regazzini, Eugenio On the centennial anniversary of Gini’s theory of statistical relations. (English) Zbl 1384.62166 Metron 75, No. 2, 227-242 (2017). MSC: 62H05 62-03 01A60 01A70 PDF BibTeX XML Cite \textit{D. M. Cifarelli} and \textit{E. Regazzini}, Metron 75, No. 2, 227--242 (2017; Zbl 1384.62166) Full Text: DOI
Perrone, Elisa; Rappold, Andreas; Müller, Werner G. \(D_s\)-optimality in copula models. (English) Zbl 1384.62278 Stat. Methods Appl. 26, No. 3, 403-418 (2017). MSC: 62K05 62H05 62F10 PDF BibTeX XML Cite \textit{E. Perrone} et al., Stat. Methods Appl. 26, No. 3, 403--418 (2017; Zbl 1384.62278) Full Text: DOI
Bai, Shuyang; Taqqu, Murad S. On the validity of resampling methods under long memory. (English) Zbl 1395.62262 Ann. Stat. 45, No. 6, 2365-2399 (2017). Reviewer: Salim Bouzebda (Compiègne) MSC: 62M10 62G09 PDF BibTeX XML Cite \textit{S. Bai} and \textit{M. S. Taqqu}, Ann. Stat. 45, No. 6, 2365--2399 (2017; Zbl 1395.62262) Full Text: DOI Euclid arXiv
Basilevsky, Mikhail V.; Bormotova, Ekaterina A. Charge transfer kinetics in non-polar media including a local molecular mode: the temperature dependence in wide ranges. (English) Zbl 1387.82053 J. Math. Chem. 55, No. 4, 941-960 (2017). MSC: 82D37 PDF BibTeX XML Cite \textit{M. V. Basilevsky} and \textit{E. A. Bormotova}, J. Math. Chem. 55, No. 4, 941--960 (2017; Zbl 1387.82053) Full Text: DOI
Chan, Kin Wai; Yau, Chun Yip High-order corrected estimator of asymptotic variance with optimal bandwidth. (English) Zbl 1385.62010 Scand. J. Stat. 44, No. 4, 866-898 (2017). Reviewer: Fabio Rapallo (Alessandria) MSC: 62G05 62G09 62G20 PDF BibTeX XML Cite \textit{K. W. Chan} and \textit{C. Y. Yau}, Scand. J. Stat. 44, No. 4, 866--898 (2017; Zbl 1385.62010) Full Text: DOI
De Luca, Giovanni; Zuccolotto, Paola Dynamic tail dependence clustering of financial time series. (English) Zbl 1416.62581 Stat. Pap. 58, No. 3, 641-657 (2017). Reviewer: Anatoli Mogulskii (Novosibirsk) MSC: 62P05 62H30 62M10 91G70 PDF BibTeX XML Cite \textit{G. De Luca} and \textit{P. Zuccolotto}, Stat. Pap. 58, No. 3, 641--657 (2017; Zbl 1416.62581) Full Text: DOI
Geloun, Joseph Ben; Caravelli, Francesco On an ordering-dependent generalization of the Tutte polynomial. (English) Zbl 1373.82019 J. Stat. Phys. 168, No. 5, 1105-1124 (2017). MSC: 82B20 05C31 PDF BibTeX XML Cite \textit{J. B. Geloun} and \textit{F. Caravelli}, J. Stat. Phys. 168, No. 5, 1105--1124 (2017; Zbl 1373.82019) Full Text: DOI
Feldman, William M.; Souganidis, Panagiotis E. Homogenization and non-homogenization of certain non-convex Hamilton-Jacobi equations. (English. French summary) Zbl 1380.35014 J. Math. Pures Appl. (9) 108, No. 5, 751-782 (2017). Reviewer: Adrian Muntean (Karlstad) MSC: 35B27 35R60 35F21 60K35 35D40 PDF BibTeX XML Cite \textit{W. M. Feldman} and \textit{P. E. Souganidis}, J. Math. Pures Appl. (9) 108, No. 5, 751--782 (2017; Zbl 1380.35014) Full Text: DOI arXiv
Trindade, Marco A. S. Laws of large numbers for \(q\)-dependent random variables and nonextensive statistical mechanics. (English) Zbl 1371.82010 Int. J. Mod. Phys. B 31, No. 15, Article ID 1750117, 13 p. (2017). MSC: 82B05 60F05 60F15 PDF BibTeX XML Cite \textit{M. A. S. Trindade}, Int. J. Mod. Phys. B 31, No. 15, Article ID 1750117, 13 p. (2017; Zbl 1371.82010) Full Text: DOI
Yu, Guo; Bien, Jacob Learning local dependence in ordered data. (English) Zbl 1433.68385 J. Mach. Learn. Res. 18(2017-2018), Paper No. 42, 60 p. (2017). MSC: 68T05 62H12 62H20 62H22 62H30 62J07 PDF BibTeX XML Cite \textit{G. Yu} and \textit{J. Bien}, J. Mach. Learn. Res. 18, Paper No. 42, 60 p. (2017; Zbl 1433.68385) Full Text: Link arXiv
Maume-Deschamps, Véronique; Rullière, Didier; Said, Khalil Impact of dependence on some multivariate risk indicators. (English) Zbl 1369.62139 Methodol. Comput. Appl. Probab. 19, No. 2, 395-427 (2017). MSC: 62H30 62P05 91B30 PDF BibTeX XML Cite \textit{V. Maume-Deschamps} et al., Methodol. Comput. Appl. Probab. 19, No. 2, 395--427 (2017; Zbl 1369.62139) Full Text: DOI
Xu, Nuo; Huang, Xuan; Huang, Samuel A measure of general functional dependence between two continuous variables. (English) Zbl 1422.62207 Commun. Stat., Theory Methods 46, No. 9, 4327-4352 (2017). MSC: 62H20 62-04 62B05 PDF BibTeX XML Cite \textit{N. Xu} et al., Commun. Stat., Theory Methods 46, No. 9, 4327--4352 (2017; Zbl 1422.62207) Full Text: DOI
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu Risk bounds for factor models. (English) Zbl 1443.91338 Finance Stoch. 21, No. 3, 631-659 (2017). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{C. Bernard} et al., Finance Stoch. 21, No. 3, 631--659 (2017; Zbl 1443.91338) Full Text: DOI
Gietl, Christoph; Reffel, Fabian P. Continuity of \(f\)-projections and applications to the iterative proportional fitting procedure. (English) Zbl 1419.62013 Statistics 51, No. 3, 668-684 (2017). MSC: 62B10 62H17 90C25 PDF BibTeX XML Cite \textit{C. Gietl} and \textit{F. P. Reffel}, Statistics 51, No. 3, 668--684 (2017; Zbl 1419.62013) Full Text: DOI
Mao, Yanzhu; Wang, Kaiyong; Zhu, Ling; Ren, Yue Asymptotics for the finite-time ruin probability of a risk model with a general counting process. (English) Zbl 1369.62281 Japan J. Ind. Appl. Math. 34, No. 1, 243-252 (2017). MSC: 62P05 62E10 60F05 91B30 PDF BibTeX XML Cite \textit{Y. Mao} et al., Japan J. Ind. Appl. Math. 34, No. 1, 243--252 (2017; Zbl 1369.62281) Full Text: DOI
Saïda, Abdallah Ben; Prigent, Jean-Luc On the diversity score: a copula approach. (English) Zbl 1369.62284 Statistics 51, No. 1, 188-204 (2017). MSC: 62P05 91G70 91G40 PDF BibTeX XML Cite \textit{A. B. Saïda} and \textit{J.-L. Prigent}, Statistics 51, No. 1, 188--204 (2017; Zbl 1369.62284) Full Text: DOI
Colli, Pierluigi; Gilardi, Gianni; Nakayashiki, Ryota; Shirakawa, Ken A class of quasi-linear Allen-Cahn type equations with dynamic boundary conditions. (English) Zbl 1372.35162 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 158, 32-59 (2017). MSC: 35K61 35K55 35K59 82C26 35B30 PDF BibTeX XML Cite \textit{P. Colli} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 158, 32--59 (2017; Zbl 1372.35162) Full Text: DOI arXiv