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Found 1,348 Documents (Results 1–100)

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Maurer, Andreas

Entropy and concentration. (English) Zbl 07471337

De Mari, Filippo (ed.) et al., Harmonic and applied analysis. From Radon transforms to machine learning. Based on contributions presented at the 2nd and 3rd summer schools on applied harmonic analysis, University of Genova, Genova, Italy, 2017 and 2019. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 55-100 (2021).
Reviewer: Fraser Daly (Edinburgh)
MSC:  60E15 60C05
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\textit{A. Maurer}, in: Harmonic and applied analysis. From Radon transforms to machine learning. Based on contributions presented at the 2nd and 3rd summer schools on applied harmonic analysis, University of Genova, Genova, Italy, 2017 and 2019. Cham: Birkhäuser. 55--100 (2021; Zbl 07471337)
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Simarova, E. N.

Limit theorems for the generalized perimeters of random inscribed polygons. II. (English. Russian original) Zbl 1468.62285

Vestn. St. Petersbg. Univ., Math. 54, No. 1, 78-85 (2021); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 8(66), No. 1, 101-110 (2021).
MSC:  62G32 62R20 60F05 60D05
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\textit{E. N. Simarova}, Vestn. St. Petersbg. Univ., Math. 54, No. 1, 78--85 (2021; Zbl 1468.62285); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 8(66), No. 1, 101--110 (2021)
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Salazar Flores, Yuri; Díaz Hernández, Adán

Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach. (English) Zbl 1464.62286

J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021).
MSC:  62H05 62G05 62G32 62M10 60F10 60G55 62P05
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\textit{Y. Salazar Flores} and \textit{A. Díaz Hernández}, J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021; Zbl 1464.62286)
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Lai, Wing-Choong; Goh, Kim-Leng

Copulas and tail dependence in finance. (English) Zbl 1455.62200

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499-2524 (2021).
MSC:  62P05 62H05
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\textit{W.-C. Lai} and \textit{K.-L. Goh}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499--2524 (2021; Zbl 1455.62200)
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Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng

Simultaneously capturing multiple dependence features in bank risk integration: a mixture copula framework. (English) Zbl 1454.91334

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1485-1518 (2021).
MSC:  91G40 62P05 62H05
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\textit{X. Zhu} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1485--1518 (2021; Zbl 1454.91334)
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Simarova, E. N.

Limit theorems for generalized perimeters of random inscribed polygons. I. (English. Russian original) Zbl 1454.60037

Vestn. St. Petersbg. Univ., Math. 53, No. 4, 434-442 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 4, 678-687 (2020).
MSC:  60F05 62G32 60D05
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\textit{E. N. Simarova}, Vestn. St. Petersbg. Univ., Math. 53, No. 4, 434--442 (2020; Zbl 1454.60037); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 4, 678--687 (2020)
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Bel’kov, I. V.; Nevzorov, V. B.

On one problem of the optimal choice of record values. (English. Russian original) Zbl 1459.60029

J. Math. Sci., New York 244, No. 5, 718-722 (2020); translation from Zap. Nauchn. Semin. POMI 466, 30-37 (2017).
MSC:  60E05 62G32 62G30
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\textit{I. V. Bel'kov} and \textit{V. B. Nevzorov}, J. Math. Sci., New York 244, No. 5, 718--722 (2020; Zbl 1459.60029); translation from Zap. Nauchn. Semin. POMI 466, 30--37 (2017)
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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
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\textit{J. P. Nolan}, Univariate stable distributions. Models for heavy tailed data. Cham: Springer (2020; Zbl 1455.62003)
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