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Found 1,348 Documents (Results 1–100)

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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).
MSC:  60E15 60C05
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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).
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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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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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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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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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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).
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