Wang, Lu; Ahmad, Ferhana; Luo, Gong-li; Umar, Muhammad; Kirikkaleli, Dervis Portfolio optimization of financial commodities with energy futures. (English) Zbl 07550843 Ann. Oper. Res. 313, No. 1, 401-439 (2022). MSC: 91G10 90C20 90C29 62P05 90B50 PDF BibTeX XML Cite \textit{L. Wang} et al., Ann. Oper. Res. 313, No. 1, 401--439 (2022; Zbl 07550843) Full Text: DOI OpenURL
Qi, Yue Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models. (English) Zbl 07550795 Ann. Oper. Res. 311, No. 2, 1203-1227 (2022). MSC: 91G10 90C29 91B06 91G80 90C20 PDF BibTeX XML Cite \textit{Y. Qi}, Ann. Oper. Res. 311, No. 2, 1203--1227 (2022; Zbl 07550795) Full Text: DOI OpenURL
Marandi, Ahmadreza; Ben-Tal, Aharon; den Hertog, Dick; Melenberg, Bertrand Extending the scope of robust quadratic optimization. (English) Zbl 07549374 INFORMS J. Comput. 34, No. 1, 211-226 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{A. Marandi} et al., INFORMS J. Comput. 34, No. 1, 211--226 (2022; Zbl 07549374) Full Text: DOI OpenURL
Nguyen, Lam M.; van Dijk, Marten; Phan, Dzung T.; Nguyen, Phuong Ha; Weng, Tsui-Wei; Kalagnanam, Jayant R. Finite-sum smooth optimization with SARAH. (English) Zbl 07548103 Comput. Optim. Appl. 82, No. 3, 561-593 (2022). MSC: 90Cxx PDF BibTeX XML Cite \textit{L. M. Nguyen} et al., Comput. Optim. Appl. 82, No. 3, 561--593 (2022; Zbl 07548103) Full Text: DOI OpenURL
Betken, Carina; Schulte, Matthias; Thäle, Christoph Variance asymptotics and central limit theory for geometric functionals of Poisson cylinder processes. (English) Zbl 07548094 Electron. J. Probab. 27, Paper No. 79, 47 p. (2022). MSC: 60D05 52A22 53C65 60F05 60G55 PDF BibTeX XML Cite \textit{C. Betken} et al., Electron. J. Probab. 27, Paper No. 79, 47 p. (2022; Zbl 07548094) Full Text: DOI OpenURL
Bartel, Felix; Potts, Daniel; Schmischke, Michael Grouped transformations and regularization in high-dimensional explainable ANOVA approximation. (English) Zbl 07547927 SIAM J. Sci. Comput. 44, No. 3, A1606-A1631 (2022). MSC: 65Txx 42B05 PDF BibTeX XML Cite \textit{F. Bartel} et al., SIAM J. Sci. Comput. 44, No. 3, A1606--A1631 (2022; Zbl 07547927) Full Text: DOI OpenURL
Ding, Zhiyan; Li, Qin Constrained ensemble Langevin Monte Carlo. (English) Zbl 07547909 Found. Data Sci. 4, No. 1, 37-70 (2022). MSC: 65C05 82C31 PDF BibTeX XML Cite \textit{Z. Ding} and \textit{Q. Li}, Found. Data Sci. 4, No. 1, 37--70 (2022; Zbl 07547909) Full Text: DOI OpenURL
Besstremyannaya, Galina; Golovan, Sergei Disentangling the impact of mean reversion in estimating policy response with dynamic panels. (English) Zbl 07547641 Depend. Model. 10, 58-86 (2022). MSC: 62P20 62M10 62J10 PDF BibTeX XML Cite \textit{G. Besstremyannaya} and \textit{S. Golovan}, Depend. Model. 10, 58--86 (2022; Zbl 07547641) Full Text: DOI OpenURL
Puerto, Justo; Ricca, Federica; Rodríguez-Madrena, Moisés; Scozzari, Andrea A combinatorial optimization approach to scenario filtering in portfolio selection. (English) Zbl 07546480 Comput. Oper. Res. 142, Article ID 105701, 14 p. (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{J. Puerto} et al., Comput. Oper. Res. 142, Article ID 105701, 14 p. (2022; Zbl 07546480) Full Text: DOI OpenURL
El-Horbaty, Yahia S. Testing the absence of random effects in the nested-error regression model using orthogonal transformations. (English) Zbl 07545889 Commun. Stat., Simulation Comput. 51, No. 5, 2736-2746 (2022). MSC: 62F03 62J05 PDF BibTeX XML Cite \textit{Y. S. El-Horbaty}, Commun. Stat., Simulation Comput. 51, No. 5, 2736--2746 (2022; Zbl 07545889) Full Text: DOI OpenURL
Doğan, İlkay A simulation study comparing model fit measures of structural equation modeling with multivariate contaminated normal distribution. (English) Zbl 07545878 Commun. Stat., Simulation Comput. 51, No. 5, 2526-2536 (2022). MSC: 62D05 62E10 62H25 62J10 PDF BibTeX XML Cite \textit{İ. Doğan}, Commun. Stat., Simulation Comput. 51, No. 5, 2526--2536 (2022; Zbl 07545878) Full Text: DOI OpenURL
Regis, Marta; Brini, Alberto; Nooraee, Nazanin; Haakma, Reinder; van den Heuvel, Edwin R. The \(t\) linear mixed model: model formulation, identifiability and estimation. (English) Zbl 07545866 Commun. Stat., Simulation Comput. 51, No. 5, 2318-2342 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Regis} et al., Commun. Stat., Simulation Comput. 51, No. 5, 2318--2342 (2022; Zbl 07545866) Full Text: DOI OpenURL
Alao, Virgelio M.; Lansangan, Joseph Ryan G.; Barrios, Erniel B. Estimation of semiparametric mixed analysis of covariance model. (English) Zbl 07545865 Commun. Stat., Simulation Comput. 51, No. 5, 2301-2317 (2022). MSC: 62J10 62F40 62G08 PDF BibTeX XML Cite \textit{V. M. Alao} et al., Commun. Stat., Simulation Comput. 51, No. 5, 2301--2317 (2022; Zbl 07545865) Full Text: DOI OpenURL
Singh, Garib Nath; Khalid, Mohd A composite class of estimators to deal with the issue of variance estimation under the situations of random non-response in two-occasion successive sampling. (English) Zbl 07545815 Commun. Stat., Simulation Comput. 51, No. 4, 1454-1473 (2022). MSC: 62D05 PDF BibTeX XML Cite \textit{G. N. Singh} and \textit{M. Khalid}, Commun. Stat., Simulation Comput. 51, No. 4, 1454--1473 (2022; Zbl 07545815) Full Text: DOI OpenURL
Avagyan, Vahe; Mei, Xiaoling Precision matrix estimation under data contamination with an application to minimum variance portfolio selection. (English) Zbl 07545811 Commun. Stat., Simulation Comput. 51, No. 4, 1381-1400 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{V. Avagyan} and \textit{X. Mei}, Commun. Stat., Simulation Comput. 51, No. 4, 1381--1400 (2022; Zbl 07545811) Full Text: DOI OpenURL
Grzesiek, Aleksandra; Teuerle, Marek; Wyłomańska, Agnieszka Cross-codifference for bidimensional VAR(1) time series with infinite variance. (English) Zbl 07545810 Commun. Stat., Simulation Comput. 51, No. 3, 1355-1380 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Grzesiek} et al., Commun. Stat., Simulation Comput. 51, No. 3, 1355--1380 (2022; Zbl 07545810) Full Text: DOI OpenURL
Garcin, Matthieu; Grasselli, Martino Long versus short time scales: the rough dilemma and beyond. (English) Zbl 07544264 Decis. Econ. Finance 45, No. 1, 257-278 (2022). MSC: 91G99 91B25 60F10 PDF BibTeX XML Cite \textit{M. Garcin} and \textit{M. Grasselli}, Decis. Econ. Finance 45, No. 1, 257--278 (2022; Zbl 07544264) Full Text: DOI OpenURL
South, L. F.; Karvonen, T.; Nemeth, C.; Girolami, M.; Oates, C. J. Semi-exact control functionals from Sard’s method. (English) Zbl 07543328 Biometrika 109, No. 2, 351-367 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. F. South} et al., Biometrika 109, No. 2, 351--367 (2022; Zbl 07543328) Full Text: DOI OpenURL
Kwong, Hok Shing; Nadarajah, Saralees Upper bound for variance of finite mixtures of power exponential distributions. (English) Zbl 07541645 Math. Slovaca 72, No. 3, 807-812 (2022). MSC: 62E99 PDF BibTeX XML Cite \textit{H. S. Kwong} and \textit{S. Nadarajah}, Math. Slovaca 72, No. 3, 807--812 (2022; Zbl 07541645) Full Text: DOI OpenURL
Boonen, Tim J.; Jiang, Wenjun Mean-variance insurance design with counterparty risk and incentive compatibility. (English) Zbl 07540874 ASTIN Bull. 52, No. 2, 645-667 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{W. Jiang}, ASTIN Bull. 52, No. 2, 645--667 (2022; Zbl 07540874) Full Text: DOI OpenURL
Ananda, Malwane M. A.; Weerahandi, Samaradasa A note on the limitations of the CAT procedure with application to mixed-effects models. (English) Zbl 07540830 Commun. Stat., Simulation Comput. 51, No. 6, 3138-3148 (2022). MSC: 62F03 62-08 PDF BibTeX XML Cite \textit{M. M. A. Ananda} and \textit{S. Weerahandi}, Commun. Stat., Simulation Comput. 51, No. 6, 3138--3148 (2022; Zbl 07540830) Full Text: DOI OpenURL
Vishwakarma, Gajendra K.; Gupta, Shubham Shrinkage estimator for scale parameter of gamma distribution. (English) Zbl 07540826 Commun. Stat., Simulation Comput. 51, No. 6, 3073-3080 (2022). MSC: 62E10 62F10 62J07 PDF BibTeX XML Cite \textit{G. K. Vishwakarma} and \textit{S. Gupta}, Commun. Stat., Simulation Comput. 51, No. 6, 3073--3080 (2022; Zbl 07540826) Full Text: DOI OpenURL
Gaunt, Robert E. Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances. (English) Zbl 07540692 J. Math. Anal. Appl. 514, No. 1, Article ID 126274, 32 p. (2022). MSC: 60Fxx 60Hxx 60Gxx PDF BibTeX XML Cite \textit{R. E. Gaunt}, J. Math. Anal. Appl. 514, No. 1, Article ID 126274, 32 p. (2022; Zbl 07540692) Full Text: DOI OpenURL
Yuan, Yu; Liang, Zhibin; Han, Xia Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. (English) Zbl 07540569 Scand. Actuar. J. 2022, No. 4, 328-355 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Yuan} et al., Scand. Actuar. J. 2022, No. 4, 328--355 (2022; Zbl 07540569) Full Text: DOI OpenURL
Cherabli, Meriem; Ourbih-Tari, Megdouda; Boubalou, Meriem Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem. (English) Zbl 07537031 Monte Carlo Methods Appl. 28, No. 2, 175-188 (2022). MSC: 65C05 00A72 11K45 62D05 90C27 90C59 PDF BibTeX XML Cite \textit{M. Cherabli} et al., Monte Carlo Methods Appl. 28, No. 2, 175--188 (2022; Zbl 07537031) Full Text: DOI OpenURL
Shin, Yang Woo An algorithm for asymptotic mean and variance for Markov renewal process of \(M/G/1\) type with finite level. (English) Zbl 07536582 Methodol. Comput. Appl. Probab. 24, No. 1, 195-212 (2022). MSC: 60K20 60K25 PDF BibTeX XML Cite \textit{Y. W. Shin}, Methodol. Comput. Appl. Probab. 24, No. 1, 195--212 (2022; Zbl 07536582) Full Text: DOI OpenURL
Liu, Ying; Vats, Dootika; Flegal, James M. Batch size selection for variance estimators in MCMC. (English) Zbl 07536578 Methodol. Comput. Appl. Probab. 24, No. 1, 65-93 (2022). MSC: 62F15 60J22 PDF BibTeX XML Cite \textit{Y. Liu} et al., Methodol. Comput. Appl. Probab. 24, No. 1, 65--93 (2022; Zbl 07536578) Full Text: DOI OpenURL
Lee, Min-Ku; Kim, See-Woo; Kim, Jeong-Hoon Variance swaps under multiscale stochastic volatility of volatility. (English) Zbl 07536577 Methodol. Comput. Appl. Probab. 24, No. 1, 39-64 (2022). MSC: 91G20 60J60 35Q91 PDF BibTeX XML Cite \textit{M.-K. Lee} et al., Methodol. Comput. Appl. Probab. 24, No. 1, 39--64 (2022; Zbl 07536577) Full Text: DOI OpenURL
Chunxiang, A.; Shen, Yang; Zeng, Yan Dynamic asset-liability management problem in a continuous-time model with delay. (English) Zbl 07536212 Int. J. Control 95, No. 5, 1315-1336 (2022). MSC: 93-XX PDF BibTeX XML Cite \textit{A. Chunxiang} et al., Int. J. Control 95, No. 5, 1315--1336 (2022; Zbl 07536212) Full Text: DOI OpenURL
Lu, Kevin W. Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination. (English) Zbl 07535467 Stat. Inference Stoch. Process. 25, No. 2, 365-396 (2022). MSC: 62M05 60G51 60G10 62F10 60E10 60H05 PDF BibTeX XML Cite \textit{K. W. Lu}, Stat. Inference Stoch. Process. 25, No. 2, 365--396 (2022; Zbl 07535467) Full Text: DOI OpenURL
Klose, Bettina; Schweinzer, Paul Auctioning risk: the all-pay auction under mean-variance preferences. (English) Zbl 07535158 Econ. Theory 73, No. 4, 881-916 (2022). MSC: 91B26 91A27 PDF BibTeX XML Cite \textit{B. Klose} and \textit{P. Schweinzer}, Econ. Theory 73, No. 4, 881--916 (2022; Zbl 07535158) Full Text: DOI OpenURL
Kananthai, Amnuay; Thailert, Ekkarath On some properties of the option price related to the solution of the Black-Scholes equation. (English) Zbl 07534809 Thai J. Math. 20, No. 1, 503-510 (2022). MSC: 91G20 35Q91 PDF BibTeX XML Cite \textit{A. Kananthai} and \textit{E. Thailert}, Thai J. Math. 20, No. 1, 503--510 (2022; Zbl 07534809) Full Text: Link OpenURL
Gasimli, Vasif; Jiang, Minghui; Yuan, Xuchuan; Mammadov, Elvir; Sarkhanov, Teymur An application of a game-theory model considering loyal customers and the role of rating variances in ebusiness decision-making process. (English) Zbl 07534362 Int. J. Inf. Manage. Sci. 33, No. 1, 55-76 (2022). MSC: 90B50 PDF BibTeX XML Cite \textit{V. Gasimli} et al., Int. J. Inf. Manage. Sci. 33, No. 1, 55--76 (2022; Zbl 07534362) Full Text: DOI OpenURL
Goldberg, Lisa R.; Papanicolaou, Alex; Shkolnik, Alex The dispersion bias. (English) Zbl 07533968 SIAM J. Financ. Math. 13, No. 2, 521-550 (2022). MSC: 62P05 PDF BibTeX XML Cite \textit{L. R. Goldberg} et al., SIAM J. Financ. Math. 13, No. 2, 521--550 (2022; Zbl 07533968) Full Text: DOI OpenURL
Chevalier, Etienne; Pulido, Sergio; Zúñiga, Elizabeth American options in the Volterra Heston model. (English) Zbl 07533965 SIAM J. Financ. Math. 13, No. 2, 426-458 (2022). MSC: 91G20 60G40 44A10 PDF BibTeX XML Cite \textit{E. Chevalier} et al., SIAM J. Financ. Math. 13, No. 2, 426--458 (2022; Zbl 07533965) Full Text: DOI OpenURL
Hertrich, Johannes; Steidl, Gabriele Inertial stochastic PALM and applications in machine learning. (English) Zbl 07533932 Sampl. Theory Signal Process. Data Anal. 20, No. 1, Paper No. 4, 33 p. (2022). MSC: 65K05 60H25 90C15 90C26 68T07 PDF BibTeX XML Cite \textit{J. Hertrich} and \textit{G. Steidl}, Sampl. Theory Signal Process. Data Anal. 20, No. 1, Paper No. 4, 33 p. (2022; Zbl 07533932) Full Text: DOI OpenURL
Haq, Abdul; Akhtar, Shareen Auxiliary information based maximum EWMA and DEWMA charts with variable sampling intervals for process mean and variance. (English) Zbl 07533566 Commun. Stat., Theory Methods 51, No. 12, 3985-4005 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Haq} and \textit{S. Akhtar}, Commun. Stat., Theory Methods 51, No. 12, 3985--4005 (2022; Zbl 07533566) Full Text: DOI OpenURL
Wang, Tonghui; Wang, Liming; Zhou, Xian Estimation in single-index varying-coefficient panel data model. (English) Zbl 07533562 Commun. Stat., Theory Methods 51, No. 12, 3864-3885 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Wang} et al., Commun. Stat., Theory Methods 51, No. 12, 3864--3885 (2022; Zbl 07533562) Full Text: DOI OpenURL
Suzuki, Masataka Smooth ambiguity preferences and asset prices with a jump-diffusion process. (English) Zbl 07532618 Quant. Finance 22, No. 5, 871-887 (2022). MSC: 91G30 91G20 60J74 PDF BibTeX XML Cite \textit{M. Suzuki}, Quant. Finance 22, No. 5, 871--887 (2022; Zbl 07532618) Full Text: DOI OpenURL
Xing, Yue; Sit, Tony; Ying Wong, Hoi Variance reduction for risk measures with importance sampling in nested simulation. (English) Zbl 07532605 Quant. Finance 22, No. 4, 657-673 (2022). MSC: 91G60 65C05 91G70 91G20 60G40 PDF BibTeX XML Cite \textit{Y. Xing} et al., Quant. Finance 22, No. 4, 657--673 (2022; Zbl 07532605) Full Text: DOI OpenURL
Auster, Johan; Mathys, Ludovic; Maeder, Fabio JDOI variance reduction method and the pricing of American-style options. (English) Zbl 07532604 Quant. Finance 22, No. 4, 639-656 (2022). MSC: 91G60 65R20 65C05 91G20 60G40 PDF BibTeX XML Cite \textit{J. Auster} et al., Quant. Finance 22, No. 4, 639--656 (2022; Zbl 07532604) Full Text: DOI OpenURL
Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail variance for Generalized Skew-Elliptical distributions. (English) Zbl 07532288 Commun. Stat., Theory Methods 51, No. 2, 519-536 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, Commun. Stat., Theory Methods 51, No. 2, 519--536 (2022; Zbl 07532288) Full Text: DOI OpenURL
Zhong, Junjiang; Wen, Miin-Jye; Cheung, Siu Hung; Poon, Wai-Yin Simultaneous tests of non inferiority and superiority in three-arm clinical studies with heterogeneous variance. (English) Zbl 07532271 Commun. Stat., Theory Methods 51, No. 1, 249-266 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Zhong} et al., Commun. Stat., Theory Methods 51, No. 1, 249--266 (2022; Zbl 07532271) Full Text: DOI OpenURL
Stoklasa, Jan; Luukka, Pasi; Collan, Mikael On the relationship between possibilistic and standard moments of fuzzy numbers. (English) Zbl 07531717 J. Comput. Appl. Math. 411, Article ID 114276, 14 p. (2022). MSC: 03Exx 91Gxx 94Dxx PDF BibTeX XML Cite \textit{J. Stoklasa} et al., J. Comput. Appl. Math. 411, Article ID 114276, 14 p. (2022; Zbl 07531717) Full Text: DOI OpenURL
He, Xue Dong; Jiang, Zhaoli Mean-variance portfolio selection with dynamic targets for expected terminal wealth. (English) Zbl 07528002 Math. Oper. Res. 47, No. 1, 587-615 (2022). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{X. D. He} and \textit{Z. Jiang}, Math. Oper. Res. 47, No. 1, 587--615 (2022; Zbl 07528002) Full Text: DOI OpenURL
Lim, Tongseok; McCann, Robert J. Geometrical bounds for variance and recentered moments. (English) Zbl 07527989 Math. Oper. Res. 47, No. 1, 286-296 (2022). MSC: 62H05 49N15 52A40 60E15 90C46 PDF BibTeX XML Cite \textit{T. Lim} and \textit{R. J. McCann}, Math. Oper. Res. 47, No. 1, 286--296 (2022; Zbl 07527989) Full Text: DOI OpenURL
Friz, Peter K.; Gatheral, Jim; Radoičić, Radoš Forests, cumulants, martingales. (English) Zbl 07527829 Ann. Probab. 50, No. 4, 1418-1445 (2022). MSC: 60G44 60H99 60L70 PDF BibTeX XML Cite \textit{P. K. Friz} et al., Ann. Probab. 50, No. 4, 1418--1445 (2022; Zbl 07527829) Full Text: DOI OpenURL
Morris, Lindsay Spatio-temporal modelling for nonstationary point referenced data. (Abstract of thesis). (English) Zbl 07527757 Bull. Aust. Math. Soc. 105, No. 3, 518-519 (2022). MSC: 62J10 62C10 62H11 PDF BibTeX XML Cite \textit{L. Morris}, Bull. Aust. Math. Soc. 105, No. 3, 518--519 (2022; Zbl 07527757) Full Text: DOI OpenURL
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen Fluctuations of the number of excursion sets of planar Gaussian fields. (English) Zbl 07527324 Probab. Math. Phys. 3, No. 1, 105-144 (2022). MSC: 60G15 60G60 PDF BibTeX XML Cite \textit{D. Beliaev} et al., Probab. Math. Phys. 3, No. 1, 105--144 (2022; Zbl 07527324) Full Text: DOI OpenURL
Fertl, Lukas; Bura, Efstathia Conditional variance estimator for sufficient dimension reduction. (English) Zbl 07526609 Bernoulli 28, No. 3, 1862-1891 (2022). MSC: 62Gxx 62Hxx 62Jxx PDF BibTeX XML Cite \textit{L. Fertl} and \textit{E. Bura}, Bernoulli 28, No. 3, 1862--1891 (2022; Zbl 07526609) Full Text: DOI Link OpenURL
Belomestny, Denis; Iosipoi, Leonid; Paris, Quentin; Zhivotovskiy, Nikita Empirical variance minimization with applications in variance reduction and optimal control. (English) Zbl 07526588 Bernoulli 28, No. 2, 1382-1407 (2022). MSC: 62Gxx 62Hxx 60Gxx PDF BibTeX XML Cite \textit{D. Belomestny} et al., Bernoulli 28, No. 2, 1382--1407 (2022; Zbl 07526588) Full Text: DOI Link OpenURL
Devriendt, Karel; Martin-Gutierrez, Samuel; Lambiotte, Renaud Variance and covariance of distributions on graphs. (English) Zbl 07525526 SIAM Rev. 64, No. 2, 343-359 (2022). MSC: 05D40 05C82 05C12 05C69 05C80 90C35 05C85 60C05 PDF BibTeX XML Cite \textit{K. Devriendt} et al., SIAM Rev. 64, No. 2, 343--359 (2022; Zbl 07525526) Full Text: DOI OpenURL
Broto, Baptiste; Bachoc, François; Clouvel, Laura; Martinez, Jean-Marc Block-diagonal covariance estimation and application to the Shapley effects in sensitivity analysis. (English) Zbl 1485.62095 SIAM/ASA J. Uncertain. Quantif. 10, 379-403 (2022). MSC: 62J10 PDF BibTeX XML Cite \textit{B. Broto} et al., SIAM/ASA J. Uncertain. Quantif. 10, 379--403 (2022; Zbl 1485.62095) Full Text: DOI OpenURL
Yakymiv, Arsen L. Variance of the number of cycles of random \(A\)-permutation. (English. Russian original) Zbl 07524576 Discrete Math. Appl. 32, No. 1, 59-68 (2022); translation from Diskretn. Mat. 32, No. 3, 135-146 (2020). MSC: 05A05 PDF BibTeX XML Cite \textit{A. L. Yakymiv}, Discrete Math. Appl. 32, No. 1, 59--68 (2022; Zbl 07524576); translation from Diskretn. Mat. 32, No. 3, 135--146 (2020) Full Text: DOI OpenURL
John, David Ikwuoche; Ebenezer, Asiribo Osebekwin; Garba, Dikko Hussaini A Weibull split-plot design model and analysis. (English) Zbl 07524264 Thail. Stat. 20, No. 2, 420-434 (2022). MSC: 62K15 62J10 62K20 62B10 62F10 PDF BibTeX XML Cite \textit{D. I. John} et al., Thail. Stat. 20, No. 2, 420--434 (2022; Zbl 07524264) Full Text: Link OpenURL
Sutradhar, Brajendra C. Fixed versus mixed effects based marginal models for clustered correlated binary data: an overview on advances and challenges. (English) Zbl 07523483 Sankhyā, Ser. B 84, No. 1, 259-302 (2022). MSC: 62F10 62H20 62F12 PDF BibTeX XML Cite \textit{B. C. Sutradhar}, Sankhyā, Ser. B 84, No. 1, 259--302 (2022; Zbl 07523483) Full Text: DOI OpenURL
Zhang, Zhongwei; Huser, Raphaël; Opitz, Thomas; Wadsworth, Jennifer Modeling spatial extremes using normal mean-variance mixtures. (English) Zbl 07523468 Extremes 25, No. 2, 175-197 (2022). MSC: 60G70 60E07 62H20 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Extremes 25, No. 2, 175--197 (2022; Zbl 07523468) Full Text: DOI OpenURL
Hu, Chin-Yuan; Lin, Gwo Dong Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments. (English) Zbl 07523346 Ann. Inst. Stat. Math. 74, No. 3, 473-488 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{C.-Y. Hu} and \textit{G. D. Lin}, Ann. Inst. Stat. Math. 74, No. 3, 473--488 (2022; Zbl 07523346) Full Text: DOI OpenURL
Bera, Anil; Doğan, Osman; Taspinar, Suleyman Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality. (English) Zbl 07523314 Hacet. J. Math. Stat. 51, No. 1, 253-272 (2022). MSC: 62F03 62F05 62F35 62M10 PDF BibTeX XML Cite \textit{A. Bera} et al., Hacet. J. Math. Stat. 51, No. 1, 253--272 (2022; Zbl 07523314) Full Text: DOI OpenURL
De Stefano, Domenico; Pauli, Francesco; Torelli, Nicola Preelectoral polls variability: a hierarchical Bayesian model to assess the role of house effects with application to Italian elections. (English) Zbl 07522942 Ann. Appl. Stat. 16, No. 1, 460-476 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{D. De Stefano} et al., Ann. Appl. Stat. 16, No. 1, 460--476 (2022; Zbl 07522942) Full Text: DOI OpenURL
Engmann, Gideon Mensah; Han, Dong The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change. (English) Zbl 07522695 J. Appl. Stat. 49, No. 6, 1540-1558 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{G. M. Engmann} and \textit{D. Han}, J. Appl. Stat. 49, No. 6, 1540--1558 (2022; Zbl 07522695) Full Text: DOI OpenURL
Bomarito, G. F.; Leser, P. E.; Warner, J. E.; Leser, W. P. On the optimization of approximate control variates with parametrically defined estimators. (English) Zbl 07517168 J. Comput. Phys. 451, Article ID 110882, 20 p. (2022). MSC: 65Cxx 62Fxx 62Hxx PDF BibTeX XML Cite \textit{G. F. Bomarito} et al., J. Comput. Phys. 451, Article ID 110882, 20 p. (2022; Zbl 07517168) Full Text: DOI OpenURL
Hughston, Lane P.; Sánchez-Betancourt, Leandro Pricing with variance gamma information. (English) Zbl 07516352 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371-392 (2022). MSC: 91G30 91G20 91G40 60G51 PDF BibTeX XML Cite \textit{L. P. Hughston} and \textit{L. Sánchez-Betancourt}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371--392 (2022; Zbl 07516352) Full Text: DOI OpenURL
Bessho, Kazuhiro; Otto, Sarah P. Fixation and effective size in a haploid-diploid population with asexual reproduction. (English) Zbl 07514341 Theor. Popul. Biol. 143, 30-45 (2022). MSC: 92D10 92D15 PDF BibTeX XML Cite \textit{K. Bessho} and \textit{S. P. Otto}, Theor. Popul. Biol. 143, 30--45 (2022; Zbl 07514341) Full Text: DOI OpenURL
Rhee, Anbin; Kwak, Min-Sun; Lee, Keunbaik Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions. (English) Zbl 07512631 Comput. Stat. Data Anal. 170, Article ID 107439, 21 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Rhee} et al., Comput. Stat. Data Anal. 170, Article ID 107439, 21 p. (2022; Zbl 07512631) Full Text: DOI OpenURL
Chen, Peng; Lu, Jianya; Xu, Lihu Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations. (English) Zbl 07511786 Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022). MSC: 60H07 60H10 60H30 90C59 PDF BibTeX XML Cite \textit{P. Chen} et al., Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022; Zbl 07511786) Full Text: DOI OpenURL
Vigna, Elena Tail optimality and preferences consistency for intertemporal optimization problems. (English) Zbl 07511192 SIAM J. Financ. Math. 13, No. 1, 295-320 (2022). MSC: 49L20 60G99 60J99 90C39 91G10 PDF BibTeX XML Cite \textit{E. Vigna}, SIAM J. Financ. Math. 13, No. 1, 295--320 (2022; Zbl 07511192) Full Text: DOI OpenURL
Fang, Ming; Perng, Cherng-tiao A mean-variance acreage model. (English) Zbl 07510755 Appl. Anal. 101, No. 4, 1211-1224 (2022). MSC: 65H05 65D32 65C05 47H10 91B84 91G60 91G10 90-08 PDF BibTeX XML Cite \textit{M. Fang} and \textit{C.-t. Perng}, Appl. Anal. 101, No. 4, 1211--1224 (2022; Zbl 07510755) Full Text: DOI OpenURL
Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process. (English) Zbl 07510426 Comput. Manag. Sci. 19, No. 1, 99-132 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{M. Frezza} et al., Comput. Manag. Sci. 19, No. 1, 99--132 (2022; Zbl 07510426) Full Text: DOI OpenURL
Wamono, Felix; von Rosen, Dietrich; Singull, Martin Residuals in GMANOVA-MANOVA model with rank restrictions on parameters. (English) Zbl 1485.62096 J. Korean Stat. Soc. 51, No. 1, 223-244 (2022). MSC: 62J10 62H12 PDF BibTeX XML Cite \textit{F. Wamono} et al., J. Korean Stat. Soc. 51, No. 1, 223--244 (2022; Zbl 1485.62096) Full Text: DOI OpenURL
Baldi Antognini, Alessandro; Novelli, Marco; Zagoraiou, Maroussa A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap. (English) Zbl 1484.62128 Test 31, No. 1, 235-254 (2022). MSC: 62P10 62F40 62L05 PDF BibTeX XML Cite \textit{A. Baldi Antognini} et al., Test 31, No. 1, 235--254 (2022; Zbl 1484.62128) Full Text: DOI OpenURL
Frías, María P.; Torres-Signes, Antoni; Ruiz-Medina, María D.; Mateu, Jorge Spatial Cox processes in an infinite-dimensional framework. (English) Zbl 07507266 Test 31, No. 1, 175-203 (2022). MSC: 60G25 60G60 62J05 62J10 PDF BibTeX XML Cite \textit{M. P. Frías} et al., Test 31, No. 1, 175--203 (2022; Zbl 07507266) Full Text: DOI OpenURL
Yang, Shuzhen A varying terminal time mean-variance model. (English) Zbl 07506019 Syst. Control Lett. 162, Article ID 105184, 8 p. (2022). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{S. Yang}, Syst. Control Lett. 162, Article ID 105184, 8 p. (2022; Zbl 07506019) Full Text: DOI OpenURL
Dao, Cecilia; Jiang, Jiming; Paul, Debashis; Zhao, Hongyu Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis. (English) Zbl 07505553 J. Stat. Plann. Inference 220, 15-23 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Dao} et al., J. Stat. Plann. Inference 220, 15--23 (2022; Zbl 07505553) Full Text: DOI OpenURL
Angkunsit, Annop; Suntornchost, Jiraphan Adjusted maximum likelihood method for multivariate Fay-Herriot model. (English) Zbl 07505546 J. Stat. Plann. Inference 219, 231-249 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Angkunsit} and \textit{J. Suntornchost}, J. Stat. Plann. Inference 219, 231--249 (2022; Zbl 07505546) Full Text: DOI OpenURL
Patriota, Alexandre Galvão; Alves, Jônatas de Oliveira A monotone frequentist measure of evidence for testing variance components in linear mixed models. (English) Zbl 1484.62093 J. Stat. Plann. Inference 219, 43-62 (2022). MSC: 62J05 62F05 PDF BibTeX XML Cite \textit{A. G. Patriota} and \textit{J. de O. Alves}, J. Stat. Plann. Inference 219, 43--62 (2022; Zbl 1484.62093) Full Text: DOI OpenURL
Zuo, Baishuai; Yin, Chuancun Multivariate tail covariance risk measure for generalized skew-elliptical distributions. (English) Zbl 1483.62086 J. Comput. Appl. Math. 410, Article ID 114210, 17 p. (2022). MSC: 62G32 60E05 91G70 PDF BibTeX XML Cite \textit{B. Zuo} and \textit{C. Yin}, J. Comput. Appl. Math. 410, Article ID 114210, 17 p. (2022; Zbl 1483.62086) Full Text: DOI OpenURL
Clark, Brian; Edirisinghe, Chanaka; Simaan, Majeed Estimation risk and the implicit value of index-tracking. (English) Zbl 1483.91213 Quant. Finance 22, No. 2, 303-319 (2022). MSC: 91G10 PDF BibTeX XML Cite \textit{B. Clark} et al., Quant. Finance 22, No. 2, 303--319 (2022; Zbl 1483.91213) Full Text: DOI OpenURL
Zakrad, Az-eddine; Nasroallah, Abdelaziz Estimation of steady-state quantities of an HMM with some rarely generated emissions. (English) Zbl 1483.62145 Monte Carlo Methods Appl. 28, No. 1, 27-44 (2022). MSC: 62M05 62G05 65C05 PDF BibTeX XML Cite \textit{A.-e. Zakrad} and \textit{A. Nasroallah}, Monte Carlo Methods Appl. 28, No. 1, 27--44 (2022; Zbl 1483.62145) Full Text: DOI OpenURL
Jana, Indrajit CLT for non-Hermitian random band matrices with variance profiles. (English) Zbl 07502539 J. Stat. Phys. 187, No. 2, Paper No. 13, 25 p. (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 15B52 60B20 60F05 15A18 60F15 PDF BibTeX XML Cite \textit{I. Jana}, J. Stat. Phys. 187, No. 2, Paper No. 13, 25 p. (2022; Zbl 07502539) Full Text: DOI OpenURL
Bensoussan, Alain; Ma, Guiyuan; Siu, Chi Chung; Yam, Sheung Chi Phillip Dynamic mean-variance problem with frictions. (English) Zbl 1484.91414 Finance Stoch. 26, No. 2, 267-300 (2022). MSC: 91G10 91G80 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., Finance Stoch. 26, No. 2, 267--300 (2022; Zbl 1484.91414) Full Text: DOI OpenURL
Zhou, Jiayuan; Jiang, Feiyu; Zhu, Ke; Li, Wai Keung Time series models for realized covariance matrices based on the matrix-F distribution. (English) Zbl 07500443 Stat. Sin. 32, No. 2, 755-786 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Zhou} et al., Stat. Sin. 32, No. 2, 755--786 (2022; Zbl 07500443) Full Text: DOI OpenURL
Zhang, Qi; Xu, Jing; Zhao, Jianxin; Liang, Hua; Li, Xinmin Simultaneous confidence intervals for ratios of means of zero-inflated log-normal populations. (English) Zbl 07498028 J. Stat. Comput. Simulation 92, No. 6, 1113-1132 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Q. Zhang} et al., J. Stat. Comput. Simulation 92, No. 6, 1113--1132 (2022; Zbl 07498028) Full Text: DOI OpenURL
Engmann, Gideon Mensah; Han, Dong Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change. (English) Zbl 07497832 J. Stat. Comput. Simulation 92, No. 3, 524-543 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{G. M. Engmann} and \textit{D. Han}, J. Stat. Comput. Simulation 92, No. 3, 524--543 (2022; Zbl 07497832) Full Text: DOI OpenURL
Beyhum, Jad; El Ghouch, Anouar; Portier, François; van Keilegom, Ingrid On an extension of the promotion time cure model. (English) Zbl 07496888 Ann. Stat. 50, No. 1, 537-559 (2022). MSC: 62N01 62N02 62G05 62G20 62P10 PDF BibTeX XML Cite \textit{J. Beyhum} et al., Ann. Stat. 50, No. 1, 537--559 (2022; Zbl 07496888) Full Text: DOI OpenURL
Li, Bing; Song, Jun Dimension reduction for functional data based on weak conditional moments. (English) Zbl 07496871 Ann. Stat. 50, No. 1, 107-128 (2022). MSC: 62G08 62H99 62B05 62R10 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Song}, Ann. Stat. 50, No. 1, 107--128 (2022; Zbl 07496871) Full Text: DOI OpenURL
Šušnjara, Anna; Verhnjak, Ožbej; Poljak, Dragan; Cvetković, Mario; Ravnik, Jure Uncertainty quantification and sensitivity analysis of transcranial electric stimulation for 9-subdomain human head model. (English) Zbl 07496050 Eng. Anal. Bound. Elem. 135, 1-11 (2022). MSC: 92-XX 78-XX PDF BibTeX XML Cite \textit{A. Šušnjara} et al., Eng. Anal. Bound. Elem. 135, 1--11 (2022; Zbl 07496050) Full Text: DOI OpenURL
Calatayud, Julia; Cortés, Juan Carlos; Jornet, Marc On the random wave equation within the mean square context. (English) Zbl 1485.35440 Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 409-425 (2022). MSC: 35R60 35C10 35L20 PDF BibTeX XML Cite \textit{J. Calatayud} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 409--425 (2022; Zbl 1485.35440) Full Text: DOI OpenURL
Schlosser, Rainer Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion. (English) Zbl 07495787 IMA J. Manag. Math. 33, No. 2, 181-199 (2022). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{R. Schlosser}, IMA J. Manag. Math. 33, No. 2, 181--199 (2022; Zbl 07495787) Full Text: DOI OpenURL
Azmoodeh, Ehsan; Eichelsbacher, Peter; Thäle, Christoph Optimal Variance-Gamma approximation on the second Wiener chaos. (English) Zbl 07495784 J. Funct. Anal. 282, No. 11, Article ID 109450, 33 p. (2022). MSC: 62E17 60F05 60G50 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., J. Funct. Anal. 282, No. 11, Article ID 109450, 33 p. (2022; Zbl 07495784) Full Text: DOI OpenURL
Tran-Dinh, Quoc; Pham, Nhan H.; Phan, Dzung T.; Nguyen, Lam M. A hybrid stochastic optimization framework for composite nonconvex optimization. (English) Zbl 07495408 Math. Program. 191, No. 2 (A), 1005-1071 (2022). MSC: 90C26 90-08 PDF BibTeX XML Cite \textit{Q. Tran-Dinh} et al., Math. Program. 191, No. 2 (A), 1005--1071 (2022; Zbl 07495408) Full Text: DOI OpenURL
Driggs, Derek; Ehrhardt, Matthias J.; Schönlieb, Carola-Bibiane Accelerating variance-reduced stochastic gradient methods. (English) Zbl 07495399 Math. Program. 191, No. 2 (A), 671-715 (2022). MSC: 90C25 90C15 90C60 68Q25 90C06 PDF BibTeX XML Cite \textit{D. Driggs} et al., Math. Program. 191, No. 2 (A), 671--715 (2022; Zbl 07495399) Full Text: DOI OpenURL
Fries, Christian P. Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions). (English) Zbl 07494120 Int. J. Comput. Math. 99, No. 2, 204-226 (2022). MSC: 65C05 65D25 68U20 PDF BibTeX XML Cite \textit{C. P. Fries}, Int. J. Comput. Math. 99, No. 2, 204--226 (2022; Zbl 07494120) Full Text: DOI arXiv OpenURL
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Constrained stochastic LQ control with regime switching and application to portfolio selection. (English) Zbl 1484.91425 Ann. Appl. Probab. 32, No. 1, 426-460 (2022). MSC: 91G10 93E20 49N10 60H30 PDF BibTeX XML Cite \textit{Y. Hu} et al., Ann. Appl. Probab. 32, No. 1, 426--460 (2022; Zbl 1484.91425) Full Text: DOI arXiv OpenURL
Xu, Tianchen; Chen, Kun; Li, Gen The more data, the better? Demystifying deletion-based methods in linear regression with missing data. (English) Zbl 07493274 Stat. Interface 15, No. 4, 515-526 (2022). MSC: 62Dxx 62J05 62F12 62-XX PDF BibTeX XML Cite \textit{T. Xu} et al., Stat. Interface 15, No. 4, 515--526 (2022; Zbl 07493274) Full Text: DOI arXiv OpenURL
Alibeiki, Hedayat; Lotfaliei, Babak To expand and to abandon: real options under asset variance risk premium. (English) Zbl 07493212 Eur. J. Oper. Res. 300, No. 2, 771-787 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{H. Alibeiki} and \textit{B. Lotfaliei}, Eur. J. Oper. Res. 300, No. 2, 771--787 (2022; Zbl 07493212) Full Text: DOI OpenURL
Imomov, A.; Meyliyev, A. On the application of slowly varying functions with remainder in the theory of Markov branching processes with mean one and infinite variance. (English) Zbl 07491007 Ukr. Math. J. 73, No. 8, 1225-1237 (2022) Ukr. Mat. Zh. 73, No. 8, 1056-1066 (2021). Reviewer: Zakhar Kabluchko (Münster) MSC: 60J80 26A12 PDF BibTeX XML Cite \textit{A. Imomov} and \textit{A. Meyliyev}, Ukr. Math. J. 73, No. 8, 1225--1237 (2022; Zbl 07491007) Full Text: DOI arXiv OpenURL
Dupuis, Paul; Wu, Guo-Jhen Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit. (English) Zbl 1484.60030 Multiscale Model. Simul. 20, No. 1, 220-249 (2022). MSC: 60F10 65C05 PDF BibTeX XML Cite \textit{P. Dupuis} and \textit{G.-J. Wu}, Multiscale Model. Simul. 20, No. 1, 220--249 (2022; Zbl 1484.60030) Full Text: DOI arXiv OpenURL
Zhang, Jin; Zhu, Xide Linear convergence of prox-SVRG method for separable non-smooth convex optimization problems under bounded metric subregularity. (English) Zbl 07490444 J. Optim. Theory Appl. 192, No. 2, 564-597 (2022). MSC: 90C25 90C52 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{X. Zhu}, J. Optim. Theory Appl. 192, No. 2, 564--597 (2022; Zbl 07490444) Full Text: DOI OpenURL
Musolas, Antoni; Massart, Estelle; Hendrickx, Julien M.; Absil, P.-A.; Marzouk, Youssef Low-rank multi-parametric covariance identification. (English) Zbl 07489367 BIT 62, No. 1, 221-249 (2022). MSC: 53C22 62J10 PDF BibTeX XML Cite \textit{A. Musolas} et al., BIT 62, No. 1, 221--249 (2022; Zbl 07489367) Full Text: DOI arXiv OpenURL