Yu, Tengteng; Liu, Xin-Wei; Dai, Yu-Hong; Sun, Jie Stochastic variance reduced gradient methods using a trust-region-like scheme. (English) Zbl 07316879 J. Sci. Comput. 87, No. 1, Paper No. 5, 25 p. (2021). MSC: 90C06 90C30 90C90 90C25 PDF BibTeX XML Cite \textit{T. Yu} et al., J. Sci. Comput. 87, No. 1, Paper No. 5, 25 p. (2021; Zbl 07316879) Full Text: DOI
Xiang, Jim X. Voronovskaja-type theorem for modified Bernstein operators. (English) Zbl 07315626 J. Math. Anal. Appl. 495, No. 2, Article ID 124728, 13 p. (2021). MSC: 47 81 PDF BibTeX XML Cite \textit{J. X. Xiang}, J. Math. Anal. Appl. 495, No. 2, Article ID 124728, 13 p. (2021; Zbl 07315626) Full Text: DOI
Gao, Zhicheng; Kuttner, Simon; Wang, Qiang On enumeration of irreducible polynomials and related objects over a finite field with respect to their trace and norm. (English) Zbl 07313134 Finite Fields Appl. 69, Article ID 101770, 26 p. (2021). MSC: 11T06 12E05 PDF BibTeX XML Cite \textit{Z. Gao} et al., Finite Fields Appl. 69, Article ID 101770, 26 p. (2021; Zbl 07313134) Full Text: DOI
de Loynes, Basile; Navarro, Fabien; Olivier, Baptiste Data-driven thresholding in denoising with spectral graph wavelet transform. (English) Zbl 07309593 J. Comput. Appl. Math. 389, Article ID 113319, 13 p. (2021). MSC: 94A12 05C50 42C40 PDF BibTeX XML Cite \textit{B. de Loynes} et al., J. Comput. Appl. Math. 389, Article ID 113319, 13 p. (2021; Zbl 07309593) Full Text: DOI
Lee, Jung-Kyung An efficient numerical method for pricing American put options under the CEV model. (English) Zbl 07309591 J. Comput. Appl. Math. 389, Article ID 113311, 16 p. (2021). MSC: 91G60 65N06 91G20 60G40 PDF BibTeX XML Cite \textit{J.-K. Lee}, J. Comput. Appl. Math. 389, Article ID 113311, 16 p. (2021; Zbl 07309591) Full Text: DOI
Šušnjara, Anna; Verhnjak, Ožbej; Poljak, Dragan; Cvetković, Mario; Ravnik, Jure Stochastic-deterministic boundary element modelling of transcranial electric stimulation using a three layer head model. (English) Zbl 07305280 Eng. Anal. Bound. Elem. 123, 70-83 (2021). MSC: 74 78 PDF BibTeX XML Cite \textit{A. Šušnjara} et al., Eng. Anal. Bound. Elem. 123, 70--83 (2021; Zbl 07305280) Full Text: DOI
Choi, Jaehyuk; Du, Yeda; Song, Qingshuo Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution. (English) Zbl 07305226 J. Comput. Appl. Math. 388, Article ID 113302, 12 p. (2021). MSC: 60 62 65 PDF BibTeX XML Cite \textit{J. Choi} et al., J. Comput. Appl. Math. 388, Article ID 113302, 12 p. (2021; Zbl 07305226) Full Text: DOI
Pekalp, Mustafa Hilmi; Aydoğdu, Halil Power series expansions for the probability distribution, mean value and variance functions of a geometric process with gamma interarrival times. (English) Zbl 07305212 J. Comput. Appl. Math. 388, Article ID 113287, 11 p. (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{M. H. Pekalp} and \textit{H. Aydoğdu}, J. Comput. Appl. Math. 388, Article ID 113287, 11 p. (2021; Zbl 07305212) Full Text: DOI
Araneda, Axel A.; Villena, Marcelo J. Computing the CEV option pricing formula using the semiclassical approximation of path integral. (English) Zbl 07305202 J. Comput. Appl. Math. 388, Article ID 113244, 21 p. (2021). MSC: 91G60 65R20 91G20 91G80 PDF BibTeX XML Cite \textit{A. A. Araneda} and \textit{M. J. Villena}, J. Comput. Appl. Math. 388, Article ID 113244, 21 p. (2021; Zbl 07305202) Full Text: DOI
Cao, Jiling; Kim, Jeong-Hoon; Zhang, Wenjun Pricing variance swaps under hybrid CEV and stochastic volatility. (English) Zbl 07305143 J. Comput. Appl. Math. 386, Article ID 113220, 15 p. (2021). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{J. Cao} et al., J. Comput. Appl. Math. 386, Article ID 113220, 15 p. (2021; Zbl 07305143) Full Text: DOI
Faraway, Julian J. Linear models with Python. (English) Zbl 07303317 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-138-48395-8/hbk; 978-1-351-05341-9/ebook). 308 p. (2021). MSC: 62-01 62J05 62J10 62Jxx 62-04 PDF BibTeX XML Cite \textit{J. J. Faraway}, Linear models with Python. Boca Raton, FL: CRC Press (2021; Zbl 07303317) Full Text: DOI
Bera, Anil K.; Doğan, Osman; Taşpınar, Süleyman Asymptotic variance of test statistics in the ML and QML frameworks. (English) Zbl 07303018 J. Stat. Theory Pract. 15, No. 1, Paper No. 2, 25 p. (2021). MSC: 62F05 62F12 62E20 PDF BibTeX XML Cite \textit{A. K. Bera} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 2, 25 p. (2021; Zbl 07303018) Full Text: DOI
Bose, Arup; Bhattacharjee, Madhuchhanda Kernel density estimates in a non-standard situation. (English) Zbl 07303010 J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021). MSC: 62G07 62E20 60E15 60B20 15B52 PDF BibTeX XML Cite \textit{A. Bose} and \textit{M. Bhattacharjee}, J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021; Zbl 07303010) Full Text: DOI
Kereta, Željko; Klock, Timo Estimating covariance and precision matrices along subspaces. (English) Zbl 07298095 Electron. J. Stat. 15, No. 1, 554-588 (2021). MSC: 62H12 62J10 62J12 62G08 62G05 PDF BibTeX XML Cite \textit{Ž. Kereta} and \textit{T. Klock}, Electron. J. Stat. 15, No. 1, 554--588 (2021; Zbl 07298095) Full Text: DOI Euclid
Panin, Ivan Risk of estimators for Sobol’ sensitivity indices based on metamodels. (English) Zbl 07298089 Electron. J. Stat. 15, No. 1, 235-281 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62J10 62J05 65T40 PDF BibTeX XML Cite \textit{I. Panin}, Electron. J. Stat. 15, No. 1, 235--281 (2021; Zbl 07298089) Full Text: DOI Euclid
Yu, Lili; Chen, Ding-Geng; Liu, Jun Efficient and direct estimation of the variance-covariance matrix in EM algorithm with interpolation method. (English) Zbl 07290640 J. Stat. Plann. Inference 211, 119-130 (2021). MSC: 62J10 62H12 65D07 PDF BibTeX XML Cite \textit{L. Yu} et al., J. Stat. Plann. Inference 211, 119--130 (2021; Zbl 07290640) Full Text: DOI
Kang, Taegyu; Kim, Young Min; Im, Jongho A note on stationary bootstrap variance estimator under long-range dependence. (English) Zbl 07290521 Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021). MSC: 62F40 60G10 PDF BibTeX XML Cite \textit{T. Kang} et al., Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021; Zbl 07290521) Full Text: DOI
Jakubowski, Adam A complement to the Chebyshev integral inequality. (English) Zbl 1453.60054 Stat. Probab. Lett. 168, Article ID 108934, 4 p. (2021). MSC: 60E15 26D15 PDF BibTeX XML Cite \textit{A. Jakubowski}, Stat. Probab. Lett. 168, Article ID 108934, 4 p. (2021; Zbl 1453.60054) Full Text: DOI
Puerto, Justo; Ricca, Federica; Scozzari, Andrea Locating a discrete subtree of minimum variance on trees: new strategies to tackle a very hard problem. (English) Zbl 07289372 Discrete Appl. Math. 289, 78-92 (2021). MSC: 90B80 90C10 90C20 05C05 90C25 PDF BibTeX XML Cite \textit{J. Puerto} et al., Discrete Appl. Math. 289, 78--92 (2021; Zbl 07289372) Full Text: DOI
Tsukuda, Yoshihiko; Shimada, Junji; Miyakoshi, Tatsuyoshi The multivariate GARCH model and its application to East Asian financial market integration. (English) Zbl 1451.91191 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209-4254 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{Y. Tsukuda} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209--4254 (2021; Zbl 1451.91191) Full Text: DOI
Zou, Tao; Luo, Ronghua; Lan, Wei; Tsai, Chih-Ling Covariance regression model for non-normal data. (English) Zbl 1451.91193 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3933-3945 (2021). MSC: 91G15 62P05 62J10 PDF BibTeX XML Cite \textit{T. Zou} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3933--3945 (2021; Zbl 1451.91193) Full Text: DOI
Hsu, Y. L.; Lin, T. L.; Lee, Cheng Few Constant elasticity of variance option pricing model: integration and detailed derivation. (English) Zbl 07283321 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3829-3847 (2021). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{Y. L. Hsu} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3829--3847 (2021; Zbl 07283321) Full Text: DOI
Lee, Cheng Few; Chen, Yibing; Lee, John Implied variance estimates for Black-Scholes and CEV OPM: review and comparison. (English) Zbl 07283318 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3703-3736 (2021). MSC: 91G20 60G40 91G60 PDF BibTeX XML Cite \textit{C. F. Lee} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3703--3736 (2021; Zbl 07283318) Full Text: DOI
Kao, Lie-Jane; Soo, Huei Ching; Lee, Cheng Few Bayesian portfolio mean-variance efficiency test with Sharpe ratio’s sampling error. (English) Zbl 1451.91177 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3241-3261 (2021). MSC: 91G10 62P05 62F15 PDF BibTeX XML Cite \textit{L.-J. Kao} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3241--3261 (2021; Zbl 1451.91177) Full Text: DOI
Kao, Lie-Jane; Lee, Cheng Few VG NGARCH versus GARJI model for asset price dynamics. (English) Zbl 1451.91207 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2437-2459 (2021). MSC: 91G30 62P05 62M10 PDF BibTeX XML Cite \textit{L.-J. Kao} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2437--2459 (2021; Zbl 1451.91207) Full Text: DOI
Smith, Zachary A.; Al Janabi, Mazin A. M.; Mumtaz, Muhammad Z. Splines, heat, and IPOs: advances in the measurement of aggregate IPO issuance and performance. (English) Zbl 07283279 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2373-2397 (2021). MSC: 91G15 91G10 62P05 62J10 PDF BibTeX XML Cite \textit{Z. A. Smith} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2373--2397 (2021; Zbl 07283279) Full Text: DOI
Karson, Marvin J.; Cheng, David C.; Lee, Cheng Few Sampling distribution of the relative risk aversion estimator: theory and applications. (English) Zbl 1451.91189 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2323-2335 (2021). MSC: 91G15 91B16 PDF BibTeX XML Cite \textit{M. J. Karson} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2323--2335 (2021; Zbl 1451.91189) Full Text: DOI
Chen, Ren Raw; Lee, Cheng Few; Lee, Han-Hsing Empirical performance of the constant elasticity variance option pricing model. (English) Zbl 1452.91305 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903-1942 (2021). MSC: 91G20 60G40 91G60 91G40 PDF BibTeX XML Cite \textit{R. R. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903--1942 (2021; Zbl 1452.91305) Full Text: DOI
Grauer, Robert Is the market portfolio mean-variance efficient? (English) Zbl 07283259 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1763-1787 (2021). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{R. Grauer}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1763--1787 (2021; Zbl 07283259) Full Text: DOI
Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng Simultaneously capturing multiple dependence features in bank risk integration: a mixture copula framework. (English) Zbl 07283250 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1485-1518 (2021). MSC: 91G40 62P05 62H05 PDF BibTeX XML Cite \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 07283250) Full Text: DOI
Schlossberg, Jessica; Swanson, Norman R. Jump spillover and risk effects on excess returns in the United States during the Great Recession. (English) Zbl 07283241 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1109-1149 (2021). MSC: 91G70 60J74 PDF BibTeX XML Cite \textit{J. Schlossberg} and \textit{N. R. Swanson}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1109--1149 (2021; Zbl 07283241) Full Text: DOI
Chen, Sheng-Syan; Lee, Cheng Few; Shresth, Keshab Hedge ratio and time series analysis. (English) Zbl 07283223 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 431-483 (2021). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{S.-S. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431--483 (2021; Zbl 07283223) Full Text: DOI
Biswas, Subhadip; Chowdhury, Pratyusha; Bhattacharjee, Jayanta K. Instability zones in the dynamics of a quantum mechanical quasiperiodic parametric oscillator. (English) Zbl 07274929 Commun. Nonlinear Sci. Numer. Simul. 93, Article ID 105537, 13 p. (2021). MSC: 34C15 34D20 PDF BibTeX XML Cite \textit{S. Biswas} et al., Commun. Nonlinear Sci. Numer. Simul. 93, Article ID 105537, 13 p. (2021; Zbl 07274929) Full Text: DOI
Gaunt, Robert E.; Merkle, Milan On bounds for the mode and median of the generalized hyperbolic and related distributions. (English) Zbl 07265505 J. Math. Anal. Appl. 493, No. 1, Article ID 124508, 19 p. (2021). MSC: 60 65 PDF BibTeX XML Cite \textit{R. E. Gaunt} and \textit{M. Merkle}, J. Math. Anal. Appl. 493, No. 1, Article ID 124508, 19 p. (2021; Zbl 07265505) Full Text: DOI
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Reinsurance-investment game between two mean-variance insurers under model uncertainty. (English) Zbl 1447.91152 J. Comput. Appl. Math. 382, Article ID 113095, 26 p. (2021). MSC: 91G05 91A15 91A80 PDF BibTeX XML Cite \textit{N. Wang} et al., J. Comput. Appl. Math. 382, Article ID 113095, 26 p. (2021; Zbl 1447.91152) Full Text: DOI
McCloud, Nadine; Parmeter, Christopher F. Calculating degrees of freedom in multivariate local polynomial regression. (English) Zbl 1441.62143 J. Stat. Plann. Inference 210, 141-160 (2021). MSC: 62H12 62J10 PDF BibTeX XML Cite \textit{N. McCloud} and \textit{C. F. Parmeter}, J. Stat. Plann. Inference 210, 141--160 (2021; Zbl 1441.62143) Full Text: DOI
Mies, Fabian Estimation of state-dependent jump activity and drift for Markovian semimartingales. (English) Zbl 1446.60057 J. Stat. Plann. Inference 210, 114-140 (2021). MSC: 60J35 60J74 60G52 62G08 PDF BibTeX XML Cite \textit{F. Mies}, J. Stat. Plann. Inference 210, 114--140 (2021; Zbl 1446.60057) Full Text: DOI
Shen, Yandi; Gao, Chao; Witten, Daniela; Han, Fang Optimal estimation of variance in nonparametric regression with random design. (English) Zbl 07315923 Ann. Stat. 48, No. 6, 3589-3618 (2020). MSC: 62G08 62G20 62C20 62K20 PDF BibTeX XML Cite \textit{Y. Shen} et al., Ann. Stat. 48, No. 6, 3589--3618 (2020; Zbl 07315923) Full Text: DOI Euclid
Edelmann, Dominic; Richards, Donald; Vogel, Daniel The distance standard deviation. (English) Zbl 07315915 Ann. Stat. 48, No. 6, 3395-3416 (2020). MSC: 60E15 62H20 60E05 60E10 PDF BibTeX XML Cite \textit{D. Edelmann} et al., Ann. Stat. 48, No. 6, 3395--3416 (2020; Zbl 07315915) Full Text: DOI Euclid
Aljawadi, B. A. Nonparametric estimation of a survival function with interval censored data. (English) Zbl 07314105 Malays. J. Math. Sci. 14, No. 2, 285-293 (2020). MSC: 62G07 62N01 62N05 62J10 PDF BibTeX XML Cite \textit{B. A. Aljawadi}, Malays. J. Math. Sci. 14, No. 2, 285--293 (2020; Zbl 07314105) Full Text: Link
Monge, Juan F. Equally weighted cardinality constrained portfolio selection via factor models. (English) Zbl 07311830 Optim. Lett. 14, No. 8, 2515-2538 (2020). MSC: 90C PDF BibTeX XML Cite \textit{J. F. Monge}, Optim. Lett. 14, No. 8, 2515--2538 (2020; Zbl 07311830) Full Text: DOI
Chiu, Mei Choi Mean-variance equilibrium asset-liability management strategy with cointegrated assets. (English) Zbl 07308716 ANZIAM J. 62, No. 2, 209-234 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{M. C. Chiu}, ANZIAM J. 62, No. 2, 209--234 (2020; Zbl 07308716) Full Text: DOI
Gagnon, Philippe; Desgagné, Alain; Bédard, Mylène A new Bayesian approach to robustness against outliers in linear regression. (English) Zbl 07307934 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 07307934) Full Text: DOI Euclid
Sabino, Piergiacomo Exact simulation of variance gamma-related OU processes: application to the pricing of energy derivatives. (English) Zbl 07307493 Appl. Math. Finance 27, No. 3, 207-227 (2020). MSC: 91G20 60J70 PDF BibTeX XML Cite \textit{P. Sabino}, Appl. Math. Finance 27, No. 3, 207--227 (2020; Zbl 07307493) Full Text: DOI
Gu, Bin; Xian, Wenhan; Huo, Zhouyuan; Deng, Cheng; Huang, Heng A unified \(q\)-memorization framework for asynchronous stochastic optimization. (English) Zbl 07307474 J. Mach. Learn. Res. 21, Paper No. 190, 53 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{B. Gu} et al., J. Mach. Learn. Res. 21, Paper No. 190, 53 p. (2020; Zbl 07307474) Full Text: Link
Li, Boyue; Cen, Shicong; Chen, Yuxin; Chi, Yuejie Communication-efficient distributed optimization in networks with gradient tracking and variance reduction. (English) Zbl 07307473 J. Mach. Learn. Res. 21, Paper No. 180, 51 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{B. Li} et al., J. Mach. Learn. Res. 21, Paper No. 180, 51 p. (2020; Zbl 07307473) Full Text: Link
Chen, Shuxiao; Dobriban, Edgar; Lee, Jane H. A group-theoretic framework for data augmentation. (English) Zbl 07306924 J. Mach. Learn. Res. 21, Paper No. 245, 71 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{S. Chen} et al., J. Mach. Learn. Res. 21, Paper No. 245, 71 p. (2020; Zbl 07306924) Full Text: Link
Kulunchakov, Andrei; Mairal, Julien Estimate sequences for stochastic composite optimization: variance reduction, acceleration, and robustness to noise. (English) Zbl 07306860 J. Mach. Learn. Res. 21, Paper No. 155, 52 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{A. Kulunchakov} and \textit{J. Mairal}, J. Mach. Learn. Res. 21, Paper No. 155, 52 p. (2020; Zbl 07306860) Full Text: Link
Aït-Sahalia, Yacine; Karaman, Mustafa; Mancini, Loriano The term structure of equity and variance risk premia. (English) Zbl 07306103 J. Econom. 219, No. 2, 204-230 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{Y. Aït-Sahalia} et al., J. Econom. 219, No. 2, 204--230 (2020; Zbl 07306103) Full Text: DOI
Hassani, Hamed; Karbasi, Amin; Mokhtari, Aryan; Shen, Zebang Stochastic conditional gradient++: (Non)convex minimization and continuous submodular maximization. (English) Zbl 07305916 SIAM J. Optim. 30, No. 4, 3315-3344 (2020). MSC: 49M05 49M15 49M37 90C06 90C30 PDF BibTeX XML Cite \textit{H. Hassani} et al., SIAM J. Optim. 30, No. 4, 3315--3344 (2020; Zbl 07305916) Full Text: DOI
De, Subhayan; Maute, Kurt; Doostan, Alireza Bi-fidelity stochastic gradient descent for structural optimization under uncertainty. (English) Zbl 07304559 Comput. Mech. 66, No. 4, 745-771 (2020). MSC: 74 PDF BibTeX XML Cite \textit{S. De} et al., Comput. Mech. 66, No. 4, 745--771 (2020; Zbl 07304559) Full Text: DOI
Vigna, Elena On time consistency for mean-variance portfolio selection. (English) Zbl 07303459 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050042, 22 p. (2020). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{E. Vigna}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050042, 22 p. (2020; Zbl 07303459) Full Text: DOI
Madan, Dilip B. Multivariate distributions for financial returns. (English) Zbl 07303458 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050041, 32 p. (2020). MSC: 91G20 62P05 62H05 PDF BibTeX XML Cite \textit{D. B. Madan}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050041, 32 p. (2020; Zbl 07303458) Full Text: DOI
Michaelsen, Markus Information flow dependence in financial markets. (English) Zbl 07303446 Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050029, 34 p. (2020). MSC: 91G15 60G51 62P05 62H05 PDF BibTeX XML Cite \textit{M. Michaelsen}, Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050029, 34 p. (2020; Zbl 07303446) Full Text: DOI
Li, Dongdong; Hu, X. Joan; McBride, Mary L.; Spinelli, John J. Multiple event times in the presence of informative censoring: modeling and analysis by copulas. (English) Zbl 07303198 Lifetime Data Anal. 26, No. 3, 573-602 (2020). MSC: 62N01 62H05 62P10 PDF BibTeX XML Cite \textit{D. Li} et al., Lifetime Data Anal. 26, No. 3, 573--602 (2020; Zbl 07303198) Full Text: DOI
Rayner, J. C. W.; Livingston, Glen jun. The Kruskal-Wallis tests are Cochran-Mantel-Haenszel mean score tests. (English) Zbl 07301394 Metron 78, No. 3, 353-360 (2020). MSC: 62G10 62J10 62P25 PDF BibTeX XML Cite \textit{J. C. W. Rayner} and \textit{G. Livingston jun.}, Metron 78, No. 3, 353--360 (2020; Zbl 07301394) Full Text: DOI
Gasparini, Mauro; Sacchetto, Lidia On the definition of a concentration function relevant to the ROC curve. (English) Zbl 07301389 Metron 78, No. 3, 271-277 (2020). MSC: 62H30 62H20 62J10 62A01 PDF BibTeX XML Cite \textit{M. Gasparini} and \textit{L. Sacchetto}, Metron 78, No. 3, 271--277 (2020; Zbl 07301389) Full Text: DOI
Cao, Jiling; Roslan, Teh Raihana Nazirah; Zhang, Wenjun The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure. (English) Zbl 07301066 J. Korean Math. Soc. 57, No. 5, 1167-1186 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{J. Cao} et al., J. Korean Math. Soc. 57, No. 5, 1167--1186 (2020; Zbl 07301066) Full Text: DOI
Li, Shuang; Liu, Shican; Zhou, Yanli; Wu, Yonghong; Ge, Xiangyu Optimal portfolio selection of mean-variance utility with stochastic interest rate. (English) Zbl 07300499 J. Funct. Spaces 2020, Article ID 3153297, 10 p. (2020). MSC: 91G10 91G30 60H10 91B16 PDF BibTeX XML Cite \textit{S. Li} et al., J. Funct. Spaces 2020, Article ID 3153297, 10 p. (2020; Zbl 07300499) Full Text: DOI
Ventrucci, Massimo; Cocchi, Daniela; Burgazzi, Gemma; Laini, Alex PC priors for residual correlation parameters in one-factor mixed models. (English) Zbl 07300205 Stat. Methods Appl. 29, No. 4, 745-765 (2020). MSC: 62J05 62J10 62H20 62P12 PDF BibTeX XML Cite \textit{M. Ventrucci} et al., Stat. Methods Appl. 29, No. 4, 745--765 (2020; Zbl 07300205) Full Text: DOI
Mínguez, Román; Basile, Roberto; Durbán, María An alternative semiparametric model for spatial panel data. (English) Zbl 07300202 Stat. Methods Appl. 29, No. 4, 669-708 (2020). MSC: 62D20 62M30 62H11 62J10 65D07 PDF BibTeX XML Cite \textit{R. Mínguez} et al., Stat. Methods Appl. 29, No. 4, 669--708 (2020; Zbl 07300202) Full Text: DOI
Chen, Yilin; Li, Pengfei; Wu, Changbao Doubly robust inference with nonprobability survey samples. (English) Zbl 1453.62329 J. Am. Stat. Assoc. 115, No. 532, 2011-2021 (2020). MSC: 62D20 62G08 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Am. Stat. Assoc. 115, No. 532, 2011--2021 (2020; Zbl 1453.62329) Full Text: DOI
Hu, Guikai; Lin, Jinguan Performance of preliminary test estimators for error variance based on W, LR and LM tests. (English) Zbl 07299323 J. Syst. Sci. Complex. 33, No. 4, 1200-1211 (2020). MSC: 62A01 62B05 62J05 PDF BibTeX XML Cite \textit{G. Hu} and \textit{J. Lin}, J. Syst. Sci. Complex. 33, No. 4, 1200--1211 (2020; Zbl 07299323) Full Text: DOI
Vialaret, Marie; Maire, Florian On the convergence time of some non-reversible Markov chain Monte Carlo methods. (English) Zbl 07297560 Methodol. Comput. Appl. Probab. 22, No. 3, 1349-1387 (2020). MSC: 60J22 60J10 60J20 65C05 PDF BibTeX XML Cite \textit{M. Vialaret} and \textit{F. Maire}, Methodol. Comput. Appl. Probab. 22, No. 3, 1349--1387 (2020; Zbl 07297560) Full Text: DOI
Nitithumbundit, Thanakorn; Chan, Jennifer S. K. ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density. (English) Zbl 07297553 Methodol. Comput. Appl. Probab. 22, No. 3, 1169-1191 (2020). MSC: 62H12 62F10 62M10 62P05 91B84 PDF BibTeX XML Cite \textit{T. Nitithumbundit} and \textit{J. S. K. Chan}, Methodol. Comput. Appl. Probab. 22, No. 3, 1169--1191 (2020; Zbl 07297553) Full Text: DOI
Crager, Michael R. Extensions of the absolute standardized hazard ratio and connections with measures of explained variation and variable importance. (English) Zbl 07297538 Lifetime Data Anal. 26, No. 4, 872-892 (2020). MSC: 62H20 62P10 92D20 PDF BibTeX XML Cite \textit{M. R. Crager}, Lifetime Data Anal. 26, No. 4, 872--892 (2020; Zbl 07297538) Full Text: DOI
Li, Zongming; Fang, Yong Portfolio selection model based on POET method. (Chinese. English summary) Zbl 07296090 Math. Pract. Theory 50, No. 9, 78-88 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{Z. Li} and \textit{Y. Fang}, Math. Pract. Theory 50, No. 9, 78--88 (2020; Zbl 07296090)
Zhang, Xiaohui; Feng, Yuan Minimax disparity model for obtaining OWA operator weights: issues of multiple solutions. (Chinese. English summary) Zbl 07295947 J. Zhejiang Univ., Sci. Ed. 47, No. 4, 455-459 (2020). MSC: 90C47 90B50 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{Y. Feng}, J. Zhejiang Univ., Sci. Ed. 47, No. 4, 455--459 (2020; Zbl 07295947) Full Text: DOI
Li, Tao; Huang, Chunqing Performance assessment of closed-loop system with valve nonlinearity. (Chinese. English summary) Zbl 07295914 J. Xiamen Univ., Nat. Sci. 59, No. 4, 522-527 (2020). MSC: 93E11 93B52 PDF BibTeX XML Cite \textit{T. Li} and \textit{C. Huang}, J. Xiamen Univ., Nat. Sci. 59, No. 4, 522--527 (2020; Zbl 07295914) Full Text: DOI
Yao, Yi; Xu, Wei Willow tree method for European and American option pricing under variance Gamma model. (Chinese. English summary) Zbl 07295866 J. Tongji Univ., Nat. Sci. 48, No. 8, 1232-1240 (2020). MSC: 91G20 60G40 PDF BibTeX XML Cite \textit{Y. Yao} and \textit{W. Xu}, J. Tongji Univ., Nat. Sci. 48, No. 8, 1232--1240 (2020; Zbl 07295866) Full Text: DOI
Li, Guanghui; Zhu, Zhibin; Yan, Fei; Zhang, Chongqi Graphical method in testing the optimality of symmetrical mixture design. (Chinese. English summary) Zbl 07295800 J. Syst. Sci. Math. Sci. 40, No. 2, 355-365 (2020). MSC: 62K05 62C05 62H22 62H30 PDF BibTeX XML Cite \textit{G. Li} et al., J. Syst. Sci. Math. Sci. 40, No. 2, 355--365 (2020; Zbl 07295800)
Li, Xi; Huang, Ronghui; Liu, Bei; Huang, Zheng; Zou, Xiao; Qian, Shengyou The method of identifying biological tissue lesion based on Otsu clustering. (Chinese. English summary) Zbl 07295545 J. Nat. Sci. Hunan Norm. Univ. 43, No. 3, 82-87 (2020). MSC: 92C55 62P10 92C50 PDF BibTeX XML Cite \textit{X. Li} et al., J. Nat. Sci. Hunan Norm. Univ. 43, No. 3, 82--87 (2020; Zbl 07295545) Full Text: DOI
Jia, Zhaoli; Yang, Shuquan; Wu, Huojun Study on pricing variance swaps under OU process. (Chinese. English summary) Zbl 07295314 J. Hefei Univ. Technol., Nat. Sci. 43, No. 5, 712-715 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{Z. Jia} et al., J. Hefei Univ. Technol., Nat. Sci. 43, No. 5, 712--715 (2020; Zbl 07295314) Full Text: DOI
Wang, Xuzhen; Jin, Baisuo High-dimensional covariance matrix estimation based on network. (Chinese. English summary) Zbl 07295023 Chin. J. Appl. Probab. Stat. 36, No. 4, 342-354 (2020). MSC: 62J10 62H12 62H22 PDF BibTeX XML Cite \textit{X. Wang} and \textit{B. Jin}, Chin. J. Appl. Probab. Stat. 36, No. 4, 342--354 (2020; Zbl 07295023) Full Text: DOI
Bi, Junna; Li, Minhan Optimal mean-variance investment-reinsurance problem with constrained controls by the new Basel regulations for an insurer. (Chinese. English summary) Zbl 07294911 Acta Math. Sin., Chin. Ser. 63, No. 1, 61-76 (2020). MSC: 62P05 91B05 91G10 PDF BibTeX XML Cite \textit{J. Bi} and \textit{M. Li}, Acta Math. Sin., Chin. Ser. 63, No. 1, 61--76 (2020; Zbl 07294911)
Chala, Adel; Hafayed, Dahbia On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. (English) Zbl 07293774 Evol. Equ. Control Theory 9, No. 3, 817-843 (2020). MSC: 91G05 93E20 60H10 PDF BibTeX XML Cite \textit{A. Chala} and \textit{D. Hafayed}, Evol. Equ. Control Theory 9, No. 3, 817--843 (2020; Zbl 07293774) Full Text: DOI
Nagahata, Hideaki Higher order approximation of the distribution of ANOVA tests for high-dimensional time series. (English) Zbl 07293461 Sci. Math. Jpn. 83, No. 1, 39-57 (2020). MSC: 62J10 62M10 PDF BibTeX XML Cite \textit{H. Nagahata}, Sci. Math. Jpn. 83, No. 1, 39--57 (2020; Zbl 07293461)
Stehr, Mads; Kiderlen, Markus Improving the Cavalieri estimator under non-equidistant sampling and dropouts. (English) Zbl 07293303 Image Anal. Stereol. 39, No. 3, 197-212 (2020). MSC: 62H35 65D32 PDF BibTeX XML Cite \textit{M. Stehr} and \textit{M. Kiderlen}, Image Anal. Stereol. 39, No. 3, 197--212 (2020; Zbl 07293303) Full Text: DOI
Chen, Bin; Fei, Shao-Ming Total variance and invariant information in complementary measurements. (English) Zbl 1451.81024 Commun. Theor. Phys. 72, No. 6, Article ID 065106, 5 p. (2020). MSC: 81P15 81P16 81P45 PDF BibTeX XML Cite \textit{B. Chen} and \textit{S.-M. Fei}, Commun. Theor. Phys. 72, No. 6, Article ID 065106, 5 p. (2020; Zbl 1451.81024) Full Text: DOI
Rasch, Dieter; Verdooren, Rob Determination of minimum and maximum experimental size in one-, two- and three-way ANOVA with fixed and mixed models by R. (English) Zbl 07291704 J. Stat. Theory Pract. 14, No. 4, Paper No. 57, 25 p. (2020). MSC: 62J10 62K05 PDF BibTeX XML Cite \textit{D. Rasch} and \textit{R. Verdooren}, J. Stat. Theory Pract. 14, No. 4, Paper No. 57, 25 p. (2020; Zbl 07291704) Full Text: DOI
Chaturvedi, Ajit; Bhatnagar, Anshika Development of preliminary test estimators and preliminary test confidence intervals for measures of reliability of Kumaraswamy-G distributions based on progressive type-II censoring. (English) Zbl 07291699 J. Stat. Theory Pract. 14, No. 3, Paper No. 52, 28 p. (2020). MSC: 65C 62F 62N PDF BibTeX XML Cite \textit{A. Chaturvedi} and \textit{A. Bhatnagar}, J. Stat. Theory Pract. 14, No. 3, Paper No. 52, 28 p. (2020; Zbl 07291699) Full Text: DOI
Kim, Michael Jong Variance regularization in sequential Bayesian optimization. (English) Zbl 07291303 Math. Oper. Res. 45, No. 3, 966-992 (2020). Reviewer: Giorgio Gnecco (Lucca) MSC: 90C39 62C10 PDF BibTeX XML Cite \textit{M. J. Kim}, Math. Oper. Res. 45, No. 3, 966--992 (2020; Zbl 07291303) Full Text: DOI
Cui, Zhenyu; Fu, Michael C.; Hu, Jian-Qiang; Liu, Yanchu; Peng, Yijie; Zhu, Lingjiong On the variance of single-run unbiased stochastic derivative estimators. (English) Zbl 07290853 INFORMS J. Comput. 32, No. 2, 390-407 (2020). MSC: 60 PDF BibTeX XML Cite \textit{Z. Cui} et al., INFORMS J. Comput. 32, No. 2, 390--407 (2020; Zbl 07290853) Full Text: DOI
Jian, Nanjing; Henderson, Shane G. Estimating the probability that a function observed with noise is convex. (English) Zbl 07290852 INFORMS J. Comput. 32, No. 2, 376-389 (2020). MSC: 60 PDF BibTeX XML Cite \textit{N. Jian} and \textit{S. G. Henderson}, INFORMS J. Comput. 32, No. 2, 376--389 (2020; Zbl 07290852) Full Text: DOI
Jiang, Guangxin; Hong, L. Jeff; Nelson, Barry L. Online risk monitoring using offline simulation. (English) Zbl 07290851 INFORMS J. Comput. 32, No. 2, 356-375 (2020). MSC: 91 PDF BibTeX XML Cite \textit{G. Jiang} et al., INFORMS J. Comput. 32, No. 2, 356--375 (2020; Zbl 07290851) Full Text: DOI
Kane, Patrick Bodilly; Broomell, Stephen B. Applications of the bias-variance decomposition to human forecasting. (English) Zbl 07290608 J. Math. Psychol. 98, Article ID 102417, 12 p. (2020). MSC: 91E40 62P15 PDF BibTeX XML Cite \textit{P. B. Kane} and \textit{S. B. Broomell}, J. Math. Psychol. 98, Article ID 102417, 12 p. (2020; Zbl 07290608) Full Text: DOI
Forcina, Antonio; Carbone, Paolo Modelling dark current and hot pixels in imaging sensors. (English) Zbl 07290024 Stat. Model. 20, No. 1, 30-41 (2020). MSC: 62 PDF BibTeX XML Cite \textit{A. Forcina} and \textit{P. Carbone}, Stat. Model. 20, No. 1, 30--41 (2020; Zbl 07290024) Full Text: DOI
Zimmerman, Dale L. Linear model theory. With examples and exercises. (English) Zbl 07289985 Cham: Springer (ISBN 978-3-030-52062-5/hbk; 978-3-030-52063-2/ebook). xxi, 504 p. (2020). MSC: 62-01 62J05 62J10 62G15 62H12 PDF BibTeX XML Cite \textit{D. L. Zimmerman}, Linear model theory. With examples and exercises. Cham: Springer (2020; Zbl 07289985) Full Text: DOI
Gupta, Sat; Aloraini, Badr; Qureshi, Muhammad Nouman; Khalil, Sadia Variance estimation using randomized response technique. (English) Zbl 07289277 REVSTAT 18, No. 2, 165-176 (2020). MSC: 62D05 62J10 PDF BibTeX XML Cite \textit{S. Gupta} et al., REVSTAT 18, No. 2, 165--176 (2020; Zbl 07289277) Full Text: Link
Geraldo, Issa Cherif On the maximum likelihood estimator for a discrete multivariate crash frequencies model. (English. French summary) Zbl 07288702 Afr. Stat. 15, No. 2, 2335-2348 (2020). MSC: 62F10 62F12 62H12 PDF BibTeX XML Cite \textit{I. C. Geraldo}, Afr. Stat. 15, No. 2, 2335--2348 (2020; Zbl 07288702) Full Text: DOI Euclid
Besson, Olivier; Vincent, François; Gendre, Xavier A Stein’s approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric. (English) Zbl 07287581 Stat. Probab. Lett. 167, Article ID 108893, 9 p. (2020). MSC: 62J10 62H12 PDF BibTeX XML Cite \textit{O. Besson} et al., Stat. Probab. Lett. 167, Article ID 108893, 9 p. (2020; Zbl 07287581) Full Text: DOI
Zwanzig, Silvelyn; Ahmad, Rauf On parameter estimation for high dimensional errors-in-variables models. (English) Zbl 07287467 Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer (ISBN 978-3-030-48813-0/hbk; 978-3-030-48814-7/ebook). Springer Proceedings in Mathematics & Statistics 329, 143-156 (2020). MSC: 62F10 62J10 PDF BibTeX XML Cite \textit{S. Zwanzig} and \textit{R. Ahmad}, in: Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16--19, 2019. Cham: Springer. 143--156 (2020; Zbl 07287467) Full Text: DOI
Castañeda-López, María Eugenia; López-Ríos, Víctor Ignacio An optimal design criterion for within-individual covariance matrices discrimination and parameter estimation in nonlinear mixed effects models. (English) Zbl 07286582 Rev. Colomb. Estad. 43, No. 2, 127-141 (2020). MSC: 62K05 62F10 62J10 62H12 62P10 PDF BibTeX XML Cite \textit{M. E. Castañeda-López} and \textit{V. I. López-Ríos}, Rev. Colomb. Estad. 43, No. 2, 127--141 (2020; Zbl 07286582) Full Text: DOI
Han, Xia; Liang, Zhibin; Young, Virginia R. Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle. (English) Zbl 07286461 Scand. Actuar. J. 2020, No. 10, 879-903 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Scand. Actuar. J. 2020, No. 10, 879--903 (2020; Zbl 07286461) Full Text: DOI
Niezgoda, Marek On a preorder relation for Schur-convex functions and a majorization inequality for their gradients and divergences. (English) Zbl 07286377 Aequationes Math. 94, No. 6, 1141-1150 (2020). Reviewer: Sorin-Mihai Grad (Wien) MSC: 26B25 06F20 26D10 PDF BibTeX XML Cite \textit{M. Niezgoda}, Aequationes Math. 94, No. 6, 1141--1150 (2020; Zbl 07286377) Full Text: DOI
Beyhum, Jad Inference robust to outliers with \(\ell_1\)-norm penalization. (English) Zbl 07285909 ESAIM, Probab. Stat. 24, 688-702 (2020). MSC: 62F35 62J05 62J07 60F10 PDF BibTeX XML Cite \textit{J. Beyhum}, ESAIM, Probab. Stat. 24, 688--702 (2020; Zbl 07285909) Full Text: DOI
Frahm, Gabriel Statistical properties of estimators for the log-optimal portfolio. (English) Zbl 07285831 Math. Methods Oper. Res. 92, No. 1, 1-32 (2020). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{G. Frahm}, Math. Methods Oper. Res. 92, No. 1, 1--32 (2020; Zbl 07285831) Full Text: DOI
Dovgyi, S. O.; Yurikov, O. I.; Zozyuk, M. O. On one statistical model of error rate in the stream of packet data transmission through communication channels. (English. Russian original) Zbl 07285407 Cybern. Syst. Anal. 56, No. 5, 739-744 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 63-69 (2020). MSC: 62J10 62M10 62P30 60J60 PDF BibTeX XML Cite \textit{S. O. Dovgyi} et al., Cybern. Syst. Anal. 56, No. 5, 739--744 (2020; Zbl 07285407); translation from Kibern. Sist. Anal. 2020, No. 5, 63--69 (2020) Full Text: DOI
Kuchibhotla, Arun K.; Brown, Lawrence D.; Buja, Andreas; Cai, Junhui; George, Edward I.; Zhao, Linda H. Valid post-selection inference in model-free linear regression. (English) Zbl 07285320 Ann. Stat. 48, No. 5, 2953-2981 (2020). MSC: 62J05 62J10 62J15 62H12 62F40 62F25 62F12 PDF BibTeX XML Cite \textit{A. K. Kuchibhotla} et al., Ann. Stat. 48, No. 5, 2953--2981 (2020; Zbl 07285320) Full Text: DOI Euclid
Anderes, Ethan; Møller, Jesper; Rasmussen, Jakob G. Isotropic covariance functions on graphs and their edges. (English) Zbl 07285302 Ann. Stat. 48, No. 4, 2478-2503 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 62J10 62M30 62H22 62R30 05C90 46E22 60K20 PDF BibTeX XML Cite \textit{E. Anderes} et al., Ann. Stat. 48, No. 4, 2478--2503 (2020; Zbl 07285302) Full Text: DOI Euclid