Lee, Robert H.; Kuiper, Alex Optimal sequencing using a scheduling heuristic. (English) Zbl 07765523 Comput. Oper. Res. 161, Article ID 106405, 16 p. (2024). MSC: 90Bxx PDF BibTeX XML Cite \textit{R. H. Lee} and \textit{A. Kuiper}, Comput. Oper. Res. 161, Article ID 106405, 16 p. (2024; Zbl 07765523) Full Text: DOI
Yiasemides, Michael The variance of a restricted sum-of-squares function over short intervals in \(\mathbb{F}_q [t]\). (English) Zbl 07765133 J. Number Theory 255, 188-229 (2024). MSC: 11N64 11T24 11T55 15B05 15B33 PDF BibTeX XML Cite \textit{M. Yiasemides}, J. Number Theory 255, 188--229 (2024; Zbl 07765133) Full Text: DOI
Nasini, Stefano; Nessah, Rabia Time-flexible min completion time variance in a single machine by quadratic programming. (English) Zbl 07764636 Eur. J. Oper. Res. 312, No. 2, 427-444 (2024). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. Nasini} and \textit{R. Nessah}, Eur. J. Oper. Res. 312, No. 2, 427--444 (2024; Zbl 07764636) Full Text: DOI
Tian, Zibo; Li, Fan Information content of stepped wedge designs under the working independence assumption. (English) Zbl 07750939 J. Stat. Plann. Inference 229, Article ID 106097, 26 p. (2024). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Tian} and \textit{F. Li}, J. Stat. Plann. Inference 229, Article ID 106097, 26 p. (2024; Zbl 07750939) Full Text: DOI
Singh, Housila P.; Vishwakarma, Gajendra K.; Joshi, Harshada; Gupta, Shubham Shrinkage estimation for square of location parameter of the exponential distribution with known coefficient of variation. (English) Zbl 1522.62064 J. Comput. Appl. Math. 437, Article ID 115489, 10 p. (2024). MSC: 62J07 60E05 62E99 PDF BibTeX XML Cite \textit{H. P. Singh} et al., J. Comput. Appl. Math. 437, Article ID 115489, 10 p. (2024; Zbl 1522.62064) Full Text: DOI
Wang, Lichun; Yang, Yang Inference for seemingly unrelated linear mixed models. (English) Zbl 07738719 J. Stat. Plann. Inference 228, 80-94 (2024). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Wang} and \textit{Y. Yang}, J. Stat. Plann. Inference 228, 80--94 (2024; Zbl 07738719) Full Text: DOI
Ding, Pengyong On a variance associated with the distribution of real sequences in arithmetic progressions. (English) Zbl 07771592 Acta Arith. 211, No. 1, 229-263 (2023). MSC: 11N64 11P55 PDF BibTeX XML Cite \textit{P. Ding}, Acta Arith. 211, No. 1, 229--263 (2023; Zbl 07771592) Full Text: DOI
Filipovski, Slobodan New bounds for the mean and the variance. (English) Zbl 07771351 Contrib. Math. 7, 48-52 (2023). MSC: 42A05 62J10 97K40 PDF BibTeX XML Cite \textit{S. Filipovski}, Contrib. Math. 7, 48--52 (2023; Zbl 07771351) Full Text: DOI
Alleva, G.; Arbia, G.; Falorsi, P. D.; Nardelli, V.; Zuliani, A. Optimal two-stage spatial sampling design for estimating critical parameters of SARS-CoV-2 epidemic: efficiency versus feasibility. (English) Zbl 07770413 Stat. Methods Appl. 32, No. 3, 983-999 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{G. Alleva} et al., Stat. Methods Appl. 32, No. 3, 983--999 (2023; Zbl 07770413) Full Text: DOI OA License
Zhang, Caibin; Liang, Zhibin Constrained mean-variance portfolio optimization for jump-diffusion process under partial information. (English) Zbl 07769907 Stoch. Models 39, No. 4, 741-771 (2023). MSC: 91G10 93E20 60H30 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{Z. Liang}, Stoch. Models 39, No. 4, 741--771 (2023; Zbl 07769907) Full Text: DOI
Qiu, Zhiping; Jiang, Nan A direct solution method for generalized stochastic eigenvalue problems of structures with random parameters. (English) Zbl 07769167 Int. J. Numer. Methods Eng. 124, No. 7, 1547-1563 (2023). MSC: 74Sxx 70Lxx 74Hxx PDF BibTeX XML Cite \textit{Z. Qiu} and \textit{N. Jiang}, Int. J. Numer. Methods Eng. 124, No. 7, 1547--1563 (2023; Zbl 07769167) Full Text: DOI
Kojevnikov, Denis; Song, Kyungchul Some impossibility results for inference with cluster dependence with large clusters. (English) Zbl 07767745 J. Econom. 237, No. 2, Article ID 105524, 22 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. Kojevnikov} and \textit{K. Song}, J. Econom. 237, No. 2, Article ID 105524, 22 p. (2023; Zbl 07767745) Full Text: DOI arXiv
Neuberger, Anthony The Black-Scholes paper: a personal perspective. (English) Zbl 07767346 Decis. Econ. Finance 46, No. 2, 713-730 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{A. Neuberger}, Decis. Econ. Finance 46, No. 2, 713--730 (2023; Zbl 07767346) Full Text: DOI
Colantoni, Fausto Variance gamma (nonlocal) equations. (English) Zbl 07766693 Mod. Stoch., Theory Appl. 10, No. 4, 413-424 (2023). MSC: 60G51 34A08 PDF BibTeX XML Cite \textit{F. Colantoni}, Mod. Stoch., Theory Appl. 10, No. 4, 413--424 (2023; Zbl 07766693) Full Text: DOI arXiv
Zhang, Jinhui; Xu, Hao; Yin, Jianfang Unbiased minimum-variance estimation and dynamic event-driven disturbance rejection control for discrete time-varying systems. (English) Zbl 07766495 Automatica 158, Article ID 111266, 9 p. (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{J. Zhang} et al., Automatica 158, Article ID 111266, 9 p. (2023; Zbl 07766495) Full Text: DOI
Kuznetsov, M. Yu.; Shumska, A. A. Fast simulation of steady-state call blocking probability in a two-channel system with threshold service strategies. (English. Ukrainian original) Zbl 07765740 Cybern. Syst. Anal. 59, No. 5, 794-802 (2023); translation from Kibern. Sist. Anal. 59, No. 5, 124-134 (2023). MSC: 60K25 PDF BibTeX XML Cite \textit{M. Yu. Kuznetsov} and \textit{A. A. Shumska}, Cybern. Syst. Anal. 59, No. 5, 794--802 (2023; Zbl 07765740); translation from Kibern. Sist. Anal. 59, No. 5, 124--134 (2023) Full Text: DOI
Song, Chenxiao Monte Carlo variance reduction methods with applications in structural reliability analysis. (Abstract of thesis). (English) Zbl 07764683 Bull. Aust. Math. Soc. 108, No. 3, 518-521 (2023). MSC: 65C05 60F05 62L20 65C10 65D30 65Y20 93E35 PDF BibTeX XML Cite \textit{C. Song}, Bull. Aust. Math. Soc. 108, No. 3, 518--521 (2023; Zbl 07764683) Full Text: DOI
Khaled, Ahmed; Sebbouh, Othmane; Loizou, Nicolas; Gower, Robert M.; Richtárik, Peter Unified analysis of stochastic gradient methods for composite convex and smooth optimization. (English) Zbl 07763155 J. Optim. Theory Appl. 199, No. 2, 499-540 (2023). MSC: 90Cxx 49-XX PDF BibTeX XML Cite \textit{A. Khaled} et al., J. Optim. Theory Appl. 199, No. 2, 499--540 (2023; Zbl 07763155) Full Text: DOI arXiv
Wu, Huixian; Luo, Hezhi; Zhang, Xianye; Liu, Jianzhen A new global algorithm for factor-risk-constrained mean-variance portfolio selection. (English) Zbl 07762767 J. Glob. Optim. 87, No. 2-4, 503-532 (2023). MSC: 90Cxx PDF BibTeX XML Cite \textit{H. Wu} et al., J. Glob. Optim. 87, No. 2--4, 503--532 (2023; Zbl 07762767) Full Text: DOI
Li, Ting; Cai, Xingju; Song, Yongzhong; Ma, Yumin Improved variance reduction extragradient method with line search for stochastic variational inequalities. (English) Zbl 07762764 J. Glob. Optim. 87, No. 2-4, 423-446 (2023). MSC: 65K15 62L20 93E35 90C33 PDF BibTeX XML Cite \textit{T. Li} et al., J. Glob. Optim. 87, No. 2--4, 423--446 (2023; Zbl 07762764) Full Text: DOI
Crucinio, Francesca R.; Johansen, Adam M. Properties of marginal sequential Monte Carlo methods. (English) Zbl 07761647 Stat. Probab. Lett. 203, Article ID 109914, 8 p. (2023). MSC: 60F05 65C05 60F15 62F15 PDF BibTeX XML Cite \textit{F. R. Crucinio} and \textit{A. M. Johansen}, Stat. Probab. Lett. 203, Article ID 109914, 8 p. (2023; Zbl 07761647) Full Text: DOI arXiv
Bera, Anil K.; Koley, Malabika A history of the delta method and some new results. (English) Zbl 07761604 Sankhyā, Ser. B 85, No. 2, 272-306 (2023). MSC: 62E20 91G70 PDF BibTeX XML Cite \textit{A. K. Bera} and \textit{M. Koley}, Sankhyā, Ser. B 85, No. 2, 272--306 (2023; Zbl 07761604) Full Text: DOI
Sodin, Mikhail; Wennman, Aron; Yakir, Oren The random Weierstrass zeta function. II: Fluctuations of the electric flux through rectifiable curves. (English) Zbl 07761526 J. Stat. Phys. 190, No. 10, Paper No. 164, 29 p. (2023). MSC: 60G55 60K35 30B20 82B05 11M41 PDF BibTeX XML Cite \textit{M. Sodin} et al., J. Stat. Phys. 190, No. 10, Paper No. 164, 29 p. (2023; Zbl 07761526) Full Text: DOI arXiv OA License
Xu, Bo; Cai, Siqin; Guo, Dongliang; Fan, Zhi-Ping Equilibrium decisions of power supply chain members facing the uncertainty risk of renewable energy production. (English) Zbl 07759653 J. Ind. Manag. Optim. 19, No. 12, 8731-8760 (2023). MSC: 91B06 91A35 91A65 PDF BibTeX XML Cite \textit{B. Xu} et al., J. Ind. Manag. Optim. 19, No. 12, 8731--8760 (2023; Zbl 07759653) Full Text: DOI
Ma, Yutao; Shen, Xinmei Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles. (English) Zbl 07758473 Front. Math. (Berl./Heidelb.) 18, No. 1, 225-252 (2023). MSC: 60B20 60F99 62J10 PDF BibTeX XML Cite \textit{Y. Ma} and \textit{X. Shen}, Front. Math. (Berl./Heidelb.) 18, No. 1, 225--252 (2023; Zbl 07758473) Full Text: DOI arXiv
Liu, Huafeng The average behavior of Fourier coefficients of symmetric power \(L\)-functions. (English) Zbl 07757206 Bull. Malays. Math. Sci. Soc. (2) 46, No. 6, Paper No. 193, 15 p. (2023). MSC: 11F30 11F66 PDF BibTeX XML Cite \textit{H. Liu}, Bull. Malays. Math. Sci. Soc. (2) 46, No. 6, Paper No. 193, 15 p. (2023; Zbl 07757206) Full Text: DOI
Gaunt, Robert E.; Li, Siqi The variance-gamma ratio distribution. (English) Zbl 07755470 C. R., Math., Acad. Sci. Paris 361, 1151-1161 (2023). MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{R. E. Gaunt} and \textit{S. Li}, C. R., Math., Acad. Sci. Paris 361, 1151--1161 (2023; Zbl 07755470) Full Text: DOI arXiv
Yang, Chunshan; Zhao, Ying; Liu, Zheng; Wang, Jianqi Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two-step random measurement delays. (English) Zbl 07754985 Optim. Control Appl. Methods 44, No. 5, 2744-2774 (2023). MSC: 93-XX PDF BibTeX XML Cite \textit{C. Yang} et al., Optim. Control Appl. Methods 44, No. 5, 2744--2774 (2023; Zbl 07754985) Full Text: DOI
Yamaguchi, Naoya; Yamaguchi, Yuka; Hori, Maiya Inequality for the variance of an asymmetric loss. (English) Zbl 07753902 J. Math. Inequal. 17, No. 3, 909-913 (2023). MSC: 62J10 26D15 39B72 PDF BibTeX XML Cite \textit{N. Yamaguchi} et al., J. Math. Inequal. 17, No. 3, 909--913 (2023; Zbl 07753902) Full Text: DOI arXiv
Polo González, Mayo Luz; San Martín Gutiérrez, Ernesto Javier Value added in hierarchical linear mixed models with error in variables. (English) Zbl 07753684 Commun. Stat., Theory Methods 52, No. 22, 7984-8001 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{M. L. Polo González} and \textit{E. J. San Martín Gutiérrez}, Commun. Stat., Theory Methods 52, No. 22, 7984--8001 (2023; Zbl 07753684) Full Text: DOI
Haslett, Stephen J.; Markiewicz, Augustyn; Puntanen, Simo Properties of BLUEs in full versus small linear models. (English) Zbl 07753667 Commun. Stat., Theory Methods 52, No. 21, 7684-7698 (2023). MSC: 62J05 62J10 PDF BibTeX XML Cite \textit{S. J. Haslett} et al., Commun. Stat., Theory Methods 52, No. 21, 7684--7698 (2023; Zbl 07753667) Full Text: DOI
Nkou, Emmanuel De Dieu Strong consistency of kernel method for sliced average variance estimation. (English) Zbl 07753660 Commun. Stat., Theory Methods 52, No. 21, 7586-7600 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{E. De D. Nkou}, Commun. Stat., Theory Methods 52, No. 21, 7586--7600 (2023; Zbl 07753660) Full Text: DOI
Antunes, Patrícia; Ferreira, Sandra S.; Ferreira, Dário; Mexia, João T. Bi-additive models for extremes. (English) Zbl 07753656 Commun. Stat., Theory Methods 52, No. 21, 7543-7554 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Antunes} et al., Commun. Stat., Theory Methods 52, No. 21, 7543--7554 (2023; Zbl 07753656) Full Text: DOI
Chatterjee, Sourav Superconcentration in surface growth. (English) Zbl 07752401 Random Struct. Algorithms 62, No. 2, 304-334 (2023). MSC: 68-XX 82-XX PDF BibTeX XML Cite \textit{S. Chatterjee}, Random Struct. Algorithms 62, No. 2, 304--334 (2023; Zbl 07752401) Full Text: DOI arXiv
Law, Michael; Ritov, Ya’acov Inference and estimation for random effects in high-dimensional linear mixed models. (English) Zbl 07751800 J. Am. Stat. Assoc. 118, No. 543, 1682-1691 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Law} and \textit{Y. Ritov}, J. Am. Stat. Assoc. 118, No. 543, 1682--1691 (2023; Zbl 07751800) Full Text: DOI arXiv
Liang, Xiaoqing; Jiang, Wenjun; Zhang, Yiying Optimal insurance design under mean-variance preference with narrow framing. (English) Zbl 07749729 Insur. Math. Econ. 112, 59-79 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91A65 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 112, 59--79 (2023; Zbl 07749729) Full Text: DOI
Kozubowski, Tomasz J.; Mazur, Stepan; Podgórski, Krzysztof Matrix variate generalized asymmetric Laplace distributions. (English) Zbl 07748860 Theory Probab. Math. Stat. 109, 55-80 (2023). MSC: 62H10 60E05 60E10 PDF BibTeX XML Cite \textit{T. J. Kozubowski} et al., Theory Probab. Math. Stat. 109, 55--80 (2023; Zbl 07748860) Full Text: DOI
Lee, Danhyang; Zhang, Li-Chun; Chen, Sixia Robust quasi-randomization-based estimation with ensemble learning for missing data. (English) Zbl 07748385 Scand. J. Stat. 50, No. 3, 1263-1278 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Lee} et al., Scand. J. Stat. 50, No. 3, 1263--1278 (2023; Zbl 07748385) Full Text: DOI
Li, Fan; Kasza, Jessica; Turner, Elizabeth L.; Rathouz, Paul J.; Forbes, Andrew B.; Preisser, John S. Generalizing the information content for stepped wedge designs: a marginal modeling approach. (English) Zbl 07748377 Scand. J. Stat. 50, No. 3, 1048-1067 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Li} et al., Scand. J. Stat. 50, No. 3, 1048--1067 (2023; Zbl 07748377) Full Text: DOI OA License
Chen, Sixia; Haziza, David General purpose multiply robust data integration procedures for handling nonprobability samples. (English) Zbl 07748359 Scand. J. Stat. 50, No. 2, 697-724 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Chen} and \textit{D. Haziza}, Scand. J. Stat. 50, No. 2, 697--724 (2023; Zbl 07748359) Full Text: DOI
Gusakova, Anna; Reitzner, Matthias; Thäle, Christoph Variance expansion and Berry-Esseen bound for the number of vertices of a random polygon in a polygon. (Asymptotique de la variance et bornes de Berry-Esseen pour le nombre de sommets d’un polygone aléatoire dans un polygone.) (English. French summary) Zbl 07747044 Ann. Henri Lebesgue 6, 875-906 (2023). MSC: 52A22 60D05 PDF BibTeX XML Cite \textit{A. Gusakova} et al., Ann. Henri Lebesgue 6, 875--906 (2023; Zbl 07747044) Full Text: DOI arXiv
Liu, Jicai; Li, Jinhong; Zhang, Riquan \(K\)-CDFs: a nonparametric clustering algorithm via cumulative distribution function. (English) Zbl 07746959 J. Comput. Graph. Stat. 32, No. 1, 304-318 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Liu} et al., J. Comput. Graph. Stat. 32, No. 1, 304--318 (2023; Zbl 07746959) Full Text: DOI
Hu, Jian-Qiang; Lian, Teng On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates. (English) Zbl 07745390 Discrete Event Dyn. Syst. 33, No. 2, 95-104 (2023). MSC: 93E10 93C73 PDF BibTeX XML Cite \textit{J.-Q. Hu} and \textit{T. Lian}, Discrete Event Dyn. Syst. 33, No. 2, 95--104 (2023; Zbl 07745390) Full Text: DOI
Mi, Hui; Di, Wenrong; Lin, Jinguan Optimal investment and reinsurance with Vasicek interest rate and dependent risk. (Chinese. English summary) Zbl 07745106 Chin. J. Appl. Probab. Stat. 39, No. 2, 239-258 (2023). MSC: 91G10 91G80 93E20 PDF BibTeX XML Cite \textit{H. Mi} et al., Chin. J. Appl. Probab. Stat. 39, No. 2, 239--258 (2023; Zbl 07745106) Full Text: Link
Kim, Hyun-Gyoon; Cho, So-Yoon; Kim, Jeong-Hoon A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. (English) Zbl 07745059 Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023). MSC: 60G18 91G20 PDF BibTeX XML Cite \textit{H.-G. Kim} et al., Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023; Zbl 07745059) Full Text: DOI
Juszczuk, Przemysław; Kaliszewski, Ignacy; Miroforidis, Janusz; Podkopaev, Dmitry Expected mean return – standard deviation efficient frontier approximation with low-cardinality portfolios in the presence of the risk-free asset. (English) Zbl 07744754 Int. Trans. Oper. Res. 30, No. 5, 2395-2414 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{P. Juszczuk} et al., Int. Trans. Oper. Res. 30, No. 5, 2395--2414 (2023; Zbl 07744754) Full Text: DOI
Bao, Wen; Zhang, Jia-Ming; Peng, Jing; Bao, Jing-Dong A complementary relationship about anomalous diffusions under memory or memoryless damping. (English) Zbl 07743272 Physica A 627, Article ID 129117, 8 p. (2023). MSC: 82-XX PDF BibTeX XML Cite \textit{W. Bao} et al., Physica A 627, Article ID 129117, 8 p. (2023; Zbl 07743272) Full Text: DOI
Reppen, Anders Max; Soner, Halil Mete Deep empirical risk minimization in finance: looking into the future. (English) Zbl 1522.91312 Math. Finance 33, No. 1, 116-145 (2023). MSC: 91G60 65C05 49N35 PDF BibTeX XML Cite \textit{A. M. Reppen} and \textit{H. M. Soner}, Math. Finance 33, No. 1, 116--145 (2023; Zbl 1522.91312) Full Text: DOI arXiv
Persson, Rasmus A. X. Theoretical evaluation of partial credit scoring of the multiple-choice test item. (English) Zbl 07742941 Metron 81, No. 2, 143-161 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{R. A. X. Persson}, Metron 81, No. 2, 143--161 (2023; Zbl 07742941) Full Text: DOI
Sadr, Mohsen; Hadjiconstantinou, Nicolas G. Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics. (English) Zbl 07742892 J. Comput. Phys. 492, Article ID 112402, 16 p. (2023). MSC: 82Cxx 76Pxx 65Cxx PDF BibTeX XML Cite \textit{M. Sadr} and \textit{N. G. Hadjiconstantinou}, J. Comput. Phys. 492, Article ID 112402, 16 p. (2023; Zbl 07742892) Full Text: DOI
Bourgey, F.; De Marco, S.; Gobet, E. Weak approximations and VIX option price expansions in forward variance curve models. (English) Zbl 1521.91357 Quant. Finance 23, No. 9, 1259-1283 (2023). MSC: 91G20 60G15 60G22 60H07 PDF BibTeX XML Cite \textit{F. Bourgey} et al., Quant. Finance 23, No. 9, 1259--1283 (2023; Zbl 1521.91357) Full Text: DOI arXiv
He, Lulu; Ye, Jimin; E, Jianwei Nonconvex optimization with inertial proximal stochastic variance reduction gradient. (English) Zbl 07741643 Inf. Sci. 648, Article ID 119546, 21 p. (2023). MSC: 90Cxx 93-XX PDF BibTeX XML Cite \textit{L. He} et al., Inf. Sci. 648, Article ID 119546, 21 p. (2023; Zbl 07741643) Full Text: DOI
Chen, Tian; Liu, Ruyi; Wu, Zhen Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon. (English) Zbl 1521.91326 J. Syst. Sci. Complex. 36, No. 2, 457-479 (2023). MSC: 91G10 60H10 60J20 60J70 PDF BibTeX XML Cite \textit{T. Chen} et al., J. Syst. Sci. Complex. 36, No. 2, 457--479 (2023; Zbl 1521.91326) Full Text: DOI arXiv
Ma, Weidong; Ye, Fei; Xiao, Jingsong; Yang, Ying A distribution-free test of independence based on a modified mean variance index. (English) Zbl 07740724 Stat. Theory Relat. Fields 7, No. 3, 235-259 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Ma} et al., Stat. Theory Relat. Fields 7, No. 3, 235--259 (2023; Zbl 07740724) Full Text: DOI
Ghouil, Djoweyda; Ourbih-Tari, Megdouda Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation. (English) Zbl 07740719 Stat. Theory Relat. Fields 7, No. 3, 177-187 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Ghouil} and \textit{M. Ourbih-Tari}, Stat. Theory Relat. Fields 7, No. 3, 177--187 (2023; Zbl 07740719) Full Text: DOI
Li, Lu; Tan, Kai; Wen, Xuerong Meggie; Yu, Zhou Variable-dependent partial dimension reduction. (English) Zbl 1520.62026 Test 32, No. 2, 521-541 (2023). MSC: 62G08 62G20 PDF BibTeX XML Cite \textit{L. Li} et al., Test 32, No. 2, 521--541 (2023; Zbl 1520.62026) Full Text: DOI
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Stochastic linear-quadratic control with a jump and regime switching on a random horizon. (English) Zbl 1522.93189 Math. Control Relat. Fields 13, No. 4, 1597-1617 (2023). MSC: 93E20 49N10 60H30 91G10 PDF BibTeX XML Cite \textit{Y. Hu} et al., Math. Control Relat. Fields 13, No. 4, 1597--1617 (2023; Zbl 1522.93189) Full Text: DOI arXiv
Kramlinger, Peter; Schneider, Ulrike; Krivobokova, Tatyana Uniformly valid inference based on the Lasso in linear mixed models. (English) Zbl 07740041 J. Multivariate Anal. 198, Article ID 105230, 15 p. (2023). MSC: 62Hxx 62F25 62J10 62J07 PDF BibTeX XML Cite \textit{P. Kramlinger} et al., J. Multivariate Anal. 198, Article ID 105230, 15 p. (2023; Zbl 07740041) Full Text: DOI arXiv
Costa, Antonio F. B. The performance of the \(Cpk\) chart. (English) Zbl 07739561 Commun. Stat., Simulation Comput. 52, No. 8, 3912-3918 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{A. F. B. Costa}, Commun. Stat., Simulation Comput. 52, No. 8, 3912--3918 (2023; Zbl 07739561) Full Text: DOI
Shahzad, Usman; Ahmad, Ishfaq; Almanjahie, Ibrahim M.; Al-Noor, Nadia H.; Hanif, Muhammad A novel family of variance estimators based on L-moments and calibration approach under stratified random sampling. (English) Zbl 07739554 Commun. Stat., Simulation Comput. 52, No. 8, 3782-3795 (2023). MSC: 62D05 PDF BibTeX XML Cite \textit{U. Shahzad} et al., Commun. Stat., Simulation Comput. 52, No. 8, 3782--3795 (2023; Zbl 07739554) Full Text: DOI
Ferré, Grégoire Stochastic viscosity approximations of Hamilton-Jacobi equations and variance reduction. (English) Zbl 07739214 ESAIM, Math. Model. Numer. Anal. 57, No. 4, 2301-2318 (2023). MSC: 35F21 35R60 60H30 65C05 PDF BibTeX XML Cite \textit{G. Ferré}, ESAIM, Math. Model. Numer. Anal. 57, No. 4, 2301--2318 (2023; Zbl 07739214) Full Text: DOI arXiv
Lee, Bu Hyoung; Wei, William W. S. The use of temporally aggregated data in modeling and testing a variance change in a time series. (English) Zbl 07739069 Commun. Stat., Simulation Comput. 52, No. 7, 3183-3200 (2023). MSC: 62M10 PDF BibTeX XML Cite \textit{B. H. Lee} and \textit{W. W. S. Wei}, Commun. Stat., Simulation Comput. 52, No. 7, 3183--3200 (2023; Zbl 07739069) Full Text: DOI
Liu, Xiaohui; Fan, Donghui; Zhang, Xu; Liu, Catherine Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations. (English) Zbl 07738978 Stat. Interface 16, No. 2, 337-347 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Liu} et al., Stat. Interface 16, No. 2, 337--347 (2023; Zbl 07738978) Full Text: DOI arXiv
Ma, Shuai; Ma, Xiaoteng; Xia, Li A unified algorithm framework for mean-variance optimization in discounted Markov decision processes. (English) Zbl 07737919 Eur. J. Oper. Res. 311, No. 3, 1057-1067 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. Ma} et al., Eur. J. Oper. Res. 311, No. 3, 1057--1067 (2023; Zbl 07737919) Full Text: DOI arXiv
Leong, Soon Heng; Urga, Giovanni A practical multivariate approach to testing volatility spillover. (English) Zbl 07737404 J. Econ. Dyn. Control 153, Article ID 104694, 29 p. (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{S. H. Leong} and \textit{G. Urga}, J. Econ. Dyn. Control 153, Article ID 104694, 29 p. (2023; Zbl 07737404) Full Text: DOI
Wu, Mengmeng; Jia, Ruoxi; Lin, Changle; Huang, Wei; Chang, Xiangyu Variance reduced Shapley value estimation for trustworthy data valuation. (English) Zbl 07736995 Comput. Oper. Res. 159, Article ID 106305, 9 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Wu} et al., Comput. Oper. Res. 159, Article ID 106305, 9 p. (2023; Zbl 07736995) Full Text: DOI arXiv
Park, Chanseok; Wang, Min A study on the \(g\) and \(h\) control charts. (English) Zbl 07736146 Commun. Stat., Theory Methods 52, No. 20, 7334-7349 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Park} and \textit{M. Wang}, Commun. Stat., Theory Methods 52, No. 20, 7334--7349 (2023; Zbl 07736146) Full Text: DOI arXiv
Fakhfakh, Raouf On polynomials associated with Cauchy-Stieltjes kernel families. (English) Zbl 07736128 Commun. Stat., Theory Methods 52, No. 19, 7009-7021 (2023). MSC: 60E10 46L54 PDF BibTeX XML Cite \textit{R. Fakhfakh}, Commun. Stat., Theory Methods 52, No. 19, 7009--7021 (2023; Zbl 07736128) Full Text: DOI
Micheli, Giacomo; Schraven, Severin; Tinani, Simran; Weger, Violetta Geometric sieve over number fields for higher moments. (English) Zbl 07735437 Res. Number Theory 9, No. 3, Paper No. 62, 21 p. (2023). MSC: 11R45 11N32 PDF BibTeX XML Cite \textit{G. Micheli} et al., Res. Number Theory 9, No. 3, Paper No. 62, 21 p. (2023; Zbl 07735437) Full Text: DOI arXiv
Papantonis, Ioannis; Rompolis, Leonidas S.; Tzavalis, Elias; Agapitos, Orestis Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (English) Zbl 07734251 Stud. Nonlinear Dyn. Econom. 27, No. 2, 171-198 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{I. Papantonis} et al., Stud. Nonlinear Dyn. Econom. 27, No. 2, 171--198 (2023; Zbl 07734251) Full Text: DOI
Gaunt, Robert E. On the moments of the variance-gamma distribution. (English) Zbl 1522.60026 Stat. Probab. Lett. 201, Article ID 109884, 4 p. (2023). Reviewer: Noureddine Daili (Sétif) MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{R. E. Gaunt}, Stat. Probab. Lett. 201, Article ID 109884, 4 p. (2023; Zbl 1522.60026) Full Text: DOI arXiv
Pavliotis, Grigorios A.; Stoltz, Gabriel; Vaes, Urbain Mobility estimation for Langevin dynamics using control variates. (English) Zbl 1518.65015 Multiscale Model. Simul. 21, No. 2, 680-715 (2023). MSC: 65C30 35Q84 82C31 82M22 PDF BibTeX XML Cite \textit{G. A. Pavliotis} et al., Multiscale Model. Simul. 21, No. 2, 680--715 (2023; Zbl 1518.65015) Full Text: DOI arXiv
Harvey, David I.; Leybourne, Stephen J.; Zu, Yang Estimation of the variance function in structural break autoregressive models with non-stationary and explosive segments. (English) Zbl 07731467 J. Time Ser. Anal. 44, No. 2, 181-205 (2023). MSC: 62Mxx 62G05 91B84 PDF BibTeX XML Cite \textit{D. I. Harvey} et al., J. Time Ser. Anal. 44, No. 2, 181--205 (2023; Zbl 07731467) Full Text: DOI
Fedin, Nikita; Gorbunov, Eduard Byzantine-robust loopless stochastic variance-reduced gradient. (English) Zbl 07730541 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 39-53 (2023). MSC: 90Cxx 90Bxx PDF BibTeX XML Cite \textit{N. Fedin} and \textit{E. Gorbunov}, Lect. Notes Comput. Sci. 13930, 39--53 (2023; Zbl 07730541) Full Text: DOI arXiv
Demange-Chryst, Julien; Bachoc, François; Morio, Jérôme Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates. (English) Zbl 1517.62013 Stat. Comput. 33, No. 5, Paper No. 103, 15 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{J. Demange-Chryst} et al., Stat. Comput. 33, No. 5, Paper No. 103, 15 p. (2023; Zbl 1517.62013) Full Text: DOI arXiv
Kumar V., Anil; Parthasarathy, S.; Babu, S. K. Khadar; Chesneau, Christophe; Anthonysamy, Victor Statistical study on relationship among different parametric stability methods for selecting stable and adaptable chickpea (Cicer arietinum L.) genotypes under diversified environments. (English) Zbl 07727209 Far East J. Theor. Stat. 67, No. 1, 95-112 (2023). MSC: 62F99 62G99 PDF BibTeX XML Cite \textit{A. Kumar V.} et al., Far East J. Theor. Stat. 67, No. 1, 95--112 (2023; Zbl 07727209) Full Text: DOI
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Constrained monotone mean-variance problem with random coefficients. (English) Zbl 1520.91370 SIAM J. Financ. Math. 14, No. 3, 838-854 (2023). MSC: 91G10 93E20 60H30 PDF BibTeX XML Cite \textit{Y. Hu} et al., SIAM J. Financ. Math. 14, No. 3, 838--854 (2023; Zbl 1520.91370) Full Text: DOI arXiv
Djehiche, Boualem; Martini, Mattia Time-inconsistent mean-field optimal stopping: a limit approach. (English) Zbl 07725241 J. Math. Anal. Appl. 528, No. 1, Article ID 127582, 26 p. (2023). MSC: 60G40 PDF BibTeX XML Cite \textit{B. Djehiche} and \textit{M. Martini}, J. Math. Anal. Appl. 528, No. 1, Article ID 127582, 26 p. (2023; Zbl 07725241) Full Text: DOI arXiv
Feng, Junkai; Yang, Ruiqi; Zhang, Haibin; Zhang, Zhenning Online non-monotone DR-submodular maximization: 1/4 approximation ratio and sublinear regret. (English) Zbl 07724738 Zhang, Yong (ed.) et al., Computing and combinatorics. 28th international conference, COCOON 2022, Shenzhen, China, October 22–24, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13595, 118-125 (2023). MSC: 68Rxx PDF BibTeX XML Cite \textit{J. Feng} et al., Lect. Notes Comput. Sci. 13595, 118--125 (2023; Zbl 07724738) Full Text: DOI
Pan, Qingquan; Lv, Huanwen; Tang, Songqian; Xiong, Jinbiao; Liu, Xiaojing Pointing probability driven semi-analytic Monte Carlo method (PDMC). I: Global variance reduction for large-scale radiation transport analysis. (English) Zbl 07723521 Comput. Phys. Commun. 291, Article ID 108850, 13 p. (2023). MSC: 82-XX 80-XX PDF BibTeX XML Cite \textit{Q. Pan} et al., Comput. Phys. Commun. 291, Article ID 108850, 13 p. (2023; Zbl 07723521) Full Text: DOI
Zinodiny, Shokofeh; Nadarajah, Saralees Generalized Bayes minimax estimators of the variance of a multivariate normal distribution. (English) Zbl 07723383 Sankhyā, Ser. A 85, No. 2, 1667-1683 (2023). MSC: 62E99 PDF BibTeX XML Cite \textit{S. Zinodiny} and \textit{S. Nadarajah}, Sankhyā, Ser. A 85, No. 2, 1667--1683 (2023; Zbl 07723383) Full Text: DOI
Berahas, Albert S.; Shi, Jiahao; Yi, Zihong; Zhou, Baoyu Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction. (English) Zbl 07722195 Comput. Optim. Appl. 86, No. 1, 79-116 (2023). MSC: 90Cxx PDF BibTeX XML Cite \textit{A. S. Berahas} et al., Comput. Optim. Appl. 86, No. 1, 79--116 (2023; Zbl 07722195) Full Text: DOI arXiv
Liu, Jia-Bao; Zheng, Ya-Qian; Peng, Xin-Bei The statistical analysis for Sombor indices in a random polygonal chain networks. (English) Zbl 1519.05053 Discrete Appl. Math. 338, 218-233 (2023). MSC: 05C09 05C07 05C92 92E10 PDF BibTeX XML Cite \textit{J.-B. Liu} et al., Discrete Appl. Math. 338, 218--233 (2023; Zbl 1519.05053) Full Text: DOI arXiv
Akyildirim, Erdinc; Hekimoglu, Alper A.; Sensoy, Ahmet; Fabozzi, Frank J. Extending the Merton model with applications to credit value adjustment. (English) Zbl 07720625 Ann. Oper. Res. 326, No. 1, 27-65 (2023). MSC: 91G40 35Q91 PDF BibTeX XML Cite \textit{E. Akyildirim} et al., Ann. Oper. Res. 326, No. 1, 27--65 (2023; Zbl 07720625) Full Text: DOI
Oh, Jin H. Graphical evaluation of prediction capability when the number of noise variable increases in robust parameter design. (English) Zbl 07720172 Commun. Stat., Theory Methods 52, No. 18, 6561-6572 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{J. H. Oh}, Commun. Stat., Theory Methods 52, No. 18, 6561--6572 (2023; Zbl 07720172) Full Text: DOI
Chen, Chao; Li, Yilin; Liang, Keqing; Du, Jinlin A test for the Behrens-Fisher problem based on the method of variance estimates recovery. (English) Zbl 07720165 Commun. Stat., Theory Methods 52, No. 18, 6444-6455 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Chen} et al., Commun. Stat., Theory Methods 52, No. 18, 6444--6455 (2023; Zbl 07720165) Full Text: DOI
Tan, Zhiqiang Consistent and robust inference in hazard probability and odds models with discrete-time survival data. (English) Zbl 07719497 Lifetime Data Anal. 29, No. 3, 555-584 (2023). MSC: 62Nxx 62P10 PDF BibTeX XML Cite \textit{Z. Tan}, Lifetime Data Anal. 29, No. 3, 555--584 (2023; Zbl 07719497) Full Text: DOI arXiv
Song, Chenxiao; Kawai, Reiichiro Batching adaptive variance reduction. (English) Zbl 1515.65015 ACM Trans. Model. Comput. Simul. 33, No. 1-2, Paper No. 3, 24 p. (2023). MSC: 65C05 62L20 93E35 PDF BibTeX XML Cite \textit{C. Song} and \textit{R. Kawai}, ACM Trans. Model. Comput. Simul. 33, No. 1--2, Paper No. 3, 24 p. (2023; Zbl 1515.65015) Full Text: DOI
Angle, John Generalizing the inequality process’ gamma model of particle wealth statistics. (English) Zbl 1520.91162 J. Math. Sociol. 47, No. 3, 227-243 (2023). MSC: 91B15 62P20 PDF BibTeX XML Cite \textit{J. Angle}, J. Math. Sociol. 47, No. 3, 227--243 (2023; Zbl 1520.91162) Full Text: DOI
Alfonsi, Aurélien; Lapeyre, Bernard; Lelong, Jérôme How many inner simulations to compute conditional expectations with least-square Monte Carlo? (English) Zbl 1517.65005 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 71, 25 p. (2023). MSC: 65C05 91G60 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 71, 25 p. (2023; Zbl 1517.65005) Full Text: DOI arXiv
Belotti, Federico; Casini, Alessandro; Catania, Leopoldo; Grassi, Stefano; Perron, Pierre Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings. (English) Zbl 07716499 Econom. Rev. 42, No. 3, 281-306 (2023). MSC: 62P20 PDF BibTeX XML Cite \textit{F. Belotti} et al., Econom. Rev. 42, No. 3, 281--306 (2023; Zbl 07716499) Full Text: DOI arXiv
Herwartz, Helmut; Maxand, Simone; Walle, Yabibal M. Forward detrending for heteroskedasticity-robust panel unit root testing. (English) Zbl 07716489 Econom. Rev. 42, No. 1, 28-53 (2023). MSC: 62P20 PDF BibTeX XML Cite \textit{H. Herwartz} et al., Econom. Rev. 42, No. 1, 28--53 (2023; Zbl 07716489) Full Text: DOI
Liu, Wei; Jia, Yu-Xue Comparison of type I error and statistical power between state trace analysis and analysis of variance. (English) Zbl 07716431 J. Math. Psychol. 114, Article ID 102767, 10 p. (2023). MSC: 62P15 PDF BibTeX XML Cite \textit{W. Liu} and \textit{Y.-X. Jia}, J. Math. Psychol. 114, Article ID 102767, 10 p. (2023; Zbl 07716431) Full Text: DOI
Wang, Lei; Liu, Xin A variance-reduced stochastic gradient tracking algorithm for decentralized optimization with orthogonality constraints. (English) Zbl 07715867 J. Ind. Manag. Optim. 19, No. 10, 7753-7776 (2023). MSC: 90C06 90C30 90C15 PDF BibTeX XML Cite \textit{L. Wang} and \textit{X. Liu}, J. Ind. Manag. Optim. 19, No. 10, 7753--7776 (2023; Zbl 07715867) Full Text: DOI arXiv
Sun, Jingyun; Yao, Haixiang; Li, Zhongfei Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance. (English) Zbl 07715857 J. Ind. Manag. Optim. 19, No. 10, 7540-7564 (2023). MSC: 91G05 91B16 93E20 PDF BibTeX XML Cite \textit{J. Sun} et al., J. Ind. Manag. Optim. 19, No. 10, 7540--7564 (2023; Zbl 07715857) Full Text: DOI
Martínez-Sánchez, Julio César; Berrones-Santos, Arturo; Martínez, Javier Almaguer The Markowitz’s mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods. (English) Zbl 07715669 J. Comput. Appl. Math. 434, Article ID 115227, 15 p. (2023). MSC: 90Cxx 91Gxx 62-XX PDF BibTeX XML Cite \textit{J. C. Martínez-Sánchez} et al., J. Comput. Appl. Math. 434, Article ID 115227, 15 p. (2023; Zbl 07715669) Full Text: DOI
Mastrototaro, Alessandro; Olsson, Jimmy Adaptive online variance estimation in particle filters: the ALVar estimator. (English) Zbl 1517.62037 Stat. Comput. 33, No. 4, Paper No. 77, 26 p. (2023). MSC: 62-08 65C05 PDF BibTeX XML Cite \textit{A. Mastrototaro} and \textit{J. Olsson}, Stat. Comput. 33, No. 4, Paper No. 77, 26 p. (2023; Zbl 1517.62037) Full Text: DOI arXiv
Yu, Jing; Li, Fang; Hu, Xuyue Two-stage decolorization based on histogram equalization and local variance maximization. (English) Zbl 1516.65014 SIAM J. Imaging Sci. 16, No. 2, 740-769 (2023). MSC: 65D18 65K10 68U10 94A08 PDF BibTeX XML Cite \textit{J. Yu} et al., SIAM J. Imaging Sci. 16, No. 2, 740--769 (2023; Zbl 1516.65014) Full Text: DOI
Liu, Chaoyu; Qiao, Zhonghua; Zhang, Qian An active contour model with local variance force term and its efficient minimization solver for multiphase image segmentation. (English) Zbl 07715424 SIAM J. Imaging Sci. 16, No. 1, 144-168 (2023). MSC: 94A08 65K10 65M12 PDF BibTeX XML Cite \textit{C. Liu} et al., SIAM J. Imaging Sci. 16, No. 1, 144--168 (2023; Zbl 07715424) Full Text: DOI arXiv
Fort, Gersende; Moulines, Eric Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization. (English) Zbl 1517.62017 Stat. Comput. 33, No. 3, Paper No. 65, 30 p. (2023). MSC: 62-08 90C25 PDF BibTeX XML Cite \textit{G. Fort} and \textit{E. Moulines}, Stat. Comput. 33, No. 3, Paper No. 65, 30 p. (2023; Zbl 1517.62017) Full Text: DOI arXiv