Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail conditional moment for generalized skew-elliptical distributions. (English) Zbl 07484655 J. Appl. Stat. 48, No. 13-15, 2285-2305 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, J. Appl. Stat. 48, No. 13--15, 2285--2305 (2021; Zbl 07484655) Full Text: DOI OpenURL
Safari, Muhammad Aslam Mohd; Masseran, Nurulkamal; Ibrahim, Kamarulzaman On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution. (English) Zbl 07480008 J. Appl. Stat. 46, No. 10, 1886-1902 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{M. A. M. Safari} et al., J. Appl. Stat. 46, No. 10, 1886--1902 (2019; Zbl 07480008) Full Text: DOI OpenURL
Wu, Ruhao; Wang, Bo Coherent mortality forecasting by the weighted multilevel functional principal component approach. (English) Zbl 07480003 J. Appl. Stat. 46, No. 10, 1774-1791 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{R. Wu} and \textit{B. Wang}, J. Appl. Stat. 46, No. 10, 1774--1791 (2019; Zbl 07480003) Full Text: DOI OpenURL
Punzo, Antonio A new look at the inverse Gaussian distribution with applications to insurance and economic data. (English) Zbl 07479975 J. Appl. Stat. 46, No. 7, 1260-1287 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{A. Punzo}, J. Appl. Stat. 46, No. 7, 1260--1287 (2019; Zbl 07479975) Full Text: DOI OpenURL
Abu Bakar, S. A.; Nadarajah, S. Risk measure estimation under two component mixture models with trimmed data. (English) Zbl 07479963 J. Appl. Stat. 46, No. 5, 835-852 (2019). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. A. Abu Bakar} and \textit{S. Nadarajah}, J. Appl. Stat. 46, No. 5, 835--852 (2019; Zbl 07479963) Full Text: DOI OpenURL
Kowalski, J.; Hao, S.; Chen, T.; Liang, Y.; Liu, J.; Ge, L.; Feng, C.; Tu, X. M. Modern variable selection for longitudinal semi-parametric models with missing data. (English) Zbl 07479842 J. Appl. Stat. 45, No. 14, 2548-2562 (2018). MSC: 62Pxx PDF BibTeX XML Cite \textit{J. Kowalski} et al., J. Appl. Stat. 45, No. 14, 2548--2562 (2018; Zbl 07479842) Full Text: DOI OpenURL
Ghorbel, Ahmed; Hamma, Wajdi; Jarboui, Anis Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies. (English) Zbl 07282110 J. Appl. Stat. 44, No. 9, 1509-1542 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Ghorbel} et al., J. Appl. Stat. 44, No. 9, 1509--1542 (2017; Zbl 07282110) Full Text: DOI OpenURL
Rad, N. Nakhaei; Borzadaran, G. R. Mohtashami; Yari, G. H. Maximum entropy estimation of income share function from generalized Gini index. (English) Zbl 07281657 J. Appl. Stat. 43, No. 16, 2910-2921 (2016). MSC: 62-XX PDF BibTeX XML Cite \textit{N. N. Rad} et al., J. Appl. Stat. 43, No. 16, 2910--2921 (2016; Zbl 07281657) Full Text: DOI OpenURL
Guo, Hongyue; Liu, Xiaodong; Sun, Zhubin Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks. (English) Zbl 07281656 J. Appl. Stat. 43, No. 16, 2897-2909 (2016). MSC: 62H12 62P20 PDF BibTeX XML Cite \textit{H. Guo} et al., J. Appl. Stat. 43, No. 16, 2897--2909 (2016; Zbl 07281656) Full Text: DOI OpenURL
Choy, S. T. Boris; Chan, Jennifer S. K.; Makov, Udi E. Robust Bayesian analysis of loss reserving data using scale mixtures distributions. (English) Zbl 07281501 J. Appl. Stat. 43, No. 3, 396-411 (2016). MSC: 62-XX PDF BibTeX XML Cite \textit{S. T. B. Choy} et al., J. Appl. Stat. 43, No. 3, 396--411 (2016; Zbl 07281501) Full Text: DOI OpenURL
Zhao, Xiaobing; Zhou, Xian Semiparametric models of longitudinal and time-to-event data with applications to HIV viral dynamics and CD4 counts. (English) Zbl 07269705 J. Appl. Stat. 42, No. 11, 2461-2477 (2015). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Zhao} and \textit{X. Zhou}, J. Appl. Stat. 42, No. 11, 2461--2477 (2015; Zbl 07269705) Full Text: DOI OpenURL
Trede, Mark; Savu, Cornelia Do stock returns have an Archimedean copula? (English) Zbl 07265910 J. Appl. Stat. 40, No. 8, 1764-1778 (2013). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Trede} and \textit{C. Savu}, J. Appl. Stat. 40, No. 8, 1764--1778 (2013; Zbl 07265910) Full Text: DOI OpenURL
Calabrese, Raffaella; Osmetti, Silvia Angela Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model. (English) Zbl 07265867 J. Appl. Stat. 40, No. 6, 1172-1188 (2013). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Calabrese} and \textit{S. A. Osmetti}, J. Appl. Stat. 40, No. 6, 1172--1188 (2013; Zbl 07265867) Full Text: DOI Link OpenURL
Zhang, Hui; Xia, Y.; Chen, R.; Gunzler, D.; Tang, W.; Tu, Xin Modeling longitudinal binomial responses: implications from two dueling paradigms. (English) Zbl 07253981 J. Appl. Stat. 38, No. 11, 2373-2390 (2011). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Zhang} et al., J. Appl. Stat. 38, No. 11, 2373--2390 (2011; Zbl 07253981) Full Text: DOI OpenURL
Guo, Beibei; Wu, Yuehua; Xie, Hong; Miao, Baiqi A segmented regime-switching model with its application to stock market indices. (English) Zbl 07253966 J. Appl. Stat. 38, No. 10, 2241-2252 (2011). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Guo} et al., J. Appl. Stat. 38, No. 10, 2241--2252 (2011; Zbl 07253966) Full Text: DOI OpenURL
Cheong, Chin Wen Optimal choice of sample fraction in univariate financial tail index estimation. (English) Zbl 07252563 J. Appl. Stat. 37, No. 12, 2043-2056 (2010). MSC: 62-XX PDF BibTeX XML Cite \textit{C. W. Cheong}, J. Appl. Stat. 37, No. 12, 2043--2056 (2010; Zbl 07252563) Full Text: DOI OpenURL
Escarela, Drgabriel; Carriére, Jacques F. A bivariate model of claim frequencies and severities. (English) Zbl 1119.62368 J. Appl. Stat. 33, No. 8, 867-883 (2006). MSC: 62P05 PDF BibTeX XML Cite \textit{D. Escarela} and \textit{J. F. Carriére}, J. Appl. Stat. 33, No. 8, 867--883 (2006; Zbl 1119.62368) Full Text: DOI OpenURL
Wang, Duolao; Lu, Pengjun Modelling and forecasting mortality distributions in England and Wales using the Lee-Carter model. (English) Zbl 1121.62511 J. Appl. Stat. 32, No. 9, 873-885 (2005). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Wang} and \textit{P. Lu}, J. Appl. Stat. 32, No. 9, 873--885 (2005; Zbl 1121.62511) Full Text: DOI OpenURL
Gómez-Déniz, Emilio; Vázquez-Polo, Francisco J. Modelling uncertainty in insurance bonus-malus premium principles by using a Bayesian robustness approach. (English) Zbl 1121.62380 J. Appl. Stat. 32, No. 7, 771-784 (2005). MSC: 62-XX PDF BibTeX XML Cite \textit{E. Gómez-Déniz} and \textit{F. J. Vázquez-Polo}, J. Appl. Stat. 32, No. 7, 771--784 (2005; Zbl 1121.62380) Full Text: DOI OpenURL