Noughabi, H. Alizadeh Test of fit for Cauchy distribution based on the empirical likelihood ratio with application to the stock market price. (English) Zbl 07529809 J. Mahani Math. Res. Cent. 11, No. 1, 79-94 (2022). MSC: 62G10 62P20 PDF BibTeX XML Cite \textit{H. A. Noughabi}, J. Mahani Math. Res. Cent. 11, No. 1, 79--94 (2022; Zbl 07529809) Full Text: DOI OpenURL
Tian, Shuling; Li, Rongjie; Fu, Jiawei; Jiao, Zihan; Chen, Jiangtao Uncertainty quantification of store-separation simulation due to ejector modeling using a Monte Carlo approach with kriging model. (English) Zbl 07528509 Adv. Appl. Math. Mech. 14, No. 3, 622-651 (2022). MSC: 65E05 76M12 PDF BibTeX XML Cite \textit{S. Tian} et al., Adv. Appl. Math. Mech. 14, No. 3, 622--651 (2022; Zbl 07528509) Full Text: DOI OpenURL
Ranathunga, Nishika Confidence intervals in general regression models that utilise uncertain prior information. (Abstract of thesis). (English) Zbl 07527756 Bull. Aust. Math. Soc. 105, No. 3, 516-517 (2022). MSC: 62F25 62J12 65D30 82M31 PDF BibTeX XML Cite \textit{N. Ranathunga}, Bull. Aust. Math. Soc. 105, No. 3, 516--517 (2022; Zbl 07527756) Full Text: DOI OpenURL
Chen, Leilei; Cheng, Ruhui; Li, Shengze; Lian, Haojie; Zheng, Changjun; Bordas, Stéphane P. A. A sample-efficient deep learning method for multivariate uncertainty qualification of acoustic-vibration interaction problems. (English) Zbl 07526111 Comput. Methods Appl. Mech. Eng. 393, Article ID 114784, 27 p. (2022). MSC: 74-XX 76-XX PDF BibTeX XML Cite \textit{L. Chen} et al., Comput. Methods Appl. Mech. Eng. 393, Article ID 114784, 27 p. (2022; Zbl 07526111) Full Text: DOI OpenURL
Zhao, Yue; Mao, Zhiping; Guo, Ling; Tang, Yifa; Karniadakis, George Em A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition. (English) Zbl 07525181 J. Comput. Phys. 461, Article ID 111213, 17 p. (2022). MSC: 60Hxx 65Cxx 35Rxx PDF BibTeX XML Cite \textit{Y. Zhao} et al., J. Comput. Phys. 461, Article ID 111213, 17 p. (2022; Zbl 07525181) Full Text: DOI OpenURL
Almaraz Luengo, Elena A brief and understandable guide to pseudo-random number generators and specific models for security. (English) Zbl 07524993 Stat. Surv. 16, 137-181 (2022). MSC: 65C10 11K45 PDF BibTeX XML Cite \textit{E. Almaraz Luengo}, Stat. Surv. 16, 137--181 (2022; Zbl 07524993) Full Text: DOI Link OpenURL
Higginson, Drew P.; Link, Anthony J. A Cartesian-diffusion Langevin method for hybrid kinetic-fluid Coulomb scattering in particle-in-cell plasma simulations. (English) Zbl 07523799 J. Comput. Phys. 457, Article ID 110935, 18 p. (2022). MSC: 76-XX 00Bxx 76Mxx PDF BibTeX XML Cite \textit{D. P. Higginson} and \textit{A. J. Link}, J. Comput. Phys. 457, Article ID 110935, 18 p. (2022; Zbl 07523799) Full Text: DOI OpenURL
Liu, Yonghui; Mao, Chaoxuan; Leiva, Víctor; Liu, Shuangzhe; Silva Neto, Waldemiro A. Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic. (English) Zbl 07522685 J. Appl. Stat. 49, No. 5, 1323-1347 (2022). MSC: 62Pxx PDF BibTeX XML Cite \textit{Y. Liu} et al., J. Appl. Stat. 49, No. 5, 1323--1347 (2022; Zbl 07522685) Full Text: DOI OpenURL
Ossai, Everestus O.; Madukaife, Mbanefo S.; Oladugba, Abimibola V. A review of tests for exponentiality with Monte Carlo comparisons. (English) Zbl 07522683 J. Appl. Stat. 49, No. 5, 1277-1304 (2022). MSC: 62E10 62E20 62F03 62Pxx PDF BibTeX XML Cite \textit{E. O. Ossai} et al., J. Appl. Stat. 49, No. 5, 1277--1304 (2022; Zbl 07522683) Full Text: DOI OpenURL
Yüzbaşı, Bahadır; Asar, Yasin; Ahmed, S. Ejaz Liu-type shrinkage estimations in linear models. (English) Zbl 07518377 Statistics 56, No. 2, 396-420 (2022). MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{B. Yüzbaşı} et al., Statistics 56, No. 2, 396--420 (2022; Zbl 07518377) Full Text: DOI OpenURL
Ma, Jingtang; Wu, Haofei A fast algorithm for simulation of rough volatility models. (English) Zbl 07518198 Quant. Finance 22, No. 3, 447-462 (2022). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{J. Ma} and \textit{H. Wu}, Quant. Finance 22, No. 3, 447--462 (2022; Zbl 07518198) Full Text: DOI OpenURL
Radtke, Gregg A.; Martin, Nevin; Moore, Christopher H.; Huang, Andy; Cartwright, Keith L. Robust verification of stochastic simulation codes. (English) Zbl 07517159 J. Comput. Phys. 451, Article ID 110855, 22 p. (2022). MSC: 65Mxx 62Gxx 76Pxx PDF BibTeX XML Cite \textit{G. A. Radtke} et al., J. Comput. Phys. 451, Article ID 110855, 22 p. (2022; Zbl 07517159) Full Text: DOI OpenURL
Varypaev, A. V.; Kushnir, A. F. Robust phase algorithms for estimating apparent slowness vectors of seismic waves from regional events. (English) Zbl 07513773 Comput. Geosci. 26, No. 1, 115-129 (2022). MSC: 86A15 65C05 PDF BibTeX XML Cite \textit{A. V. Varypaev} and \textit{A. F. Kushnir}, Comput. Geosci. 26, No. 1, 115--129 (2022; Zbl 07513773) Full Text: DOI OpenURL
Rossit, Diego G.; Nesmachnow, Segio; Toutouh, Jamal; Luna, Francisco Scheduling deferrable electric appliances in smart homes: a bi-objective stochastic optimization approach. (English) Zbl 07513156 Math. Biosci. Eng. 19, No. 1, 34-65 (2022). MSC: 93E20 90B36 90C11 PDF BibTeX XML Cite \textit{D. G. Rossit} et al., Math. Biosci. Eng. 19, No. 1, 34--65 (2022; Zbl 07513156) Full Text: DOI OpenURL
Dobson, Matthew; Li, Yao; Zhai, Jiayu An efficient data-driven solver for Fokker-Planck equations: algorithm and analysis. (English) Zbl 07512736 Commun. Math. Sci. 20, No. 3, 803-827 (2022). MSC: 37M25 65C05 65N99 PDF BibTeX XML Cite \textit{M. Dobson} et al., Commun. Math. Sci. 20, No. 3, 803--827 (2022; Zbl 07512736) Full Text: DOI OpenURL
Qiao, Yu; Shang, Zhaoru Producing useful work in a cycle by absorbing heat from a single thermal reservoir: an investigation on a locally nonchaotic energy barrier. (English) Zbl 07511842 Physica A 596, Article ID 127105, 14 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{Y. Qiao} and \textit{Z. Shang}, Physica A 596, Article ID 127105, 14 p. (2022; Zbl 07511842) Full Text: DOI OpenURL
Akenteva, Marina S.; Kargapolova, Nina A.; Ogorodnikov, Vasily A. Development of a numerical stochastic model of joint spatio-temporal fields of weather parameters for the south part of the baikal natural territory. (English) Zbl 07511813 Russ. J. Numer. Anal. Math. Model. 37, No. 2, 73-83 (2022). MSC: 65C05 65C20 86A10 PDF BibTeX XML Cite \textit{M. S. Akenteva} et al., Russ. J. Numer. Anal. Math. Model. 37, No. 2, 73--83 (2022; Zbl 07511813) Full Text: DOI OpenURL
Arnaudon, Alexis; van der Meulen, Frank; Schauer, Moritz; Sommer, Stefan Diffusion bridges for stochastic Hamiltonian systems and shape evolutions. (English) Zbl 07504780 SIAM J. Imaging Sci. 15, No. 1, 293-323 (2022). MSC: 60J60 65C05 62F15 PDF BibTeX XML Cite \textit{A. Arnaudon} et al., SIAM J. Imaging Sci. 15, No. 1, 293--323 (2022; Zbl 07504780) Full Text: DOI OpenURL
Tübbicke, Stefan Entropy balancing for continuous treatments. (English) Zbl 1483.62198 J. Econom. Methods 11, No. 1, 71-89 (2022). MSC: 62P20 PDF BibTeX XML Cite \textit{S. Tübbicke}, J. Econom. Methods 11, No. 1, 71--89 (2022; Zbl 1483.62198) 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
Tavaré, Simon A note on the screaming toes game. (English) Zbl 07501653 J. Appl. Probab. 59, No. 1, 118-130 (2022). MSC: 60C05 60J10 65C05 97K20 97K60 65C40 PDF BibTeX XML Cite \textit{S. Tavaré}, J. Appl. Probab. 59, No. 1, 118--130 (2022; Zbl 07501653) Full Text: DOI OpenURL
Makhdoom, Iman; Basikhasteh, Mehdi Location charts based on concomitants of ranked set samples from Morgenstern family. (English) Zbl 07498017 J. Stat. Comput. Simulation 92, No. 5, 911-927 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Makhdoom} and \textit{M. Basikhasteh}, J. Stat. Comput. Simulation 92, No. 5, 911--927 (2022; Zbl 07498017) Full Text: DOI OpenURL
Alam, Intekhab; Ahmed, Aquil Inference on maintenance service policy under step-stress partially accelerated life tests using progressive censoring. (English) Zbl 07498012 J. Stat. Comput. Simulation 92, No. 4, 813-829 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Alam} and \textit{A. Ahmed}, J. Stat. Comput. Simulation 92, No. 4, 813--829 (2022; Zbl 07498012) Full Text: DOI OpenURL
Saini, Shubham; Tomer, Sachin; Garg, Renu On the reliability estimation of multicomponent stress-strength model for Burr XII distribution using progressively first-failure censored samples. (English) Zbl 07498006 J. Stat. Comput. Simulation 92, No. 4, 667-704 (2022). MSC: 62N05 62F10 62N02 62F15 62-XX PDF BibTeX XML Cite \textit{S. Saini} et al., J. Stat. Comput. Simulation 92, No. 4, 667--704 (2022; Zbl 07498006) 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
Zounmenou, F.; Hontinfinde, R. D.; Hontinfinde, F. Growth kinetics of a single-walled carbon nanotube: exact and simulation results. (English) Zbl 07491717 Physica A 594, Article ID 127013, 12 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{F. Zounmenou} et al., Physica A 594, Article ID 127013, 12 p. (2022; Zbl 07491717) Full Text: DOI OpenURL
Cao, Jiachuan; Cao, Liqun The consistency and the Monte Carlo method for semiconductor Boltzmann equations with multivalley. (English) Zbl 07490843 Multiscale Model. Simul. 20, No. 1, 282-322 (2022). MSC: 65-XX 35F30 76P05 65C05 78A35 PDF BibTeX XML Cite \textit{J. Cao} and \textit{L. Cao}, Multiscale Model. Simul. 20, No. 1, 282--322 (2022; Zbl 07490843) Full Text: DOI OpenURL
Giles, Michael; Sheridan-Methven, Oliver Analysis of nested multilevel Monte Carlo using approximate normal random variables. (English) Zbl 1482.65006 SIAM/ASA J. Uncertain. Quantif. 10, 200-226 (2022). MSC: 65C10 65C05 65Y20 60H35 65C30 PDF BibTeX XML Cite \textit{M. Giles} and \textit{O. Sheridan-Methven}, SIAM/ASA J. Uncertain. Quantif. 10, 200--226 (2022; Zbl 1482.65006) Full Text: DOI arXiv OpenURL
Jia, Ding Complex, Lorentzian, and Euclidean simplicial quantum gravity: numerical methods and physical prospects. (English) Zbl 07487218 Classical Quantum Gravity 39, No. 6, Article ID 065002, 41 p. (2022). MSC: 83C45 83D05 81S40 46E50 83C55 76B75 65C05 83-10 PDF BibTeX XML Cite \textit{D. Jia}, Classical Quantum Gravity 39, No. 6, Article ID 065002, 41 p. (2022; Zbl 07487218) Full Text: DOI arXiv OpenURL
He, Zhijian Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo. (English) Zbl 07478893 Eur. J. Oper. Res. 298, No. 1, 229-242 (2022). MSC: 65C05 65D30 91G20 91G60 PDF BibTeX XML Cite \textit{Z. He}, Eur. J. Oper. Res. 298, No. 1, 229--242 (2022; Zbl 07478893) Full Text: DOI arXiv OpenURL
Wei, Wei; Zhu, Dan Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems. (English) Zbl 07478873 Eur. J. Oper. Res. 298, No. 3, 1132-1144 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{W. Wei} and \textit{D. Zhu}, Eur. J. Oper. Res. 298, No. 3, 1132--1144 (2022; Zbl 07478873) Full Text: DOI OpenURL
Li, Jinghuan; Zhang, Shuhua; Li, Yu Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects. (English) Zbl 07475192 J. Ind. Manag. Optim. 18, No. 1, 297-314 (2022). MSC: 49J20 65C05 65M06 PDF BibTeX XML Cite \textit{J. Li} et al., J. Ind. Manag. Optim. 18, No. 1, 297--314 (2022; Zbl 07475192) Full Text: DOI OpenURL
Bufalo, Michele; Orlando, Giuseppe An improved Barone-Adesi Whaley formula for turbulent markets. (English) Zbl 07472435 J. Comput. Appl. Math. 406, Article ID 113993, 16 p. (2022). MSC: 35Q91 35R35 60H15 91Gxx 60G40 PDF BibTeX XML Cite \textit{M. Bufalo} and \textit{G. Orlando}, J. Comput. Appl. Math. 406, Article ID 113993, 16 p. (2022; Zbl 07472435) Full Text: DOI OpenURL
Ezaki, Takahiro Comments on “Y.-Q. Wang, et al., Commun. Nonlinear Sci. Numer. Simul. 103:105981 (2021)”. (English) Zbl 07469347 Commun. Nonlinear Sci. Numer. Simul. 107, Article ID 106154, 2 p. (2022). MSC: 65C05 65C35 70E55 82C26 PDF BibTeX XML Cite \textit{T. Ezaki}, Commun. Nonlinear Sci. Numer. Simul. 107, Article ID 106154, 2 p. (2022; Zbl 07469347) Full Text: DOI arXiv OpenURL
Vono, Maxime; Dobigeon, Nicolas; Chainais, Pierre High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm. (English) Zbl 07468737 SIAM Rev. 64, No. 1, 3-56 (2022). MSC: 65C10 68U20 62H12 PDF BibTeX XML Cite \textit{M. Vono} et al., SIAM Rev. 64, No. 1, 3--56 (2022; Zbl 07468737) Full Text: DOI arXiv OpenURL
dos Reis, Gonçalo; Engelhardt, Stefan; Smith, Greig Simulation of McKean-Vlasov SDEs with super-linear growth. (English) Zbl 1481.65020 IMA J. Numer. Anal. 42, No. 1, 874-922 (2022). MSC: 65C30 65C35 PDF BibTeX XML Cite \textit{G. dos Reis} et al., IMA J. Numer. Anal. 42, No. 1, 874--922 (2022; Zbl 1481.65020) Full Text: DOI arXiv OpenURL
Zhou, S.; Yao, K.; Liu, W.; Bretz, F. Construction of simultaneous confidence bands using conditional Monte Carlo. (English) Zbl 1478.62197 Stat. Probab. Lett. 182, Article ID 109325, 6 p. (2022). MSC: 62J05 62F25 62-08 65C05 PDF BibTeX XML Cite \textit{S. Zhou} et al., Stat. Probab. Lett. 182, Article ID 109325, 6 p. (2022; Zbl 1478.62197) Full Text: DOI OpenURL
Ferraz, Carlos Handrey Araujo A non-absorbing SIR stochastic lattice gas model on hybrid lattices. (English) Zbl 07452212 Phys. Lett., A 424, Article ID 127871, 8 p. (2022). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{C. H. A. Ferraz}, Phys. Lett., A 424, Article ID 127871, 8 p. (2022; Zbl 07452212) Full Text: DOI arXiv OpenURL
Yang, Jun; He, Ping; Fang, Kai-Tai Three kinds of discrete approximations of statistical multivariate distributions and their applications. (English) Zbl 07451350 J. Multivariate Anal. 188, Article ID 104829, 20 p. (2022). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{J. Yang} et al., J. Multivariate Anal. 188, Article ID 104829, 20 p. (2022; Zbl 07451350) Full Text: DOI OpenURL
Kurita, Eri; Seo, Takashi Multivariate normality test based on kurtosis with two-step monotone missing data. (English) Zbl 07451347 J. Multivariate Anal. 188, Article ID 104824, 11 p. (2022). MSC: 62H10 62D10 PDF BibTeX XML Cite \textit{E. Kurita} and \textit{T. Seo}, J. Multivariate Anal. 188, Article ID 104824, 11 p. (2022; Zbl 07451347) Full Text: DOI OpenURL
Zhu, Tiefeng Reliability estimation of \(s\)-out-of-\(k\) system in a multicomponent stress-strength dependent model based on copula function. (English) Zbl 07444667 J. Comput. Appl. Math. 404, Article ID 113920, 11 p. (2022). MSC: 62Nxx 62Fxx 62Hxx PDF BibTeX XML Cite \textit{T. Zhu}, J. Comput. Appl. Math. 404, Article ID 113920, 11 p. (2022; Zbl 07444667) Full Text: DOI OpenURL
Luo, Changqi; Keshtegar, Behrooz; Zhu, Shun Peng; Taylan, Osman; Niu, Xiao-Peng Hybrid enhanced Monte Carlo simulation coupled with advanced machine learning approach for accurate and efficient structural reliability analysis. (English) Zbl 07442788 Comput. Methods Appl. Mech. Eng. 388, Article ID 114218, 25 p. (2022). MSC: 68-XX 74-XX PDF BibTeX XML Cite \textit{C. Luo} et al., Comput. Methods Appl. Mech. Eng. 388, Article ID 114218, 25 p. (2022; Zbl 07442788) Full Text: DOI OpenURL
Yang, Zhiyong; Li, Xueyou; Qi, Xiaohui Efficient simulation of multivariate three-dimensional cross-correlated random fields conditioning on non-lattice measurement data. (English) Zbl 07442779 Comput. Methods Appl. Mech. Eng. 388, Article ID 114208, 22 p. (2022). MSC: 62-XX 86-XX PDF BibTeX XML Cite \textit{Z. Yang} et al., Comput. Methods Appl. Mech. Eng. 388, Article ID 114208, 22 p. (2022; Zbl 07442779) Full Text: DOI OpenURL
Asar, Yasin; Korkmaz, Merve Almost unbiased Liu-type estimators in gamma regression model. (English) Zbl 1479.62056 J. Comput. Appl. Math. 403, Article ID 113819, 13 p. (2022). MSC: 62J07 65C05 PDF BibTeX XML Cite \textit{Y. Asar} and \textit{M. Korkmaz}, J. Comput. Appl. Math. 403, Article ID 113819, 13 p. (2022; Zbl 1479.62056) Full Text: DOI OpenURL
Kim, Donghyun; Choi, Sun-Yong; Yoon, Ji-Hun Pricing of vulnerable options under hybrid stochastic and local volatility. (English) Zbl 07526743 Chaos Solitons Fractals 146, Article ID 110846, 12 p. (2021). MSC: 91-XX 60-XX PDF BibTeX XML Cite \textit{D. Kim} et al., Chaos Solitons Fractals 146, Article ID 110846, 12 p. (2021; Zbl 07526743) Full Text: DOI OpenURL
Appar, Ahilan; Kumar, Rakesh Effect of thermal ablation at the fluid-solid interface of a hypersonic reentry vehicle in rarefied flow regime. (English) Zbl 07524852 Int. J. Comput. Fluid Dyn. 35, No. 8, 610-631 (2021). MSC: 76K05 76P05 76M35 80A19 PDF BibTeX XML Cite \textit{A. Appar} and \textit{R. Kumar}, Int. J. Comput. Fluid Dyn. 35, No. 8, 610--631 (2021; Zbl 07524852) Full Text: DOI OpenURL
Sun, Zhentao; Yao, Dingjun; Cheng, Gongpin Study on optimal discount coefficient of multi-event catastrophe bonds under risk feedback conditions. (Chinese. English summary) Zbl 07524818 Chin. J. Appl. Probab. Stat. 37, No. 5, 461-477 (2021). MSC: 91B05 91G20 PDF BibTeX XML Cite \textit{Z. Sun} et al., Chin. J. Appl. Probab. Stat. 37, No. 5, 461--477 (2021; Zbl 07524818) Full Text: Link OpenURL
Chai, Jingjing; Guo, Jingjun Mixed Gaussian Heston asset pricing model and statistics simulation analysis. (Chinese. English summary) Zbl 07524809 Chin. J. Appl. Probab. Stat. 37, No. 4, 331-345 (2021). MSC: 60G15 91B05 PDF BibTeX XML Cite \textit{J. Chai} and \textit{J. Guo}, Chin. J. Appl. Probab. Stat. 37, No. 4, 331--345 (2021; Zbl 07524809) Full Text: Link OpenURL
Arenas, G. Y.; Villaseñor, J. A.; Palmeros, O.; Tajonar, F. A computational method for estimating a change point in the Cox hazard model. (English) Zbl 07524037 Comput. Stat. 36, No. 4, 2491-2506 (2021). MSC: 65C60 PDF BibTeX XML Cite \textit{G. Y. Arenas} et al., Comput. Stat. 36, No. 4, 2491--2506 (2021; Zbl 07524037) Full Text: DOI OpenURL
Zandi, Zahra; Bevrani, Hossein; Arabi, Reza Improved shrinkage estimators in zero-inflated negative binomial regression model. (English) Zbl 07517268 Hacet. J. Math. Stat. 50, No. 6, 1855-1876 (2021). MSC: 62J07 62J12 62F10 PDF BibTeX XML Cite \textit{Z. Zandi} et al., Hacet. J. Math. Stat. 50, No. 6, 1855--1876 (2021; Zbl 07517268) Full Text: DOI OpenURL
Caflisch, Russel; Silantyev, Denis; Yang, Yunan Adjoint DSMC for nonlinear Boltzmann equation constrained optimization. (English) Zbl 07512334 J. Comput. Phys. 439, Article ID 110404, 29 p. (2021). MSC: 49Jxx 90Cxx 76Pxx PDF BibTeX XML Cite \textit{R. Caflisch} et al., J. Comput. Phys. 439, Article ID 110404, 29 p. (2021; Zbl 07512334) Full Text: DOI OpenURL
Hassan, Marwa Khalil; Alohali, Manal Ibrahim; Alojail, Fatimah Abdulaziz Point and interval estimators of R=P[Y < X] based on Gompertz distribution and ranked set sampling data. (English) Zbl 07508928 Thail. Stat. 19, No. 4, 784-796 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{M. K. Hassan} et al., Thail. Stat. 19, No. 4, 784--796 (2021; Zbl 07508928) Full Text: Link OpenURL
Kumar, Surinder; Singh, Vaidehi; Gautam, Prem Lata Bayesian estimation for the scale parameter of a family of lifetime distributions under different priors. (English) Zbl 07508922 Thail. Stat. 19, No. 4, 677-697 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Kumar} et al., Thail. Stat. 19, No. 4, 677--697 (2021; Zbl 07508922) Full Text: Link OpenURL
Liu, Minyun; Ma, Yugao; Guo, Xiaoyu; Liu, Shichang; Liu, Guodong; Huang, Shanfang; Wang, Kan An improved tracking method for particle transport Monte Carlo simulations. (English) Zbl 07505913 J. Comput. Phys. 437, Article ID 110330, 17 p. (2021). MSC: 82Dxx 82Cxx 49Kxx PDF BibTeX XML Cite \textit{M. Liu} et al., J. Comput. Phys. 437, Article ID 110330, 17 p. (2021; Zbl 07505913) Full Text: DOI OpenURL
Zan, Wanrong; Xu, Yong; Metzler, Ralf; Kurths, Jürgen First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method. (English) Zbl 07503736 J. Comput. Phys. 435, Article ID 110264, 20 p. (2021). MSC: 60Jxx 82Cxx 60Gxx PDF BibTeX XML Cite \textit{W. Zan} et al., J. Comput. Phys. 435, Article ID 110264, 20 p. (2021; Zbl 07503736) Full Text: DOI OpenURL
Rezaei, Rezvan; Yari, Gholamhossein Keyfitz entropy: investigating some mathematical properties and its application for estimating survival function in life table. (English) Zbl 07500419 Math. Sci., Springer 15, No. 3, 229-240 (2021). MSC: 62-XX 92-XX PDF BibTeX XML Cite \textit{R. Rezaei} and \textit{G. Yari}, Math. Sci., Springer 15, No. 3, 229--240 (2021; Zbl 07500419) Full Text: DOI OpenURL
Zanboori, AhmadReza; Zare, Karim; Khodadadi, Zahra A new modified exponential-geometric distribution: properties and applications. (English) Zbl 07500417 Math. Sci., Springer 15, No. 4, 413-424 (2021). MSC: 60E05 62F12 PDF BibTeX XML Cite \textit{A. Zanboori} et al., Math. Sci., Springer 15, No. 4, 413--424 (2021; Zbl 07500417) Full Text: DOI OpenURL
Robertson, Nathan; Flegal, James M.; Vats, Dootika; Jones, Galin L. Assessing and visualizing simultaneous simulation error. (English) Zbl 07499863 J. Comput. Graph. Stat. 30, No. 2, 324-334 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{N. Robertson} et al., J. Comput. Graph. Stat. 30, No. 2, 324--334 (2021; Zbl 07499863) Full Text: DOI OpenURL
Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari A goodness of fit test for mean time to failure function in age replacement. (English) Zbl 07497692 J. Stat. Comput. Simulation 91, No. 17, 3637-3652 (2021). MSC: 62G10 62N05 90B25 62-XX PDF BibTeX XML Cite \textit{D. Bhattacharyya} et al., J. Stat. Comput. Simulation 91, No. 17, 3637--3652 (2021; Zbl 07497692) Full Text: DOI OpenURL
Haq, Abdul; Bibi, Mehwish; Brown, Jennifer Monitoring multivariate simple linear profiles using individual observations. (English) Zbl 07497688 J. Stat. Comput. Simulation 91, No. 17, 3573-3592 (2021). MSC: 62N10 62-XX PDF BibTeX XML Cite \textit{A. Haq} et al., J. Stat. Comput. Simulation 91, No. 17, 3573--3592 (2021; Zbl 07497688) Full Text: DOI OpenURL
Cai, Xin; Lin, Guang; Li, Jinglai Bayesian inverse regression for supervised dimension reduction with small datasets. (English) Zbl 07497082 J. Stat. Comput. Simulation 91, No. 14, 2817-2832 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Cai} et al., J. Stat. Comput. Simulation 91, No. 14, 2817--2832 (2021; Zbl 07497082) Full Text: DOI OpenURL
Haq, Abdul; Khoo, Michael B. C.; Lee, Ming Ha; Abbasi, Saddam Akber Enhanced adaptive multivariate EWMA and CUSUM charts for process mean. (English) Zbl 07497071 J. Stat. Comput. Simulation 91, No. 12, 2361-2382 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Haq} et al., J. Stat. Comput. Simulation 91, No. 12, 2361--2382 (2021; Zbl 07497071) Full Text: DOI OpenURL
Mermi, Selman; Göktaş, Atila; Akkuş, Özge Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values? (English) Zbl 07497067 J. Stat. Comput. Simulation 91, No. 10, 2074-2093 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Mermi} et al., J. Stat. Comput. Simulation 91, No. 10, 2074--2093 (2021; Zbl 07497067) Full Text: DOI OpenURL
Hazeb, Raja; Raqab, Mohammad Z.; Bayoud, Husam Awni Non-parametric estimation of the extropy and the entropy measures based on progressive type-II censored data with testing uniformity. (English) Zbl 07497052 J. Stat. Comput. Simulation 91, No. 11, 2178-2210 (2021). MSC: 62G05 62N02 62G10 94A17 62-XX PDF BibTeX XML Cite \textit{R. Hazeb} et al., J. Stat. Comput. Simulation 91, No. 11, 2178--2210 (2021; Zbl 07497052) Full Text: DOI OpenURL
Saini, Shubham; Chaturvedi, Ajit; Garg, Renu Estimation of stress-strength reliability for generalized Maxwell failure distribution under progressive first failure censoring. (English) Zbl 07493355 J. Stat. Comput. Simulation 91, No. 7, 1366-1393 (2021). MSC: 62N05 62F10 62F15 62-XX PDF BibTeX XML Cite \textit{S. Saini} et al., J. Stat. Comput. Simulation 91, No. 7, 1366--1393 (2021; Zbl 07493355) Full Text: DOI OpenURL
Asar, Yasin; Öğütcüoğlu, Esra A new biased estimation method in tobit regression: theory and application. (English) Zbl 07493318 J. Stat. Comput. Simulation 91, No. 6, 1257-1273 (2021). MSC: 62J05 62J07 62-XX PDF BibTeX XML Cite \textit{Y. Asar} and \textit{E. Öğütcüoğlu}, J. Stat. Comput. Simulation 91, No. 6, 1257--1273 (2021; Zbl 07493318) Full Text: DOI OpenURL
Gil-Alana, Luis A.; Yaya, OlaOluwa S. Testing fractional unit roots with non-linear smooth break approximations using Fourier functions. (English) Zbl 07484669 J. Appl. Stat. 48, No. 13-15, 2542-2559 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{L. A. Gil-Alana} and \textit{O. S. Yaya}, J. Appl. Stat. 48, No. 13--15, 2542--2559 (2021; Zbl 07484669) Full Text: DOI OpenURL
Ebegil, Meral; Özdemir, Yaprak Arzu; Gökpinar, Fikri Some shrinkage estimators based on median ranked set sampling. (English) Zbl 07484665 J. Appl. Stat. 48, No. 13-15, 2473-2498 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{M. Ebegil} et al., J. Appl. Stat. 48, No. 13--15, 2473--2498 (2021; Zbl 07484665) Full Text: DOI OpenURL
Yılmaz, Asuman; Kara, Mahmut; Özdemir, Onur Comparison of different estimation methods for extreme value distribution. (English) Zbl 07484654 J. Appl. Stat. 48, No. 13-15, 2259-2284 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{A. Yılmaz} et al., J. Appl. Stat. 48, No. 13--15, 2259--2284 (2021; Zbl 07484654) Full Text: DOI OpenURL
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim Functional sensitivity analysis of ruin probability in the classical risk models. (English) Zbl 07483114 Scand. Actuar. J. 2021, No. 10, 936-968 (2021). MSC: 91B05 PDF BibTeX XML Cite \textit{F. Cheurfa} et al., Scand. Actuar. J. 2021, No. 10, 936--968 (2021; Zbl 07483114) Full Text: DOI OpenURL
Sulewski, Piotr Equal-bin-width histogram versus equal-bin-count histogram. (English) Zbl 07482686 J. Appl. Stat. 48, No. 12, 2092-2111 (2021). MSC: 62G30 62G07 62Pxx PDF BibTeX XML Cite \textit{P. Sulewski}, J. Appl. Stat. 48, No. 12, 2092--2111 (2021; Zbl 07482686) Full Text: DOI OpenURL
Moodi, Hedieh Eftekhari; Noughabi, Hadi Alizadeh; Khorashadizadeh, Mohammad Some extensions of Kullback-Leibler information based on survival function. (Persian. English summary) Zbl 07481993 JAMM, J. Adv. Math. Model. 11, No. 3, 400-414 (2021). MSC: 62G10 62G20 PDF BibTeX XML Cite \textit{H. E. Moodi} et al., JAMM, J. Adv. Math. Model. 11, No. 3, 400--414 (2021; Zbl 07481993) Full Text: DOI OpenURL
Li, Shuoran; Ko, Young Myoung; Byon, Eunshin Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models. (English) Zbl 07481720 Ann. Appl. Stat. 15, No. 4, 1850-1871 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. Li} et al., Ann. Appl. Stat. 15, No. 4, 1850--1871 (2021; Zbl 07481720) Full Text: DOI OpenURL
Zamberletti, Patrizia; Papaïx, Julien; Gabriel, Edith; Opitz, Thomas Markov random field models for vector-based representations of landscapes. (English) Zbl 07481710 Ann. Appl. Stat. 15, No. 4, 1628-1651 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{P. Zamberletti} et al., Ann. Appl. Stat. 15, No. 4, 1628--1651 (2021; Zbl 07481710) Full Text: DOI OpenURL
Pedroso, Vinicius César; Taconeli, Cesar Augusto; Giolo, Suely Ruiz Estimation based on ranked set sampling for the two-parameter Birnbaum-Saunders distribution. (English) Zbl 07480659 J. Stat. Comput. Simulation 91, No. 2, 316-333 (2021). MSC: 62D05 62F10 62-XX PDF BibTeX XML Cite \textit{V. C. Pedroso} et al., J. Stat. Comput. Simulation 91, No. 2, 316--333 (2021; Zbl 07480659) Full Text: DOI OpenURL
Ahrari, Vahideh; Habibirad, Arezou Exponentiality test based on progressively type-II censored data via extension of cumulative Tsallis divergence. (English) Zbl 1480.62073 Rev. Colomb. Estad. 44, No. 2, 297-312 (2021). MSC: 62G10 PDF BibTeX XML Cite \textit{V. Ahrari} and \textit{A. Habibirad}, Rev. Colomb. Estad. 44, No. 2, 297--312 (2021; Zbl 1480.62073) Full Text: DOI OpenURL
Hossain, Shakhawat; Lac, Le An Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data. (English) Zbl 1478.62093 Test 30, No. 4, 811-835 (2021). MSC: 62G08 62G10 62G20 PDF BibTeX XML Cite \textit{S. Hossain} and \textit{L. A. Lac}, Test 30, No. 4, 811--835 (2021; Zbl 1478.62093) Full Text: DOI OpenURL
Moradinezhad Dizgah, Azadeh; Biagetti, Matteo; Sefusatti, Emiliano; Desjacques, Vincent; Noreña, Jorge Primordial non-Gaussianity from biased tracers: likelihood analysis of real-space power spectrum and bispectrum. (English) Zbl 07471278 J. Cosmol. Astropart. Phys. 2021, No. 5, Paper No. 15, 58 p. (2021). MSC: 83F05 83E05 78A45 62H20 65C05 60J05 05C05 83C40 83-10 PDF BibTeX XML Cite \textit{A. Moradinezhad Dizgah} et al., J. Cosmol. Astropart. Phys. 2021, No. 5, Paper No. 15, 58 p. (2021; Zbl 07471278) Full Text: DOI arXiv OpenURL
Selke, Walter Finite-size effects in the rough phase of the 3d Ising model. (English) Zbl 07464398 Physica A 565, Article ID 125568, 5 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{W. Selke}, Physica A 565, Article ID 125568, 5 p. (2021; Zbl 07464398) Full Text: DOI arXiv OpenURL
Juhász, Péter L. Information propagation in stochastic networks. (English) Zbl 07460718 Physica A 577, Article ID 126070, 12 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{P. L. Juhász}, Physica A 577, Article ID 126070, 12 p. (2021; Zbl 07460718) Full Text: DOI arXiv OpenURL
Arslan, Talha; Acitas, Sukru; Senoglu, Birdal Parameter estimation for the two-parameter Maxwell distribution under complete and censored samples. (English) Zbl 1478.62290 REVSTAT 19, No. 2, 237-253 (2021). MSC: 62N02 62F12 62F35 PDF BibTeX XML Cite \textit{T. Arslan} et al., REVSTAT 19, No. 2, 237--253 (2021; Zbl 1478.62290) Full Text: Link OpenURL
Patrykiejew, A.; Rżysko, W. The order-disorder transitions in systems of Janus-like particles on a triangular lattice-revisited. (English) Zbl 07458615 Physica A 570, Article ID 125819, 10 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{A. Patrykiejew} and \textit{W. Rżysko}, Physica A 570, Article ID 125819, 10 p. (2021; Zbl 07458615) Full Text: DOI OpenURL
Falkiewicz, Dominik Michał; Makowiec, Danuta Bit-string model of biological speciation: revisited. (English) Zbl 07458593 Physica A 570, Article ID 125781, 20 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{D. M. Falkiewicz} and \textit{D. Makowiec}, Physica A 570, Article ID 125781, 20 p. (2021; Zbl 07458593) Full Text: DOI OpenURL
Refas, Salah Eddine Chouaib; Bouazza, Abdelkader; Belhadji, Youcef 3D sputtering simulations of the CZTS, Si and CIGS thin films using Monte-Carlo method. (English) Zbl 07457830 Monte Carlo Methods Appl. 27, No. 4, 373-382 (2021). MSC: 82M31 82D37 PDF BibTeX XML Cite \textit{S. E. C. Refas} et al., Monte Carlo Methods Appl. 27, No. 4, 373--382 (2021; Zbl 07457830) Full Text: DOI OpenURL
Svit, Kirill; Zhuravlev, Konstantin; Kireev, Sergey; Sabelfeld, Karl K. A stochastic model, simulation, and application to aggregation of cadmium sulfide nanocrystals upon evaporation of the Langmuir-Blodgett matrix. (English) Zbl 1480.65013 Monte Carlo Methods Appl. 27, No. 4, 289-299 (2021). MSC: 65C05 76M28 65Z05 PDF BibTeX XML Cite \textit{K. Svit} et al., Monte Carlo Methods Appl. 27, No. 4, 289--299 (2021; Zbl 1480.65013) Full Text: DOI OpenURL
Cheng, Suli; Chen, Jianbao Estimation of partially linear single-index spatial autoregressive model. (English) Zbl 1477.62236 Stat. Pap. 62, No. 1, 495-531 (2021). MSC: 62M10 62G08 62G05 62G20 62P20 PDF BibTeX XML Cite \textit{S. Cheng} and \textit{J. Chen}, Stat. Pap. 62, No. 1, 495--531 (2021; Zbl 1477.62236) Full Text: DOI OpenURL
Naskar, Moumita; Acharyya, Muktish Metastability in graded and step like variation of field and anisotropy of the Blume-Capel ferromagnet. (English) Zbl 07457023 Physica A 568, Article ID 125747, 17 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Naskar} and \textit{M. Acharyya}, Physica A 568, Article ID 125747, 17 p. (2021; Zbl 07457023) Full Text: DOI arXiv OpenURL
Kotb, M. S.; Raqab, M. Z. Estimation of reliability for multi-component stress-strength model based on modified Weibull distribution. (English) Zbl 1483.62169 Stat. Pap. 62, No. 6, 2763-2797 (2021). MSC: 62N05 62F10 62F12 62F15 62G30 PDF BibTeX XML Cite \textit{M. S. Kotb} and \textit{M. Z. Raqab}, Stat. Pap. 62, No. 6, 2763--2797 (2021; Zbl 1483.62169) Full Text: DOI OpenURL
Lotova, Galiya Z.; Lukinov, Vitaliy L.; Marchenko, Mikhail A.; Mikhailov, Guennady A.; Smirnov, Dmitrii D. Numerical-statistical study of the prognostic efficiency of the SEIR model. (English) Zbl 07449462 Russ. J. Numer. Anal. Math. Model. 36, No. 6, 337-345 (2021). Reviewer: Ran Zhang (Nanjing) MSC: 92D30 65C05 62P10 60G55 PDF BibTeX XML Cite \textit{G. Z. Lotova} et al., Russ. J. Numer. Anal. Math. Model. 36, No. 6, 337--345 (2021; Zbl 07449462) Full Text: DOI OpenURL
Jindal, Akriti; Kolomeisky, A. B.; Gupta, Arvind Kumar Steady-state dynamics of exclusion process with local reversible association of particles. (English) Zbl 07442697 J. Stat. Phys. 185, No. 3, Paper No. 17, 18 p. (2021). MSC: 82Cxx 60Kxx 82Bxx PDF BibTeX XML Cite \textit{A. Jindal} et al., J. Stat. Phys. 185, No. 3, Paper No. 17, 18 p. (2021; Zbl 07442697) Full Text: DOI arXiv OpenURL
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz A piecewise deterministic Monte Carlo method for diffusion bridges. (English) Zbl 1475.62019 Stat. Comput. 31, No. 3, Paper No. 37, 21 p. (2021). MSC: 62-08 60J60 65C05 PDF BibTeX XML Cite \textit{J. Bierkens} et al., Stat. Comput. 31, No. 3, Paper No. 37, 21 p. (2021; Zbl 1475.62019) Full Text: DOI arXiv OpenURL
Barbiero, Alessandro Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas. (English) Zbl 1480.62086 AStA, Adv. Stat. Anal. 105, No. 2, 307-334 (2021). MSC: 62H05 62H20 PDF BibTeX XML Cite \textit{A. Barbiero}, AStA, Adv. Stat. Anal. 105, No. 2, 307--334 (2021; Zbl 1480.62086) Full Text: DOI OpenURL
Li, Peng; Feng, Runhuan Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach. (English) Zbl 1479.91445 Scand. Actuar. J. 2021, No. 9, 744-778 (2021). MSC: 91G60 65C05 65M75 91G05 91B70 PDF BibTeX XML Cite \textit{P. Li} and \textit{R. Feng}, Scand. Actuar. J. 2021, No. 9, 744--778 (2021; Zbl 1479.91445) Full Text: DOI OpenURL
Hazeb, Rajaa; Bayoud, Husam A.; Raqab, Mohammad Z. Kernel and CDF-based estimation of extropy and entropy from progressively type-II censoring with application for goodness of fit problems. (English) Zbl 1475.62159 Stoch. Qual. Control 36, No. 1, 73-83 (2021). MSC: 62G30 62E10 PDF BibTeX XML Cite \textit{R. Hazeb} et al., Stoch. Qual. Control 36, No. 1, 73--83 (2021; Zbl 1475.62159) Full Text: DOI OpenURL
Funahashi, Hideharu Artificial neural network for option pricing with and without asymptotic correction. (English) Zbl 1479.91396 Quant. Finance 21, No. 4, 575-592 (2021). MSC: 91G20 41A60 68T07 PDF BibTeX XML Cite \textit{H. Funahashi}, Quant. Finance 21, No. 4, 575--592 (2021; Zbl 1479.91396) Full Text: DOI OpenURL
Bayer, Christian; Redmann, Martin; Schoenmakers, John Dynamic programming for optimal stopping via pseudo-regression. (English) Zbl 1479.91389 Quant. Finance 21, No. 1, 29-44 (2021). MSC: 91G20 60G40 90C39 91G60 PDF BibTeX XML Cite \textit{C. Bayer} et al., Quant. Finance 21, No. 1, 29--44 (2021; Zbl 1479.91389) Full Text: DOI arXiv OpenURL
García-Pareja, Celia; Hult, Henrik; Koski, Timo Exact simulation of coupled Wright-Fisher diffusions. (English) Zbl 1478.60219 Adv. Appl. Probab. 53, No. 4, 923-950 (2021). MSC: 60J60 65C30 60H35 65C05 PDF BibTeX XML Cite \textit{C. García-Pareja} et al., Adv. Appl. Probab. 53, No. 4, 923--950 (2021; Zbl 1478.60219) Full Text: DOI arXiv OpenURL
Sinha, Amit K. The reliability of geometric Brownian motion forecasts of S&P500 index values. (English) Zbl 1476.62229 J. Forecast. 40, No. 8, 1444-1462 (2021). MSC: 62P05 60J70 91G20 PDF BibTeX XML Cite \textit{A. K. Sinha}, J. Forecast. 40, No. 8, 1444--1462 (2021; Zbl 1476.62229) Full Text: DOI OpenURL
Rolke, Wolfgang; Gongora, Cristian Gutierrez A chi-square goodness-of-fit test for continuous distributions against a known alternative. (English) Zbl 07432218 Comput. Stat. 36, No. 3, 1885-1900 (2021). MSC: 65C60 PDF BibTeX XML Cite \textit{W. Rolke} and \textit{C. G. Gongora}, Comput. Stat. 36, No. 3, 1885--1900 (2021; Zbl 07432218) Full Text: DOI arXiv OpenURL
Seyfi, Seyed Mohammad Sina; Sharifi, Azin; Arian, Hamidreza Portfolio value-at-risk and expected-shortfall using an efficient simulation approach based on Gaussian mixture model. (English) Zbl 07431559 Math. Comput. Simul. 190, 1056-1079 (2021). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{S. M. S. Seyfi} et al., Math. Comput. Simul. 190, 1056--1079 (2021; Zbl 07431559) Full Text: DOI OpenURL