Wang, Hengxu; O’Hara, John G.; Constantinou, Nick A path-independent approach to integrated variance under the CEV model. (English) Zbl 07313334 Math. Comput. Simul. 109, 130-152 (2015). MSC: 91-XX 62-XX PDFBibTeX XMLCite \textit{H. Wang} et al., Math. Comput. Simul. 109, 130--152 (2015; Zbl 07313334) Full Text: DOI Link
Molenaar, Dylan; Tuerlinckx, Francis; van der Maas, Han L. J. A generalized linear factor model approach to the hierarchical framework for responses and response times. (English) Zbl 1406.91372 Br. J. Math. Stat. Psychol. 68, No. 2, 197-219 (2015). MSC: 91E45 PDFBibTeX XMLCite \textit{D. Molenaar} et al., Br. J. Math. Stat. Psychol. 68, No. 2, 197--219 (2015; Zbl 1406.91372) Full Text: DOI Link
Tsai, Miao-Yu Comparison of concordance correlation coefficient via variance components, generalized estimating equations and weighted approaches with model selection. (English) Zbl 1507.62169 Comput. Stat. Data Anal. 82, 47-58 (2015). MSC: 62-08 62H20 62B10 62P10 PDFBibTeX XMLCite \textit{M.-Y. Tsai}, Comput. Stat. Data Anal. 82, 47--58 (2015; Zbl 1507.62169) Full Text: DOI
Benndorf, Jörg Making use of online production data: sequential updating of mineral resource models. (English) Zbl 1397.86024 Math. Geosci. 47, No. 5, 547-563 (2015). MSC: 86A32 62J10 86-08 86-04 PDFBibTeX XMLCite \textit{J. Benndorf}, Math. Geosci. 47, No. 5, 547--563 (2015; Zbl 1397.86024) Full Text: DOI
Dang, Duy-Minh; Jackson, Kenneth R.; Mohammadi, Mohammadreza Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance. (English) Zbl 1396.91798 Appl. Math. Finance 22, No. 5-6, 522-552 (2015). MSC: 91G60 91G20 65C05 35Q91 PDFBibTeX XMLCite \textit{D.-M. Dang} et al., Appl. Math. Finance 22, No. 5--6, 522--552 (2015; Zbl 1396.91798) Full Text: DOI
Cressie, Noel; Burden, Sandy; Davis, Walter; Krivitsky, Pavel N.; Mokhtarian, Payam; Suesse, Thomas; Zammit-Mangion, Andrew Capturing multivariate spatial dependence: model, estimate and then predict. (English) Zbl 1332.86009 Stat. Sci. 30, No. 2, 170-175 (2015). MSC: 86A32 62P12 62H11 62J10 PDFBibTeX XMLCite \textit{N. Cressie} et al., Stat. Sci. 30, No. 2, 170--175 (2015; Zbl 1332.86009) Full Text: DOI arXiv Euclid
Bureau, Alexandre; Duchesne, Thierry On the validity of within-nuclear-family genetic association analysis in samples of extended families. (English) Zbl 1330.92076 Stat. Appl. Genet. Mol. Biol. 14, No. 6, 533-549 (2015). MSC: 92D10 62P10 PDFBibTeX XMLCite \textit{A. Bureau} and \textit{T. Duchesne}, Stat. Appl. Genet. Mol. Biol. 14, No. 6, 533--549 (2015; Zbl 1330.92076) Full Text: DOI Link
Ignatieva, Katja; Landsman, Zinoviy Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions. (English) Zbl 1348.91293 Insur. Math. Econ. 65, 172-186 (2015). MSC: 91G70 60E05 62P05 91B30 PDFBibTeX XMLCite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 65, 172--186 (2015; Zbl 1348.91293) Full Text: DOI
Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio Linear vs. quadratic portfolio selection models with hard real-world constraints. (English) Zbl 1355.91076 Comput. Manag. Sci. 12, No. 3, 345-370 (2015). MSC: 91G10 90C20 91G70 PDFBibTeX XMLCite \textit{F. Cesarone} et al., Comput. Manag. Sci. 12, No. 3, 345--370 (2015; Zbl 1355.91076) Full Text: DOI arXiv
Brody, Dorje C.; Hadjipetri, Stala Coherent chaos interest-rate models. (English) Zbl 1337.91117 Int. J. Theor. Appl. Finance 18, No. 3, Article ID 1550016, 27 p. (2015). MSC: 91G30 91G20 PDFBibTeX XMLCite \textit{D. C. Brody} and \textit{S. Hadjipetri}, Int. J. Theor. Appl. Finance 18, No. 3, Article ID 1550016, 27 p. (2015; Zbl 1337.91117) Full Text: DOI arXiv
Wang, Yunyan; Tang, Mingtian Local M-estimation for conditional variance in heteroscedastic regression models. (English) Zbl 1311.62060 Commun. Stat., Theory Methods 44, No. 1, 48-62 (2015). MSC: 62G08 62G35 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{M. Tang}, Commun. Stat., Theory Methods 44, No. 1, 48--62 (2015; Zbl 1311.62060) Full Text: DOI