Bernardi, Enrico; Romagnoli, Silvia Counting statistics for dependent random events. With a focus on finance (to appear). (English) Zbl 07312848 Cham: Springer (ISBN 978-3-030-64249-5/hbk; 978-3-030-64250-1/ebook). x, 230 p. (2021). MSC: 62-02 62H05 62M40 62P05 60K37 PDF BibTeX XML Cite \textit{E. Bernardi} and \textit{S. Romagnoli}, Counting statistics for dependent random events. With a focus on finance (to appear). Cham: Springer (2021; Zbl 07312848) Full Text: DOI
Pinasco, Damián; Smucler, Ezequiel; Zalduendo, Ignacio Orthant probabilities and the attainment of maxima on a vertex of a simplex. (English) Zbl 07311331 Linear Algebra Appl. 610, 785-803 (2021). MSC: 62H05 62H10 26D05 46G25 PDF BibTeX XML Cite \textit{D. Pinasco} et al., Linear Algebra Appl. 610, 785--803 (2021; Zbl 07311331) Full Text: DOI
Kokol Bukovšek, Damjana; Košir, Tomaž; Mojškerc, Blaž; Omladič, Matjaž Spearman’s footrule and Gini’s gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist’s beta. (English) Zbl 07309650 J. Comput. Appl. Math. 390, Article ID 113385, 24 p. (2021). MSC: 60E05 60E15 62H20 PDF BibTeX XML Cite \textit{D. Kokol Bukovšek} et al., J. Comput. Appl. Math. 390, Article ID 113385, 24 p. (2021; Zbl 07309650) Full Text: DOI
Bai, Xuchao; Li, Xiangrong; Balakrishnan, Narayanaswamy; He, Mu Statistical inference for dependent stress-strength reliability of multi-state system using generalized survival signature. (English) Zbl 07309631 J. Comput. Appl. Math. 390, Article ID 113316, 22 p. (2021). MSC: 62G05 62N05 62H05 65C05 PDF BibTeX XML Cite \textit{X. Bai} et al., J. Comput. Appl. Math. 390, Article ID 113316, 22 p. (2021; Zbl 07309631) Full Text: DOI
Torrado, Nuria On allocation policies in systems with dependence structure and random selection of components. (English) Zbl 07305208 J. Comput. Appl. Math. 388, Article ID 113274, 14 p. (2021). MSC: 60E15 60K10 62N05 PDF BibTeX XML Cite \textit{N. Torrado}, J. Comput. Appl. Math. 388, Article ID 113274, 14 p. (2021; Zbl 07305208) Full Text: DOI
Zhang, Kong-Sheng; Zhao, Yan-Yong Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach. (English) Zbl 07305155 J. Comput. Appl. Math. 386, Article ID 113243, 15 p. (2021). MSC: 62P20 62M10 62H05 91B84 PDF BibTeX XML Cite \textit{K.-S. Zhang} and \textit{Y.-Y. Zhao}, J. Comput. Appl. Math. 386, Article ID 113243, 15 p. (2021; Zbl 07305155) Full Text: DOI
Lala Bouali, Dalal; Benatia, Fatah; Brahimi, Brahim; Chesneau, Christophe Robust estimator of conditional tail expectation of Pareto-type distribution. (English) Zbl 07303004 J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021). MSC: 62H12 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{D. Lala Bouali} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 16, 12 p. (2021; Zbl 07303004) Full Text: DOI
Deng, Yihao; Chaganty, N. R. Pair-copula models for analyzing family data. (English) Zbl 07303001 J. Stat. Theory Pract. 15, No. 1, Paper No. 13, 12 p. (2021). MSC: 62P25 62H05 PDF BibTeX XML Cite \textit{Y. Deng} and \textit{N. R. Chaganty}, J. Stat. Theory Pract. 15, No. 1, Paper No. 13, 12 p. (2021; Zbl 07303001) Full Text: DOI
Shih, Jia-Han; Emura, Takeshi On the copula correlation ratio and its generalization. (English) Zbl 07301927 J. Multivariate Anal. 182, Article ID 104708, 15 p. (2021). MSC: 62H05 62H20 62E10 PDF BibTeX XML Cite \textit{J.-H. Shih} and \textit{T. Emura}, J. Multivariate Anal. 182, Article ID 104708, 15 p. (2021; Zbl 07301927) Full Text: DOI
Gijbels, Irène; Kika, Vojtěch; Omelka, Marek On the specification of multivariate association measures and their behaviour with increasing dimension. (English) Zbl 07301925 J. Multivariate Anal. 182, Article ID 104704, 25 p. (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 62H20 62H05 62G07 60E05 62P12 PDF BibTeX XML Cite \textit{I. Gijbels} et al., J. Multivariate Anal. 182, Article ID 104704, 25 p. (2021; Zbl 07301925) Full Text: DOI
Fuchs, Sebastian; Schmidt, Klaus D. On order statistics and Kendall’s tau. (English) Zbl 07290522 Stat. Probab. Lett. 169, Article ID 108972, 8 p. (2021). MSC: 62G30 62H20 62H05 PDF BibTeX XML Cite \textit{S. Fuchs} and \textit{K. D. Schmidt}, Stat. Probab. Lett. 169, Article ID 108972, 8 p. (2021; Zbl 07290522) Full Text: DOI
Lee, Sharon X.; McLachlan, Geoffrey J. On formulations of skew factor models: skew factors and/or skew errors. (English) Zbl 07290494 Stat. Probab. Lett. 168, Article ID 108935, 6 p. (2021). MSC: 62F10 62H05 62H30 PDF BibTeX XML Cite \textit{S. X. Lee} and \textit{G. J. McLachlan}, Stat. Probab. Lett. 168, Article ID 108935, 6 p. (2021; Zbl 07290494) Full Text: DOI
Camirand Lemyre, Felix; Decrouez, Geoffrey Nonparametric recursive estimation of the copula. (English) Zbl 07290488 Stat. Probab. Lett. 168, Article ID 108929, 5 p. (2021). MSC: 62H05 62G05 62G20 62L20 PDF BibTeX XML Cite \textit{F. Camirand Lemyre} and \textit{G. Decrouez}, Stat. Probab. Lett. 168, Article ID 108929, 5 p. (2021; Zbl 07290488) Full Text: DOI
Lai, Wing-Choong; Goh, Kim-Leng Copulas and tail dependence in finance. (English) Zbl 07283285 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). 2499-2524 (2021). MSC: 62P05 62H05 PDF BibTeX XML Cite \textit{W.-C. Lai} and \textit{K.-L. Goh}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499--2524 (2021; Zbl 07283285) 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
Wei, Zheng; Li, Baokun; Wang, Tonghui The joint distribution of the discrete random set vector and bivariate coarsening at random models. (English) Zbl 1451.62174 Kreinovich, Vladik (ed.), Statistical and fuzzy approaches to data processing, with applications to econometrics and other areas. In honor of Hung T. Nguyen’s 75th birthday. Cham: Springer. Stud. Comput. Intell. 892, 247-265 (2021). MSC: 62R07 62H05 62H10 PDF BibTeX XML Cite \textit{Z. Wei} et al., Stud. Comput. Intell. 892, 247--265 (2021; Zbl 1451.62174) Full Text: DOI
Kakihara, Yûichirô Multidimensional second order stochastic processes (to appear). 2nd edition. (English) Zbl 07165382 Series on Multivariate Analysis. Hackensack, NJ: World Scientific (ISBN 978-981-12-1174-4/hbk). 512 p. (2021). MSC: 62-02 62M10 62H05 60-02 60G12 PDF BibTeX XML Cite \textit{Y. Kakihara}, Multidimensional second order stochastic processes (to appear). 2nd edition. Hackensack, NJ: World Scientific (2021; Zbl 07165382) 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
Jorgensen, Terrence D.; Jak, Suzanne Book review of: K. Gana and G. Broc, Structural equation modeling with lavaan. (English) Zbl 07300265 Psychometrika 85, No. 2, 373-377 (2020). MSC: 00A17 62-01 62-04 62H05 62H25 62P15 PDF BibTeX XML Cite \textit{T. D. Jorgensen} and \textit{S. Jak}, Psychometrika 85, No. 2, 373--377 (2020; Zbl 07300265) Full Text: DOI
Islam, Shofiqul; Anand, Sonia; Hamid, Jemila; Thabane, Lehana; Beyene, Joseph A copula-based method of classifying individuals into binary disease categories using dependent biomarkers. (English) Zbl 07300210 Stat. Methods Appl. 29, No. 4, 871-897 (2020). MSC: 62H05 62H30 62P10 PDF BibTeX XML Cite \textit{S. Islam} et al., Stat. Methods Appl. 29, No. 4, 871--897 (2020; Zbl 07300210) Full Text: DOI
Cook, Richard J. Book review of: R. L. Prentice and S. Zhao, The statistical analysis of multivariate failure time data. A marginal modeling approach. (English) Zbl 1452.00006 J. Am. Stat. Assoc. 115, No. 532, 2102-2104 (2020). MSC: 00A17 62-02 62-01 62N05 62N02 62H12 62N01 62H05 62P10 PDF BibTeX XML Cite \textit{R. J. Cook}, J. Am. Stat. Assoc. 115, No. 532, 2102--2104 (2020; Zbl 1452.00006) Full Text: DOI
Fernández-Sánchez, Juan; Úbeda-Flores, Manuel A note on an idempotent transformation of absolutely continuous Archimedean copulas. (English) Zbl 1452.62349 Fuzzy Sets Syst. 393, 160-166 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{J. Fernández-Sánchez} and \textit{M. Úbeda-Flores}, Fuzzy Sets Syst. 393, 160--166 (2020; Zbl 1452.62349) Full Text: DOI
de Amo, Enrique; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel Zero-sets of copulas. (English) Zbl 1452.62345 Fuzzy Sets Syst. 393, 143-159 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{E. de Amo} et al., Fuzzy Sets Syst. 393, 143--159 (2020; Zbl 1452.62345) Full Text: DOI
Lee, Woojoo; Kim, Mijeong; Ahn, Jae Youn On structural properties of an asymmetric copula family and its statistical implication. (English) Zbl 1452.62351 Fuzzy Sets Syst. 393, 126-142 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{W. Lee} et al., Fuzzy Sets Syst. 393, 126--142 (2020; Zbl 1452.62351) Full Text: DOI
Omladič, Matjaž; Stopar, Nik A full scale Sklar’s theorem in the imprecise setting. (English) Zbl 1452.62354 Fuzzy Sets Syst. 393, 113-125 (2020). MSC: 62H05 62H86 PDF BibTeX XML Cite \textit{M. Omladič} and \textit{N. Stopar}, Fuzzy Sets Syst. 393, 113--125 (2020; Zbl 1452.62354) Full Text: DOI
Omladič, Matjaž; Stopar, Nik Final solution to the problem of relating a true copula to an imprecise copula. (English) Zbl 1452.62353 Fuzzy Sets Syst. 393, 96-112 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{M. Omladič} and \textit{N. Stopar}, Fuzzy Sets Syst. 393, 96--112 (2020; Zbl 1452.62353) Full Text: DOI
Kokol Bukovšek, Damjana; Košir, Tomaž; Mojškerc, Blaž; Omladič, Matjaž Asymmetric linkages: maxmin vs. reflected maxmin copulas. (English) Zbl 1452.60014 Fuzzy Sets Syst. 393, 75-95 (2020). MSC: 60E05 62H05 62N05 PDF BibTeX XML Cite \textit{D. Kokol Bukovšek} et al., Fuzzy Sets Syst. 393, 75--95 (2020; Zbl 1452.60014) Full Text: DOI
Kamnitui, Noppadon; Trutschnig, Wolfgang On some properties of reflected maxmin copulas. (English) Zbl 1452.62350 Fuzzy Sets Syst. 393, 53-74 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{N. Kamnitui} and \textit{W. Trutschnig}, Fuzzy Sets Syst. 393, 53--74 (2020; Zbl 1452.62350) Full Text: DOI
Borzová, Jana; Halčinová, Lenka; Hutník, Ondrej The smallest semicopula-based universal integrals: remarks and improvements. (English) Zbl 1452.28002 Fuzzy Sets Syst. 393, 29-52 (2020). MSC: 28A25 62H05 28E10 62H86 PDF BibTeX XML Cite \textit{J. Borzová} et al., Fuzzy Sets Syst. 393, 29--52 (2020; Zbl 1452.28002) Full Text: DOI
Arias-García, J. J.; Mesiar, R.; De Baets, B. A hitchhiker’s guide to quasi-copulas. (English) Zbl 1452.62343 Fuzzy Sets Syst. 393, 1-28 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{J. J. Arias-García} et al., Fuzzy Sets Syst. 393, 1--28 (2020; Zbl 1452.62343) Full Text: DOI
Zhuang, Haoxin; Diao, Liqun; Yi, Grace Y. A Bayesian hierarchical copula model. (English) Zbl 07298082 Electron. J. Stat. 14, No. 2, 4457-4488 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62H05 62H20 62P10 65C05 68T05 PDF BibTeX XML Cite \textit{H. Zhuang} et al., Electron. J. Stat. 14, No. 2, 4457--4488 (2020; Zbl 07298082) Full Text: DOI Euclid
Di Lascio, F. Marta L.; Menapace, Andrea; Righetti, Maurizio Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach. (English) Zbl 07297224 Stat. Methods Appl. 29, No. 2, 373-395 (2020). MSC: 62H05 62P30 PDF BibTeX XML Cite \textit{F. M. L. Di Lascio} et al., Stat. Methods Appl. 29, No. 2, 373--395 (2020; Zbl 07297224) Full Text: DOI
Neumann, André; Dickhaus, Thorsten Nonparametric Archimedean generator estimation with implications for multiple testing. (English) Zbl 07297168 AStA, Adv. Stat. Anal. 104, No. 2, 309-323 (2020). MSC: 62G07 62G20 62H05 62J15 PDF BibTeX XML Cite \textit{A. Neumann} and \textit{T. Dickhaus}, AStA, Adv. Stat. Anal. 104, No. 2, 309--323 (2020; Zbl 07297168) Full Text: DOI
Kokonendji, Célestin C.; Touré, Aboubacar Y.; Sawadogo, Amadou Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions. (English) Zbl 07297167 AStA, Adv. Stat. Anal. 104, No. 2, 285-307 (2020). MSC: 62H10 62H05 62H12 62E10 62F10 62R07 PDF BibTeX XML Cite \textit{C. C. Kokonendji} et al., AStA, Adv. Stat. Anal. 104, No. 2, 285--307 (2020; Zbl 07297167) Full Text: DOI
Baghfalaki, Taban; Ganjali, Mojtaba A transition model for analyzing multivariate longitudinal data using Gaussian copula approach. (English) Zbl 07297164 AStA, Adv. Stat. Anal. 104, No. 2, 169-223 (2020). MSC: 62H05 62H11 62M10 62M30 62P10 PDF BibTeX XML Cite \textit{T. Baghfalaki} and \textit{M. Ganjali}, AStA, Adv. Stat. Anal. 104, No. 2, 169--223 (2020; Zbl 07297164) Full Text: DOI
Cooke, Roger M.; Joe, Harry; Chang, Bo Vine copula regression for observational studies. (English) Zbl 07297163 AStA, Adv. Stat. Anal. 104, No. 2, 141-167 (2020). MSC: 62H05 62J02 62D20 62P25 PDF BibTeX XML Cite \textit{R. M. Cooke} et al., AStA, Adv. Stat. Anal. 104, No. 2, 141--167 (2020; Zbl 07297163) Full Text: DOI
Basse-O’Connor, Andreas; Pedersen, Jan; Rohde, Victor On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. (English) Zbl 07296194 Mod. Stoch., Theory Appl. 7, No. 3, 267-289 (2020). MSC: 60E07 60G15 62H05 62H10 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Mod. Stoch., Theory Appl. 7, No. 3, 267--289 (2020; Zbl 07296194) Full Text: DOI
Wang, Hongjun; Wang, Ruihua Research and application of M-Copula model in financial time series analysis. (Chinese. English summary) Zbl 07295850 J. Syst. Sci. Math. Sci. 40, No. 6, 1117-1132 (2020). MSC: 62P05 91B84 62H05 PDF BibTeX XML Cite \textit{H. Wang} and \textit{R. Wang}, J. Syst. Sci. Math. Sci. 40, No. 6, 1117--1132 (2020; Zbl 07295850)
Shen, Jieqiong; Zhou, Jie; Chen, Chen On the estimation for product of covariance matrices and its trace. (English) Zbl 07295707 J. Sichuan Univ., Nat. Sci. Ed. 57, No. 4, 635-641 (2020). MSC: 62H12 62H05 PDF BibTeX XML Cite \textit{J. Shen} et al., J. Sichuan Univ., Nat. Sci. Ed. 57, No. 4, 635--641 (2020; Zbl 07295707) Full Text: DOI
Jeong, Himchan; Valdez, Emiliano A. Bayesian credibility premium with GB2 copulas. (English) Zbl 07294491 Depend. Model. 8, 157-171 (2020). MSC: 62H05 62E15 62F15 62P05 PDF BibTeX XML Cite \textit{H. Jeong} and \textit{E. A. Valdez}, Depend. Model. 8, 157--171 (2020; Zbl 07294491) Full Text: DOI
Navarro, Jorge Bivariate box plots based on quantile regression curves. (English) Zbl 07294490 Depend. Model. 8, 132-156 (2020). MSC: 62G08 62G15 62G07 62H05 PDF BibTeX XML Cite \textit{J. Navarro}, Depend. Model. 8, 132--156 (2020; Zbl 07294490) Full Text: DOI
Masuhr, Andreas; Trede, Mark Bayesian estimation of generalized partition of unity copulas. (English) Zbl 07294489 Depend. Model. 8, 119-131 (2020). MSC: 62H05 62H12 62G07 62P20 91B05 PDF BibTeX XML Cite \textit{A. Masuhr} and \textit{M. Trede}, Depend. Model. 8, 119--131 (2020; Zbl 07294489) Full Text: DOI
Sloot, Henrik The deFinetti representation of generalised Marshall-Olkin sequences. (English) Zbl 07294488 Depend. Model. 8, 107-118 (2020). MSC: 60G09 60G51 62H05 PDF BibTeX XML Cite \textit{H. Sloot}, Depend. Model. 8, 107--118 (2020; Zbl 07294488) Full Text: DOI
Benoumechiara, Nazih; Bousquet, Nicolas; Michel, Bertrand; Saint-Pierre, Philippe Detecting and modeling critical dependence structures between random inputs of computer models. (English) Zbl 07294487 Depend. Model. 8, 263-297 (2020). MSC: 62G07 62G08 62G32 62H20 62H05 62P30 PDF BibTeX XML Cite \textit{N. Benoumechiara} et al., Depend. Model. 8, 263--297 (2020; Zbl 07294487) Full Text: DOI
Boonmee, Prakassawat; Tasena, Santi Quadratic transformation of multivariate aggregation functions. (English) Zbl 07294485 Depend. Model. 8, 254-261 (2020). MSC: 62H05 26E60 PDF BibTeX XML Cite \textit{P. Boonmee} and \textit{S. Tasena}, Depend. Model. 8, 254--261 (2020; Zbl 07294485) Full Text: DOI
Mai, Jan-Frederik The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay. (English) Zbl 07294482 Depend. Model. 8, 210-220 (2020). MSC: 62H10 62H05 60E07 PDF BibTeX XML Cite \textit{J.-F. Mai}, Depend. Model. 8, 210--220 (2020; Zbl 07294482) Full Text: DOI
Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. Lorenz-generated bivariate Archimedean copulas. (English) Zbl 07294481 Depend. Model. 8, 186-209 (2020). MSC: 62H05 62H10 62G30 60E15 PDF BibTeX XML Cite \textit{A. Fontanari} et al., Depend. Model. 8, 186--209 (2020; Zbl 07294481) Full Text: DOI
Steffen, Nico; Dickhaus, Thorsten Optimizing effective numbers of tests by vine copula modeling. (English) Zbl 07294480 Depend. Model. 8, 172-185 (2020); erratum ibid. 8, 262 (2020). MSC: 62J15 62H20 62H05 62E17 PDF BibTeX XML Cite \textit{N. Steffen} and \textit{T. Dickhaus}, Depend. Model. 8, 172--185 (2020; Zbl 07294480) Full Text: DOI
Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Jin, Ming A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. (English) Zbl 07290762 Ann. Oper. Res. 292, No. 2, 849-881 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G10 62P05 62H05 PDF BibTeX XML Cite \textit{Z. Yan} et al., Ann. Oper. Res. 292, No. 2, 849--881 (2020; Zbl 07290762) Full Text: DOI
Soltani, A. R.; Roozegar, Rasool Averages for multivariate random vectors with random weights: distributional characterization and application. (English) Zbl 07289302 REVSTAT 18, No. 4, 453-460 (2020). MSC: 62H05 62H10 46F12 65D07 65R10 PDF BibTeX XML Cite \textit{A. R. Soltani} and \textit{R. Roozegar}, REVSTAT 18, No. 4, 453--460 (2020; Zbl 07289302) Full Text: Link
Sepanski, Jungsywan H. A note on distortion effects on the strength of bivariate copula tail dependence. (English) Zbl 07287577 Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020). MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{J. H. Sepanski}, Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020; Zbl 07287577) Full Text: DOI
Bravo Melo, Luis Carlos; Portilla, Jennyfer; Tovar Cuevas, José Rafael Using copula functions to estimate the AUC for two dependent diagnostic tests. (English) Zbl 07286590 Rev. Colomb. Estad. 43, No. 2, 315-344 (2020). MSC: 62H05 62H12 62J20 PDF BibTeX XML Cite \textit{L. C. Bravo Melo} et al., Rev. Colomb. Estad. 43, No. 2, 315--344 (2020; Zbl 07286590) Full Text: DOI
Zhilova, Mayya Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap. (English) Zbl 07285279 Ann. Stat. 48, No. 4, 1922-1939 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62E17 62F40 62F25 62H05 60F05 PDF BibTeX XML Cite \textit{M. Zhilova}, Ann. Stat. 48, No. 4, 1922--1939 (2020; Zbl 07285279) Full Text: DOI Euclid
Sun, Ning; Yang, Chen; Zitikis, Ričardas A statistical methodology for assessing the maximal strength of tail dependence. (English) Zbl 07285043 ASTIN Bull. 50, No. 3, 799-825 (2020). MSC: 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{N. Sun} et al., ASTIN Bull. 50, No. 3, 799--825 (2020; Zbl 07285043) Full Text: DOI
Tiengket, Sanpet; Sukparungsee, Saowanit; Busababodhin, Piyapatr; Areepong, Yupaporn Construction of bivariate copulas on the Hotelling’s \(T^2\) control chart. (English) Zbl 07280202 Thail. Stat. 18, No. 1, 1-15 (2020). MSC: 62H05 62P30 62H12 PDF BibTeX XML Cite \textit{S. Tiengket} et al., Thail. Stat. 18, No. 1, 1--15 (2020; Zbl 07280202) Full Text: Link
Fletcher, Tom Statistics on manifolds. (English) Zbl 07274039 Pennec, Xavier (ed.) et al., Riemannian geometric statistics in medical image analysis. Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-814725-2/pbk; 978-0-12-814726-9/ebook). The Elsevier and Miccai Society Book Series, 39-74 (2020). MSC: 62R30 62G05 62G20 62H05 62H25 62H11 60D05 PDF BibTeX XML Cite \textit{T. Fletcher}, in: Riemannian geometric statistics in medical image analysis. Amsterdam: Elsevier/Academic Press. 39--74 (2020; Zbl 07274039) Full Text: DOI
Yang, Jingping; Wang, Fang; Xie, Zongkai Bernstein copulas and composite Bernstein copulas. (English) Zbl 07273640 Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer (ISBN 978-981-15-1575-0/hbk; 978-981-15-1576-7/ebook). Mathematical Lectures from Peking University, 183-217 (2020). MSC: 62H05 62H20 62P05 PDF BibTeX XML Cite \textit{J. Yang} et al., in: From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 -- June 9, 2017. Singapore: Springer. 183--217 (2020; Zbl 07273640) Full Text: DOI
Decancq, Koen Measuring cumulative deprivation and affluence based on the diagonal dependence diagram. (English) Zbl 1452.62346 Metron 78, No. 2, 103-117 (2020). MSC: 62H05 62H22 62G30 PDF BibTeX XML Cite \textit{K. Decancq}, Metron 78, No. 2, 103--117 (2020; Zbl 1452.62346) Full Text: DOI
Roy, Angshuman; Sarkar, Soham; Ghosh, Anil K.; Goswami, Alok On some consistent tests of mutual independence among several random vectors of arbitrary dimensions. (English) Zbl 1452.62355 Stat. Comput. 30, No. 6, 1707-1723 (2020). MSC: 62H05 62H15 PDF BibTeX XML Cite \textit{A. Roy} et al., Stat. Comput. 30, No. 6, 1707--1723 (2020; Zbl 1452.62355) Full Text: DOI
van der Wurp, Hendrik; Groll, Andreas; Kneib, Thomas; Marra, Giampiero; Radice, Rosalba Generalised joint regression for count data: a penalty extension for competitive settings. (English) Zbl 1452.62488 Stat. Comput. 30, No. 5, 1419-1432 (2020). MSC: 62J02 62H05 62P99 PDF BibTeX XML Cite \textit{H. van der Wurp} et al., Stat. Comput. 30, No. 5, 1419--1432 (2020; Zbl 1452.62488) Full Text: DOI
Herwartz, Helmut; Maxand, Simone Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India. (English) Zbl 1452.62311 Stat. Pap. 61, No. 5, 2175-2201 (2020). MSC: 62G10 62H15 62H05 62P10 PDF BibTeX XML Cite \textit{H. Herwartz} and \textit{S. Maxand}, Stat. Pap. 61, No. 5, 2175--2201 (2020; Zbl 1452.62311) Full Text: DOI
Marra, Giampiero; Radice, Rosalba Copula link-based additive models for right-censored event time data. (English) Zbl 1445.62255 J. Am. Stat. Assoc. 115, No. 530, 886-895 (2020). MSC: 62N01 62H05 PDF BibTeX XML Cite \textit{G. Marra} and \textit{R. Radice}, J. Am. Stat. Assoc. 115, No. 530, 886--895 (2020; Zbl 1445.62255) Full Text: DOI
Yang, Lu; Frees, Edward W.; Zhang, Zhengjun Nonparametric estimation of copula regression models with discrete outcomes. (English) Zbl 1445.62062 J. Am. Stat. Assoc. 115, No. 530, 707-720 (2020). MSC: 62G05 62G08 62H05 PDF BibTeX XML Cite \textit{L. Yang} et al., J. Am. Stat. Assoc. 115, No. 530, 707--720 (2020; Zbl 1445.62062) Full Text: DOI
Wei, Lili; Li, He Dependence analysis of CPI and PPI based on Copula function. (Chinese. English summary) Zbl 07267399 Math. Pract. Theory 50, No. 6, 1-7 (2020). MSC: 62M10 62H05 62P05 PDF BibTeX XML Cite \textit{L. Wei} and \textit{H. Li}, Math. Pract. Theory 50, No. 6, 1--7 (2020; Zbl 07267399)
He, Hua; Liu, Xiaoxiao; Zhang, Jian Correlation analysis of financial index based on three-dimensional Copula function. (Chinese. English summary) Zbl 07267351 Math. Pract. Theory 50, No. 2, 65-72 (2020). MSC: 62M10 62P05 62H05 PDF BibTeX XML Cite \textit{H. He} et al., Math. Pract. Theory 50, No. 2, 65--72 (2020; Zbl 07267351)
Wei, Yue; Liu, Yi; Sun, Tao; Chen, Wei; Ding, Ying Gene-based association analysis for bivariate time-to-event data through functional regression with copula models. (English) Zbl 1451.62176 Biometrics 76, No. 2, 619-629 (2020). MSC: 62R10 62H05 62H20 62P10 PDF BibTeX XML Cite \textit{Y. Wei} et al., Biometrics 76, No. 2, 619--629 (2020; Zbl 1451.62176) Full Text: DOI
Lakhal-Chaieb, Lajmi; Cook, Richard J.; Zhong, Yujie Testing the heritability and parent-of-origin hypotheses for ages at onset of psoriatic arthritis under biased sampling. (English) Zbl 1451.62124 Biometrics 76, No. 1, 293-303 (2020). MSC: 62P10 62H05 62G10 PDF BibTeX XML Cite \textit{L. Lakhal-Chaieb} et al., Biometrics 76, No. 1, 293--303 (2020; Zbl 1451.62124) Full Text: DOI
Yoon, Grace; Carroll, Raymond J.; Gaynanova, Irina Sparse semiparametric canonical correlation analysis for data of mixed types. (English) Zbl 1451.62051 Biometrika 107, No. 3, 609-625 (2020). MSC: 62H05 62H20 62P10 92D20 PDF BibTeX XML Cite \textit{G. Yoon} et al., Biometrika 107, No. 3, 609--625 (2020; Zbl 1451.62051) Full Text: DOI
Kaewsompong, Nachatchapong; Maneejuk, Paravee; Yamaka, Woraphon Bayesian estimation of Archimedean copula-based SUR quantile models. (English) Zbl 1444.62064 Complexity 2020, Article ID 6746303, 15 p. (2020). MSC: 62H05 62J05 62F10 62F15 PDF BibTeX XML Cite \textit{N. Kaewsompong} et al., Complexity 2020, Article ID 6746303, 15 p. (2020; Zbl 1444.62064) Full Text: DOI
Martino, Andrea; Guatteri, Giuseppina; Paganoni, Anna Maria Multivariate hidden Markov models for disease progression. (English) Zbl 07260695 Stat. Anal. Data Min. 13, No. 5, 499-507 (2020). MSC: 62 68 PDF BibTeX XML Cite \textit{A. Martino} et al., Stat. Anal. Data Min. 13, No. 5, 499--507 (2020; Zbl 07260695) Full Text: DOI
Gregory, Alastair; Jana, Kaushik Space-efficient estimation of empirical tail dependence coefficients for bivariate data streams. (English) Zbl 07260661 Stat. Anal. Data Min. 13, No. 1, 14-30 (2020). MSC: 62 68 PDF BibTeX XML Cite \textit{A. Gregory} and \textit{K. Jana}, Stat. Anal. Data Min. 13, No. 1, 14--30 (2020; Zbl 07260661) Full Text: DOI
del Barrio, Eustasio; González-Sanz, Alberto; Hallin, Marc A note on the regularity of optimal-transport-based center-outward distribution and quantile functions. (English) Zbl 1450.62047 J. Multivariate Anal. 180, Article ID 104671, 13 p. (2020). MSC: 62H05 62H11 62G08 62G35 62R10 60B10 35J96 PDF BibTeX XML Cite \textit{E. del Barrio} et al., J. Multivariate Anal. 180, Article ID 104671, 13 p. (2020; Zbl 1450.62047) Full Text: DOI
Mai, Jan-Frederik; Scherer, Matthias On the structure of exchangeable extreme-value copulas. (English) Zbl 07252798 J. Multivariate Anal. 180, Article ID 104670, 11 p. (2020). MSC: 60E07 62G32 62H05 65C10 PDF BibTeX XML Cite \textit{J.-F. Mai} and \textit{M. Scherer}, J. Multivariate Anal. 180, Article ID 104670, 11 p. (2020; Zbl 07252798) Full Text: DOI
Hamori, Shigeyuki; Motegi, Kaiji; Zhang, Zheng Copula-based regression models with data missing at random. (English) Zbl 07252789 J. Multivariate Anal. 180, Article ID 104654, 23 p. (2020). MSC: 62H05 62H12 62G08 62D10 62P20 PDF BibTeX XML Cite \textit{S. Hamori} et al., J. Multivariate Anal. 180, Article ID 104654, 23 p. (2020; Zbl 07252789) Full Text: DOI
Balakrishnan, N.; Stepanov, A.; Nevzorov, V. B. North-east bivariate records. (English) Zbl 1450.62043 Metrika 83, No. 8, 961-976 (2020). MSC: 62G30 62H05 60E15 60G70 PDF BibTeX XML Cite \textit{N. Balakrishnan} et al., Metrika 83, No. 8, 961--976 (2020; Zbl 1450.62043) Full Text: DOI
Chen, Li-Pang Book review of: R. L. Prentice and S. Zhao, The statistical analysis of multivariate failure time data. A marginal modeling approach. (English) Zbl 1441.00003 Biom. J. 62, No. 1, 254-255 (2020). MSC: 00A17 62-02 62-01 62N05 62N02 62H12 62N01 62H05 62P10 PDF BibTeX XML Cite \textit{L.-P. Chen}, Biom. J. 62, No. 1, 254--255 (2020; Zbl 1441.00003) Full Text: DOI
Rabhi, Yassir; Bouezmarni, Taoufik Nonparametric inference for copulas and measures of dependence under length-biased sampling and informative censoring. (English) Zbl 1441.62132 J. Am. Stat. Assoc. 115, No. 531, 1268-1278 (2020). MSC: 62H05 62G07 62N01 PDF BibTeX XML Cite \textit{Y. Rabhi} and \textit{T. Bouezmarni}, J. Am. Stat. Assoc. 115, No. 531, 1268--1278 (2020; Zbl 1441.62132) Full Text: DOI
Castro-Camilo, Daniela; Huser, Raphaël Local likelihood estimation of complex tail dependence structures, applied to U.S. precipitation extremes. (English) Zbl 1441.62118 J. Am. Stat. Assoc. 115, No. 531, 1037-1054 (2020). MSC: 62H05 62F10 62P12 PDF BibTeX XML Cite \textit{D. Castro-Camilo} and \textit{R. Huser}, J. Am. Stat. Assoc. 115, No. 531, 1037--1054 (2020; Zbl 1441.62118) Full Text: DOI
Montes, Ignacio; Salamanca, Juan Jesús; Montes, Susana A modified version of stochastic dominance involving dependence. (English) Zbl 1450.60014 Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020). MSC: 60E15 62H05 PDF BibTeX XML Cite \textit{I. Montes} et al., Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020; Zbl 1450.60014) Full Text: DOI
Dehghan, Sakineh; Faridrohani, Mohammad Reza Depth-based signed-rank tests for bivariate central symmetry. (English) Zbl 1447.62053 REVSTAT 18, No. 1, 109-129 (2020). MSC: 62H05 62H10 62H15 PDF BibTeX XML Cite \textit{S. Dehghan} and \textit{M. R. Faridrohani}, REVSTAT 18, No. 1, 109--129 (2020; Zbl 1447.62053) Full Text: Link
Requena, Francisco Characterization of the maximum probability fixed marginals \(r \times c\) contingency tables. (English) Zbl 1448.62084 REVSTAT 18, No. 1, 71-88 (2020). MSC: 62H17 60E15 62H05 PDF BibTeX XML Cite \textit{F. Requena}, REVSTAT 18, No. 1, 71--88 (2020; Zbl 1448.62084) Full Text: Link
Xue, Kaijie; Yao, Fang Distribution and correlation-free two-sample test of high-dimensional means. (English) Zbl 07241592 Ann. Stat. 48, No. 3, 1304-1328 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62H05 62H15 62F05 60F05 PDF BibTeX XML Cite \textit{K. Xue} and \textit{F. Yao}, Ann. Stat. 48, No. 3, 1304--1328 (2020; Zbl 07241592) Full Text: DOI Euclid
Chatelain, Simon; Fougères, Anne-Laure; Nešlehová, Johanna G. Inference for Archimax copulas. (English) Zbl 1450.62046 Ann. Stat. 48, No. 2, 1025-1051 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62H05 62H12 62G05 62G20 62G32 60G70 62P12 PDF BibTeX XML Cite \textit{S. Chatelain} et al., Ann. Stat. 48, No. 2, 1025--1051 (2020; Zbl 1450.62046) Full Text: DOI Euclid
Rezaei, Amir; Yousefzadeh, Fatemeh; Arellano-Valle, Reinaldo B. Scale and shape mixtures of matrix variate extended skew normal distributions. (English) Zbl 1448.62066 J. Multivariate Anal. 179, Article ID 104649, 16 p. (2020). MSC: 62H05 62H12 PDF BibTeX XML Cite \textit{A. Rezaei} et al., J. Multivariate Anal. 179, Article ID 104649, 16 p. (2020; Zbl 1448.62066) Full Text: DOI
Senarathne, S. G. J.; Drovandi, C. C.; McGree, J. M. Bayesian sequential design for copula models. (English) Zbl 1447.62091 Test 29, No. 2, 454-478 (2020). MSC: 62K05 62L05 62L12 62H05 PDF BibTeX XML Cite \textit{S. G. J. Senarathne} et al., Test 29, No. 2, 454--478 (2020; Zbl 1447.62091) Full Text: DOI
Yan, Yuan; Jeong, Jaehong; Genton, Marc G. Multivariate transformed Gaussian processes. (English) Zbl 1447.62054 Jpn. J. Stat. Data Sci. 3, No. 1, 129-152 (2020). MSC: 62H05 62G32 60G15 62P12 86A10 PDF BibTeX XML Cite \textit{Y. Yan} et al., Jpn. J. Stat. Data Sci. 3, No. 1, 129--152 (2020; Zbl 1447.62054) Full Text: DOI
Bolin, David; Wallin, Jonas Multivariate type G Matérn stochastic partial differential equation random fields. (English) Zbl 1440.62180 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 1, 215-239 (2020). MSC: 62H05 62M40 62P12 62H11 60H15 PDF BibTeX XML Cite \textit{D. Bolin} and \textit{J. Wallin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 1, 215--239 (2020; Zbl 1440.62180) Full Text: DOI
Kwofie, Charles; Akoto, Isaac; Opoku-Ameyaw, Kwaku Modelling the dependency between inflation and exchange rate using copula. (English) Zbl 1445.62104 J. Probab. Stat. 2020, Article ID 2345746, 7 p. (2020). MSC: 62H05 62M10 62P05 91B84 PDF BibTeX XML Cite \textit{C. Kwofie} et al., J. Probab. Stat. 2020, Article ID 2345746, 7 p. (2020; Zbl 1445.62104) Full Text: DOI
Susam, Selim Orhun Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance. (English) Zbl 1445.62109 J. Iran. Stat. Soc. JIRSS 19, No. 1, 163-183 (2020). MSC: 62H05 62G05 62G32 PDF BibTeX XML Cite \textit{S. O. Susam}, J. Iran. Stat. Soc. JIRSS 19, No. 1, 163--183 (2020; Zbl 1445.62109) Full Text: DOI
Fan, Xueping; Yang, Guanghong; Xiao, Qingkai; Liu, Yuefei Dynamic vine-copula prediction approach of bridge girder system reliability considering structural safety. (Chinese. English summary) Zbl 1449.62199 J. Tongji Univ., Nat. Sci. 48, No. 2, 165-175 (2020). MSC: 62M20 62N05 62H05 62P30 PDF BibTeX XML Cite \textit{X. Fan} et al., J. Tongji Univ., Nat. Sci. 48, No. 2, 165--175 (2020; Zbl 1449.62199) Full Text: DOI
Vatter, Thibault Book review of: J.-F. Mai and M. Scherer, Simulating copulas. Stochastic models, sampling algorithms, and applications. 2nd edition. (English) Zbl 1437.00021 J. Am. Stat. Assoc. 115, No. 529, 481-482 (2020). MSC: 00A17 62-02 62-08 62H05 62D05 62E10 PDF BibTeX XML Cite \textit{T. Vatter}, J. Am. Stat. Assoc. 115, No. 529, 481--482 (2020; Zbl 1437.00021) Full Text: DOI
Hlávka, Zdeněk; Hlubinka, Daniel Functional two-sample tests based on empirical characteristic functionals. (English) Zbl 1444.62156 Aneiros, Germán (ed.) et al., Functional and high-dimensional statistics and related fields. Selected papers presented at the 5th international workshop on functional and operatorial statistics, IWFOS 2021, Brno, Czech Republic, June 23–25, 2021. Cham: Springer. Contrib. Stat., 123-130 (2020). MSC: 62R10 62H05 60E10 PDF BibTeX XML Cite \textit{Z. Hlávka} and \textit{D. Hlubinka}, in: Functional and high-dimensional statistics and related fields. Selected papers presented at the 5th international workshop on functional and operatorial statistics, IWFOS 2021, Brno, Czech Republic, June 23--25, 2021. Cham: Springer. 123--130 (2020; Zbl 1444.62156) Full Text: DOI
Boutahar, Mohamed; Kchaou, Imen; Reboul, Laurence Estimation of Pickands dependence function of bivariate extremes under mixing conditions. (English) Zbl 1443.62127 Lith. Math. J. 60, No. 2, 129-146 (2020). MSC: 62G32 62G10 62G07 62G20 62H05 62E20 60G10 PDF BibTeX XML Cite \textit{M. Boutahar} et al., Lith. Math. J. 60, No. 2, 129--146 (2020; Zbl 1443.62127) Full Text: DOI
Sun, Li-Hsien; Huang, Xin-Wei; Alqawba, Mohammed S.; Kim, Jong-Min; Emura,Takeshi Copula-based Markov models for time series. Parametric inference and process control. (English) Zbl 1435.62020 SpringerBriefs in Statistics; JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-15-4997-7/pbk; 978-981-15-4998-4/ebook). xvi, 131 p. (2020). MSC: 62-02 62H05 62M10 62F15 62P20 93C95 PDF BibTeX XML Cite \textit{L.-H. Sun} et al., Copula-based Markov models for time series. Parametric inference and process control. Singapore: Springer (2020; Zbl 1435.62020) Full Text: DOI
Shyamalkumar, Nariankadu D.; Tao, Siyang On tail dependence matrices. The realization problem for parametric families. (English) Zbl 1445.62127 Extremes 23, No. 2, 245-285 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H20 62H05 60G70 68Q17 62-08 PDF BibTeX XML Cite \textit{N. D. Shyamalkumar} and \textit{S. Tao}, Extremes 23, No. 2, 245--285 (2020; Zbl 1445.62127) Full Text: DOI
Zhang, Jiaxin; Shields, Michael On the quantification and efficient propagation of imprecise probabilities with copula dependence. (English) Zbl 1445.68225 Int. J. Approx. Reasoning 122, 24-46 (2020). MSC: 68T37 62F15 62H05 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{M. Shields}, Int. J. Approx. Reasoning 122, 24--46 (2020; Zbl 1445.68225) Full Text: DOI
Asadi, Majid; Zarezadeh, Somayeh A unified approach to constructing correlation coefficients between random variables. (English) Zbl 1444.62063 Metrika 83, No. 6, 657-676 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H05 62H20 62H30 68T05 PDF BibTeX XML Cite \textit{M. Asadi} and \textit{S. Zarezadeh}, Metrika 83, No. 6, 657--676 (2020; Zbl 1444.62063) Full Text: DOI
Barmalzan, Ghobad; Ayat, Seyed Masih; Balakrishnan, Narayanaswamy; Roozegar, Rasool Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula. (English) Zbl 1441.62117 J. Comput. Appl. Math. 380, Article ID 112965, 16 p. (2020). MSC: 62H05 62N05 90B25 PDF BibTeX XML Cite \textit{G. Barmalzan} et al., J. Comput. Appl. Math. 380, Article ID 112965, 16 p. (2020; Zbl 1441.62117) Full Text: DOI