Coia, Vincenzo; Joe, Harry; Nolde, Natalia Copula-based conditional tail indices. (English) Zbl 07823265 J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024). MSC: 62H05 60G70 62J02 PDFBibTeX XMLCite \textit{V. Coia} et al., J. Multivariate Anal. 201, Article ID 105268, 14 p. (2024; Zbl 07823265) Full Text: DOI
Siburg, Karl Friedrich; Strothmann, Christopher Multivariate tail dependence and local stochastic dominance. (English) Zbl 07823264 J. Multivariate Anal. 201, Article ID 105267, 12 p. (2024). MSC: 62H05 60E15 PDFBibTeX XMLCite \textit{K. F. Siburg} and \textit{C. Strothmann}, J. Multivariate Anal. 201, Article ID 105267, 12 p. (2024; Zbl 07823264) Full Text: DOI arXiv
Ansari, Jonathan; Rüschendorf, Ludger Supermodular and directionally convex comparison results for general factor models. (English) Zbl 07823261 J. Multivariate Anal. 201, Article ID 105264, 20 p. (2024). MSC: 62Hxx 60E15 62H05 62P05 PDFBibTeX XMLCite \textit{J. Ansari} and \textit{L. Rüschendorf}, J. Multivariate Anal. 201, Article ID 105264, 20 p. (2024; Zbl 07823261) Full Text: DOI
Bernard, Carole; Müller, Alfred; Oesting, Marco \(L_p\)-norm spherical copulas. (English) Zbl 07823259 J. Multivariate Anal. 201, Article ID 105262, 11 p. (2024). MSC: 62H05 62E10 60E05 PDFBibTeX XMLCite \textit{C. Bernard} et al., J. Multivariate Anal. 201, Article ID 105262, 11 p. (2024; Zbl 07823259) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Legros, Sebastien; Marceau, Etienne A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. (English) Zbl 07823258 J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024). MSC: 62Hxx 60E05 62H20 65C10 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024; Zbl 07823258) Full Text: DOI arXiv
Nakakita, Shogo; Alquier, Pierre; Imaizumi, Masaaki Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions. (English) Zbl 07823235 Electron. J. Stat. 18, No. 1, 1130-1159 (2024). MSC: 62H12 40C05 60G51 PDFBibTeX XMLCite \textit{S. Nakakita} et al., Electron. J. Stat. 18, No. 1, 1130--1159 (2024; Zbl 07823235) Full Text: DOI arXiv Link
Dreassi, Emanuela; Leisen, Fabrizio; Pratelli, Luca; Rigo, Pietro Generating knockoffs via conditional independence. (English) Zbl 07823209 Electron. J. Stat. 18, No. 1, 119-144 (2024). MSC: 62E10 62H05 60E05 62J02 PDFBibTeX XMLCite \textit{E. Dreassi} et al., Electron. J. Stat. 18, No. 1, 119--144 (2024; Zbl 07823209) Full Text: DOI arXiv Link
Bücher, Axel; Pakzad, Cambyse Testing for independence in high dimensions based on empirical copulas. (English) Zbl 07815260 Ann. Stat. 52, No. 1, 311-334 (2024). MSC: 62G10 62H15 60F05 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{C. Pakzad}, Ann. Stat. 52, No. 1, 311--334 (2024; Zbl 07815260) Full Text: DOI arXiv Link
Zhang, Lu; Lu, Junwei StarTrek: combinatorial variable selection with false discovery rate control. (English) Zbl 07815251 Ann. Stat. 52, No. 1, 78-102 (2024). MSC: 62H15 62H22 60F99 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{J. Lu}, Ann. Stat. 52, No. 1, 78--102 (2024; Zbl 07815251) Full Text: DOI arXiv Link
Brazitikos, Silouanos; Giannopoulos, Apostolos; Pafis, Minas Threshold for the expected measure of random polytopes. (English) Zbl 07808076 Math. Ann. 388, No. 3, 2991-3024 (2024). MSC: 60D05 60E15 62H05 52A22 52A23 PDFBibTeX XMLCite \textit{S. Brazitikos} et al., Math. Ann. 388, No. 3, 2991--3024 (2024; Zbl 07808076) Full Text: DOI arXiv OA License
Soize, Christian; To, Quy-Dong Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate. (English) Zbl 07807989 J. Comput. Phys. 496, Article ID 112582, 20 p. (2024). MSC: 65Cxx 60Hxx 62Hxx PDFBibTeX XMLCite \textit{C. Soize} and \textit{Q.-D. To}, J. Comput. Phys. 496, Article ID 112582, 20 p. (2024; Zbl 07807989) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Exchangeable FGM copulas. (English) Zbl 07807058 Adv. Appl. Probab. 56, No. 1, 205-234 (2024). MSC: 62H05 60E15 60E05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Adv. Appl. Probab. 56, No. 1, 205--234 (2024; Zbl 07807058) Full Text: DOI arXiv OA License
Bladt, Martin; Gardner, Clara Brimnes Joint discrete and continuous matrix distribution modeling. (English) Zbl 07803296 Stoch. Models 40, No. 1, 1-37 (2024). MSC: 60E05 62H10 PDFBibTeX XMLCite \textit{M. Bladt} and \textit{C. B. Gardner}, Stoch. Models 40, No. 1, 1--37 (2024; Zbl 07803296) Full Text: DOI arXiv
Wang, Tiandong; Resnick, Sidney Random networks with heterogeneous reciprocity. (English) Zbl 07802700 Extremes 27, No. 1, 123-161 (2024). MSC: 60J85 60G70 PDFBibTeX XMLCite \textit{T. Wang} and \textit{S. Resnick}, Extremes 27, No. 1, 123--161 (2024; Zbl 07802700) Full Text: DOI arXiv
Grabchak, Michael; Zhang, Xingnan Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities. (English) Zbl 07800665 Stat. Comput. 34, No. 1, Paper No. 28, 12 p. (2024). MSC: 62-08 60E05 PDFBibTeX XMLCite \textit{M. Grabchak} and \textit{X. Zhang}, Stat. Comput. 34, No. 1, Paper No. 28, 12 p. (2024; Zbl 07800665) Full Text: DOI arXiv
Pafis, Minas Threshold for the expected measure of the convex hull of random points with independent coordinates. (English) Zbl 07798510 Bull. Lond. Math. Soc. 56, No. 1, 240-262 (2024). MSC: 60D05 52A22 52A23 60E15 62H05 PDFBibTeX XMLCite \textit{M. Pafis}, Bull. Lond. Math. Soc. 56, No. 1, 240--262 (2024; Zbl 07798510) Full Text: DOI arXiv OA License
Huang, Meng; Xu, Zhiqiang Performance bounds of the intensity-based estimators for noisy phase retrieval. (English) Zbl 07796942 Appl. Comput. Harmon. Anal. 68, Article ID 101584, 25 p. (2024). MSC: 94A12 90C26 62H12 60F10 PDFBibTeX XMLCite \textit{M. Huang} and \textit{Z. Xu}, Appl. Comput. Harmon. Anal. 68, Article ID 101584, 25 p. (2024; Zbl 07796942) Full Text: DOI
Fontana, Roberto; Semeraro, Patrizia High dimensional Bernoulli distributions: algebraic representation and applications. (English) Zbl 07788905 Bernoulli 30, No. 1, 825-850 (2024). MSC: 62Hxx 60Exx 62Pxx PDFBibTeX XMLCite \textit{R. Fontana} and \textit{P. Semeraro}, Bernoulli 30, No. 1, 825--850 (2024; Zbl 07788905) Full Text: DOI arXiv
Del Barrio, Eustasio; González Sanz, Alberto; Loubes, Jean-Michel Central limit theorems for semi-discrete Wasserstein distances. (English) Zbl 07788895 Bernoulli 30, No. 1, 554-580 (2024). MSC: 62Gxx 62Hxx 60Fxx PDFBibTeX XMLCite \textit{E. Del Barrio} et al., Bernoulli 30, No. 1, 554--580 (2024; Zbl 07788895) Full Text: DOI arXiv
Evans, Steven N.; Jaffe, Adam Q. Limit theorems for Fréchet mean sets. (English) Zbl 07788890 Bernoulli 30, No. 1, 419-447 (2024). MSC: 62Gxx 62Hxx 60Fxx PDFBibTeX XMLCite \textit{S. N. Evans} and \textit{A. Q. Jaffe}, Bernoulli 30, No. 1, 419--447 (2024; Zbl 07788890) Full Text: DOI arXiv
Parolya, Nestor; Heiny, Johannes; Kurowicka, Dorota Logarithmic law of large random correlation matrices. (English) Zbl 07788887 Bernoulli 30, No. 1, 346-370 (2024). MSC: 62Hxx 60Fxx 60Bxx PDFBibTeX XMLCite \textit{N. Parolya} et al., Bernoulli 30, No. 1, 346--370 (2024; Zbl 07788887) Full Text: DOI arXiv
Brazitikos, Silouanos; Giannopoulos, Apostolos; Pafis, Minas Half-space depth of log-concave probability measures. (English) Zbl 07785753 Probab. Theory Relat. Fields 188, No. 1-2, 309-336 (2024). MSC: 60D05 62H05 46B06 52A40 52A23 52A22 PDFBibTeX XMLCite \textit{S. Brazitikos} et al., Probab. Theory Relat. Fields 188, No. 1--2, 309--336 (2024; Zbl 07785753) Full Text: DOI arXiv OA License
Brennan, Matthew; Bresler, Guy; Huang, Brice Threshold for detecting high dimensional geometry in anisotropic random geometric graphs. (English) Zbl 07784618 Random Struct. Algorithms 64, No. 1, 125-137 (2024). MSC: 05C80 05C10 05D40 60B20 60F05 15B52 60C05 60D05 62H15 PDFBibTeX XMLCite \textit{M. Brennan} et al., Random Struct. Algorithms 64, No. 1, 125--137 (2024; Zbl 07784618) Full Text: DOI arXiv OA License
Yin, Chuancun; Balakrishnan, Narayanaswamy Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. (English) Zbl 07783449 J. Multivariate Anal. 199, Article ID 105240, 12 p. (2024). MSC: 62Hxx 60E10 62H05 PDFBibTeX XMLCite \textit{C. Yin} and \textit{N. Balakrishnan}, J. Multivariate Anal. 199, Article ID 105240, 12 p. (2024; Zbl 07783449) Full Text: DOI arXiv
Kasper, Thimo M.; Dietrich, Nicolas; Trutschnig, Wolfgang On convergence and mass distributions of multivariate Archimedean copulas and their interplay with the Williamson transform. (English) Zbl 07739927 J. Math. Anal. Appl. 529, No. 1, Article ID 127555, 36 p. (2024). MSC: 62Hxx 62Gxx 60-XX PDFBibTeX XMLCite \textit{T. M. Kasper} et al., J. Math. Anal. Appl. 529, No. 1, Article ID 127555, 36 p. (2024; Zbl 07739927) Full Text: DOI arXiv
Saminger-Platz, Susanne; Kolesárová, Anna; Šeliga, Adam; Mesiar, Radko; Klement, Erich Peter Parameterized transformations and truncation: when is the result a copula? (English) Zbl 1522.60029 J. Comput. Appl. Math. 436, Article ID 115340, 17 p. (2024). MSC: 60E05 62H05 62H20 PDFBibTeX XMLCite \textit{S. Saminger-Platz} et al., J. Comput. Appl. Math. 436, Article ID 115340, 17 p. (2024; Zbl 1522.60029) Full Text: DOI
Genest, Christian; Ouimet, Frédéric; Richards, Donald On Wilks’ joint moment formulas for embedded principal minors of Wishart random matrices. arXiv:2403.06330 Preprint, arXiv:2403.06330 [math.ST] (2024). MSC: 62E15 60E15 62H10 62H12 BibTeX Cite \textit{C. Genest} et al., ``On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices'', Preprint, arXiv:2403.06330 [math.ST] (2024) Full Text: arXiv OA License
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process. arXiv:2403.00967 Preprint, arXiv:2403.00967 [math.PR] (2024). MSC: 62M09 60F05 62H12 BibTeX Cite \textit{C. A. Tudor} and \textit{N. Yoshida}, ``Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process'', Preprint, arXiv:2403.00967 [math.PR] (2024) Full Text: arXiv OA License
Hundrieser, Shayan; Eltzner, Benjamin; Huckemann, Stephan F. A Lower Bound for Estimating Fréchet Means. arXiv:2402.12290 Preprint, arXiv:2402.12290 [math.ST] (2024). MSC: 62F10 62H12 60D05 BibTeX Cite \textit{S. Hundrieser} et al., ``A Lower Bound for Estimating Fr\'echet Means'', Preprint, arXiv:2402.12290 [math.ST] (2024) Full Text: arXiv OA License
Koltchinskii, Vladimir Estimation of trace functionals and spectral measures of covariance operators in Gaussian models. arXiv:2402.11321 Preprint, arXiv:2402.11321 [math.ST] (2024). MSC: 62H12 62G20 62H25 60B20 BibTeX Cite \textit{V. Koltchinskii}, ``Estimation of trace functionals and spectral measures of covariance operators in Gaussian models'', Preprint, arXiv:2402.11321 [math.ST] (2024) Full Text: arXiv OA License
Betken, Annika; Schnurr, Alexander Depth Patterns. arXiv:2401.13532 Preprint, arXiv:2401.13532 [math.ST] (2024). MSC: 62M10 62H10 62H12 60F05 BibTeX Cite \textit{A. Betken} and \textit{A. Schnurr}, ``Depth Patterns'', Preprint, arXiv:2401.13532 [math.ST] (2024) Full Text: arXiv OA License
Seo, Won-Ki Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator. arXiv:2401.06326 Preprint, arXiv:2401.06326 [math.ST] (2024). MSC: 60G25 62H12 62J05 BibTeX Cite \textit{W.-K. Seo}, ``Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator'', Preprint, arXiv:2401.06326 [math.ST] (2024) Full Text: arXiv OA License
Saito, Saburo; Iwami, Masakuni; Yamashiro, Kosuke How many customers would be brought back from suburban shopping malls to the city center by redeveloping the city center station building, JR Oita City, Japan? A multivariate Poisson model with competitive destinations. (English) Zbl 07823908 Saito, Saburo (ed.) et al., Recent advances in modeling and forecasting Kaiyu. Tools for predicting and verifying the effects of urban revitalization policy. Singapore: Springer. New Front. Reg. Sci., Asian Perspect. 36, 467-518 (2023). MSC: 91D10 91B70 60G55 PDFBibTeX XMLCite \textit{S. Saito} et al., New Front. Reg. Sci., Asian Perspect. 36, 467--518 (2023; Zbl 07823908) Full Text: DOI
Saito, Saburo; Yamashiro, Kosuke; Iwami, Masakuni How would the opening of JR Hakata City, a new terminal complex of the Kyushu super-express railway, change the number of visitors, retail sales, and consumers’ Kaiyu flows in the city center commercial district of Fukuoka City? (English) Zbl 07823907 Saito, Saburo (ed.) et al., Recent advances in modeling and forecasting Kaiyu. Tools for predicting and verifying the effects of urban revitalization policy. Singapore: Springer. New Front. Reg. Sci., Asian Perspect. 36, 397-466 (2023). MSC: 91B70 91B72 60J20 60G55 PDFBibTeX XMLCite \textit{S. Saito} et al., New Front. Reg. Sci., Asian Perspect. 36, 397--466 (2023; Zbl 07823907) Full Text: DOI
Saito, Saburo; Yamashiro, Kosuke; Iwami, Masakuni; Imanishi, Mamoru; Kakoi, Masakuni; Igarashi, Yasufumi A micro behavior approach to estimating and forecasting the intervening opportunity effects with a multivariate Poisson model: a case for the new terminal complex of Kyushu super-express railway, JR Hakata City. (English) Zbl 07823906 Saito, Saburo (ed.) et al., Recent advances in modeling and forecasting Kaiyu. Tools for predicting and verifying the effects of urban revitalization policy. Singapore: Springer. New Front. Reg. Sci., Asian Perspect. 36, 371-394 (2023). MSC: 91B72 91B70 60G55 PDFBibTeX XMLCite \textit{S. Saito} et al., New Front. Reg. Sci., Asian Perspect. 36, 371--394 (2023; Zbl 07823906) Full Text: DOI
Klement, Erich Peter; Kokol Bukovšek, Damjana; Omladič, Matjaž; Saminger-Platz, Susanne; Stopar, Nik Multivariate copulas with given values at two arbitrary points. (English) Zbl 07823692 Stat. Pap. 64, No. 6, 2015-2055 (2023). MSC: 62H05 60E05 PDFBibTeX XMLCite \textit{E. P. Klement} et al., Stat. Pap. 64, No. 6, 2015--2055 (2023; Zbl 07823692) Full Text: DOI OA License
Mehra, Somya; Taylor, Peter G. Open networks of infinite server queues with non-homogeneous multivariate batch Poisson arrivals. (English) Zbl 07817593 Queueing Syst. 105, No. 3-4, 171-187 (2023). MSC: 90B22 60K25 PDFBibTeX XMLCite \textit{S. Mehra} and \textit{P. G. Taylor}, Queueing Syst. 105, No. 3--4, 171--187 (2023; Zbl 07817593) Full Text: DOI arXiv OA License
Koltchinskii, Vladimir; Wahl, Martin Functional estimation in log-concave location families. (English) Zbl 07814333 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 393-440 (2023). MSC: 62H12 62G20 62H25 60B20 PDFBibTeX XMLCite \textit{V. Koltchinskii} and \textit{M. Wahl}, Prog. Probab. 80, 393--440 (2023; Zbl 07814333) Full Text: DOI arXiv
Kuriki, Satoshi; Matsubara, Takahiko Asymptotic expansion of the expected Minkowski functional for isotropic central limit random fields. (English) Zbl 07806767 Adv. Appl. Probab. 55, No. 4, 1390-1414 (2023). MSC: 60D05 62M40 62H10 PDFBibTeX XMLCite \textit{S. Kuriki} and \textit{T. Matsubara}, Adv. Appl. Probab. 55, No. 4, 1390--1414 (2023; Zbl 07806767) Full Text: DOI arXiv
You, Yinping; Li, Xiaohu; Li, Xiaoqin Stochastic comparison on active redundancy allocation to \(K\)-out-Of-\(N\) systems with statistically dependent component and redundancy lifetimes. (English) Zbl 07806759 Adv. Appl. Probab. 55, No. 4, 1085-1115 (2023). MSC: 62-XX 60E15 90B25 PDFBibTeX XMLCite \textit{Y. You} et al., Adv. Appl. Probab. 55, No. 4, 1085--1115 (2023; Zbl 07806759) Full Text: DOI
Belksier, Manel; Boutabia, Hacène; Bougherra, Rania Stochastic differential equations for orthogonal eigenvectors of \((G,\varepsilon)\)-Wishart process related to multivariate \(G\)-fractional Brownian motion. (English) Zbl 07805574 Bol. Soc. Parana. Mat. (3) 41, Paper No. 15, 17 p. (2023). MSC: 60B20 60H10 60H05 PDFBibTeX XMLCite \textit{M. Belksier} et al., Bol. Soc. Parana. Mat. (3) 41, Paper No. 15, 17 p. (2023; Zbl 07805574) Full Text: DOI
Stiefel, Jakob Mean-field limits for non-linear Hawkes processes with inhibition on a Erdős-Rényi-graph. (English) Zbl 07799697 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1459-1481 (2023). MSC: 60G55 PDFBibTeX XMLCite \textit{J. Stiefel}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1459--1481 (2023; Zbl 07799697) Full Text: arXiv Link
Shenkman, Natalia Characterizations of multivariate distributions with limited memory revisited: an analytical approach. (English) Zbl 07799681 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1077-1089 (2023). MSC: 60E05 62H05 62E10 PDFBibTeX XMLCite \textit{N. Shenkman}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1077--1089 (2023; Zbl 07799681) Full Text: Link
Corujo, Josué On the spectrum and ergodicity of a neutral multi-allelic Moran model. (English) Zbl 07799660 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 505-546 (2023). MSC: 60J27 37A30 92D10 33C50 PDFBibTeX XMLCite \textit{J. Corujo}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 505--546 (2023; Zbl 07799660) Full Text: arXiv Link
Chesneau, Christophe Some new developments on variable-power copulas. (English) Zbl 07796789 Appl. Math. 50, No. 1, 35-54 (2023). MSC: 60E05 62E15 62H99 PDFBibTeX XMLCite \textit{C. Chesneau}, Appl. Math. 50, No. 1, 35--54 (2023; Zbl 07796789) Full Text: DOI
Chamnan, Wongtawan; Sumetkijakan, Songkiat Characterization of pre-idempotent copulas. (English) Zbl 07794355 Depend. Model. 11, Article ID 20230106, 12 p. (2023). MSC: 62H05 60A10 28A05 47B65 PDFBibTeX XMLCite \textit{W. Chamnan} and \textit{S. Sumetkijakan}, Depend. Model. 11, Article ID 20230106, 12 p. (2023; Zbl 07794355) Full Text: DOI OA License
Ressel, Paul Functions operating on several multivariate distribution functions. (English) Zbl 07794353 Depend. Model. 11, Article ID 20230104, 11 p. (2023). MSC: 26E05 26B40 60E05 PDFBibTeX XMLCite \textit{P. Ressel}, Depend. Model. 11, Article ID 20230104, 11 p. (2023; Zbl 07794353) Full Text: DOI OA License
Albassam, Mohammed; Soliman, Emad E. A.; Ali, Sherif S. An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes. (English) Zbl 07792938 Commun. Stat., Simulation Comput. 52, No. 10, 4773-4788 (2023). MSC: 60E05 62M10 PDFBibTeX XMLCite \textit{M. Albassam} et al., Commun. Stat., Simulation Comput. 52, No. 10, 4773--4788 (2023; Zbl 07792938) Full Text: DOI
Ievlev, Pavel; Novikov, Svyatoslav A matrix-valued Schoenberg’s problem and its applications. (English) Zbl 07790355 Electron. Commun. Probab. 28, Paper No. 48, 12 p. (2023). MSC: 42A82 47A56 60G15 60G60 PDFBibTeX XMLCite \textit{P. Ievlev} and \textit{S. Novikov}, Electron. Commun. Probab. 28, Paper No. 48, 12 p. (2023; Zbl 07790355) Full Text: DOI
Agathe-Nerine, Zoé Long-term stability of interacting Hawkes processes on random graphs. (English) Zbl 07790307 Electron. J. Probab. 28, Paper No. 145, 42 p. (2023). MSC: 05C80 44A35 60G55 92B20 PDFBibTeX XMLCite \textit{Z. Agathe-Nerine}, Electron. J. Probab. 28, Paper No. 145, 42 p. (2023; Zbl 07790307) Full Text: DOI arXiv
Alexeev, Ivan; Khartov, Alexey A criterion and a Cramér-Wold device for quasi-infinite divisibility for discrete multivariate probability laws. (English) Zbl 07790267 Electron. J. Probab. 28, Paper No. 130, 17 p. (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60E05 60E07 60E10 PDFBibTeX XMLCite \textit{I. Alexeev} and \textit{A. Khartov}, Electron. J. Probab. 28, Paper No. 130, 17 p. (2023; Zbl 07790267) Full Text: DOI arXiv
Dörr, Christopher; Schlather, Martin Characterization theorems for pseudo cross-variograms. (English) Zbl 1528.86008 J. Appl. Probab. 60, No. 4, 1219-1231 (2023). MSC: 86A32 60G10 PDFBibTeX XMLCite \textit{C. Dörr} and \textit{M. Schlather}, J. Appl. Probab. 60, No. 4, 1219--1231 (2023; Zbl 1528.86008) Full Text: DOI arXiv
Berkelmans, Guus; Bhulai, Sandjai; Van Der Mei, Rob; Pries, Joris The Berkelmans-Pries dependency function: a generic measure of dependence between random variables. (English) Zbl 07787401 J. Appl. Probab. 60, No. 4, 1115-1135 (2023). MSC: 62H20 60A10 62H05 PDFBibTeX XMLCite \textit{G. Berkelmans} et al., J. Appl. Probab. 60, No. 4, 1115--1135 (2023; Zbl 07787401) Full Text: DOI arXiv
Jin, Hyun-Woo On characterizations of the continuous distributions by independent property of the difference-type \(k\)-th lower record values. (English) Zbl 07785921 J. Appl. Math. Inform. 41, No. 4, 821-829 (2023). MSC: 60E05 62E10 62H10 PDFBibTeX XMLCite \textit{H.-W. Jin}, J. Appl. Math. Inform. 41, No. 4, 821--829 (2023; Zbl 07785921) Full Text: DOI
Baraniewicz, Miłosz; Kaleta, Kamil Exponential densities and compound Poisson measures. (English) Zbl 07785022 Math. Nachr. 296, No. 11, 5077-5108 (2023). MSC: 60E05 60G50 60G51 26B99 47G10 62H05 PDFBibTeX XMLCite \textit{M. Baraniewicz} and \textit{K. Kaleta}, Math. Nachr. 296, No. 11, 5077--5108 (2023; Zbl 07785022) Full Text: DOI arXiv
Janßen, Anja; Neblung, Sebastian; Stoev, Stilian Tail-dependence, exceedance sets, and metric embeddings. (English) Zbl 07784963 Extremes 26, No. 4, 747-785 (2023). MSC: 60G70 51K05 60E05 68R12 68Q25 PDFBibTeX XMLCite \textit{A. Janßen} et al., Extremes 26, No. 4, 747--785 (2023; Zbl 07784963) Full Text: DOI arXiv OA License
Liu, Zhijun; Hu, Jiang; Bai, Zhidong; Song, Haiyan A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes. (English) Zbl 07783539 Ann. Stat. 51, No. 5, 2246-2271 (2023). MSC: 60F05 62G30 62H05 PDFBibTeX XMLCite \textit{Z. Liu} et al., Ann. Stat. 51, No. 5, 2246--2271 (2023; Zbl 07783539) Full Text: DOI arXiv Link
Drees, Holger Statistical inference on a changing extreme value dependence structure. (English) Zbl 07783520 Ann. Stat. 51, No. 4, 1824-1849 (2023). MSC: 62G32 62G05 62G10 62G20 60G70 PDFBibTeX XMLCite \textit{H. Drees}, Ann. Stat. 51, No. 4, 1824--1849 (2023; Zbl 07783520) Full Text: DOI arXiv Link
Koukouatikissa Diafouka, Michel; Gélin Louzayadio, Chedly On a bivariate Katz’s distribution constructed by the trivariate reduction method. (English) Zbl 07780443 Serdica J. Comput. 17, No. 2, 79-93 (2023). MSC: 62H10 62E15 60E05 PDFBibTeX XMLCite \textit{M. Koukouatikissa Diafouka} and \textit{C. Gélin Louzayadio}, Serdica J. Comput. 17, No. 2, 79--93 (2023; Zbl 07780443) Full Text: DOI
Bórquez, Ricardo A portmanteau test for the iid hypothesis. (English) Zbl 07778724 Stat. Neerl. 77, No. 3, 391-402 (2023). MSC: 62Hxx 28Dxx 60-XX PDFBibTeX XMLCite \textit{R. Bórquez}, Stat. Neerl. 77, No. 3, 391--402 (2023; Zbl 07778724) Full Text: DOI
Fang, Longxiang; Balakrishnan, Narayanaswamy; Huang, Wenyu; Zhang, Shuai Usual stochastic ordering of the sample maxima from dependent distribution-free random variables. (English) Zbl 07778707 Stat. Neerl. 77, No. 1, 99-112 (2023). MSC: 62G30 90Bxx 60E15 PDFBibTeX XMLCite \textit{L. Fang} et al., Stat. Neerl. 77, No. 1, 99--112 (2023; Zbl 07778707) Full Text: DOI
Peralta, Oscar; Simon, Matthieu Ruin problems for risk processes with dependent phase-type claims. (English) Zbl 07775426 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 86, 23 p. (2023). MSC: 91B05 60J28 PDFBibTeX XMLCite \textit{O. Peralta} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 86, 23 p. (2023; Zbl 07775426) Full Text: DOI arXiv
Hu, Ze-Chun; Zhao, Han; Zhou, Qian-Qian Quantitative versions of the two-dimensional Gaussian product inequalities. (English) Zbl 07772786 J. Inequal. Appl. 2023, Paper No. 2, 11 p. (2023). MSC: 60E15 62H12 PDFBibTeX XMLCite \textit{Z.-C. Hu} et al., J. Inequal. Appl. 2023, Paper No. 2, 11 p. (2023; Zbl 07772786) Full Text: DOI arXiv
Baadi, Brahim; Marzougue, Mohamed Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle. (English) Zbl 1525.60069 Random Oper. Stoch. Equ. 31, No. 4, 351-370 (2023). MSC: 60H10 60G40 60G55 PDFBibTeX XMLCite \textit{B. Baadi} and \textit{M. Marzougue}, Random Oper. Stoch. Equ. 31, No. 4, 351--370 (2023; Zbl 1525.60069) Full Text: DOI arXiv
Li, Chen; Li, Xiaohu On \(k\)-out-of-\(n\) systems with homogeneous components and one independent cold standby redundancy. (English) Zbl 07761651 Stat. Probab. Lett. 203, Article ID 109918, 9 p. (2023). MSC: 62G30 62H05 60E15 PDFBibTeX XMLCite \textit{C. Li} and \textit{X. Li}, Stat. Probab. Lett. 203, Article ID 109918, 9 p. (2023; Zbl 07761651) Full Text: DOI
Ghosh, Indranil On the issue of convergence of certain divergence measures related to finding most nearly compatible probability distribution under the discrete set-up. (English) Zbl 07761648 Stat. Probab. Lett. 203, Article ID 109915, 8 p. (2023). MSC: 62E10 62H05 62B10 60E05 PDFBibTeX XMLCite \textit{I. Ghosh}, Stat. Probab. Lett. 203, Article ID 109915, 8 p. (2023; Zbl 07761648) Full Text: DOI
Li, Zeng; Wang, Cheng; Wang, Qinwen On eigenvalues of a high-dimensional Kendall’s rank correlation matrix with dependence. (English) Zbl 07761601 Sci. China, Math. 66, No. 11, 2615-2640 (2023). MSC: 62H12 62G35 60F05 PDFBibTeX XMLCite \textit{Z. Li} et al., Sci. China, Math. 66, No. 11, 2615--2640 (2023; Zbl 07761601) Full Text: DOI arXiv
Amato, Umberto; Antoniadis, Anestis; De Feis, Italia; Gijbels, Irène Penalized wavelet nonparametric univariate logistic regression for irregular spaced data. (English) Zbl 07757618 Statistics 57, No. 5, 1037-1060 (2023). MSC: 62H12 60K35 62G08 PDFBibTeX XMLCite \textit{U. Amato} et al., Statistics 57, No. 5, 1037--1060 (2023; Zbl 07757618) Full Text: DOI
Fernández, Lidia; de la Iglesia, Manuel D. QBD processes associated with Jacobi-Koornwinder bivariate polynomials and urn models. (English) Zbl 1526.60049 Mediterr. J. Math. 20, No. 6, Paper No. 290, 23 p. (2023). MSC: 60J80 33C45 42C05 PDFBibTeX XMLCite \textit{L. Fernández} and \textit{M. D. de la Iglesia}, Mediterr. J. Math. 20, No. 6, Paper No. 290, 23 p. (2023; Zbl 1526.60049) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{T. J. Kozubowski} et al., Theory Probab. Math. Stat. 109, 55--80 (2023; Zbl 07748860) Full Text: DOI
Guionnet, Alice; Huang, Jiaoyang Asymptotics of rectangular spherical integrals. (English) Zbl 1525.60037 J. Funct. Anal. 285, No. 11, Article ID 110144, 68 p. (2023). Reviewer: Michael Voit (Dortmund) MSC: 60F10 60J65 15B52 82B21 PDFBibTeX XMLCite \textit{A. Guionnet} and \textit{J. Huang}, J. Funct. Anal. 285, No. 11, Article ID 110144, 68 p. (2023; Zbl 1525.60037) Full Text: DOI arXiv
Major, Péter The theory of Wiener-Itô integrals in vector-valued Gaussian stationary random fields. II. (English) Zbl 07743691 Mosc. Math. J. 23, No. 3, 331-367 (2023). MSC: 60G10 60G15 60F99 PDFBibTeX XMLCite \textit{P. Major}, Mosc. Math. J. 23, No. 3, 331--367 (2023; Zbl 07743691) Full Text: Link
Bai, Yansong; Zhang, Yong The moderate deviation principles of likelihood ratio tests under alternative hypothesis. (English) Zbl 1522.60036 Random Matrices Theory Appl. 12, No. 3, Article ID 2350003, 21 p. (2023). MSC: 60F10 62H15 PDFBibTeX XMLCite \textit{Y. Bai} and \textit{Y. Zhang}, Random Matrices Theory Appl. 12, No. 3, Article ID 2350003, 21 p. (2023; Zbl 1522.60036) Full Text: DOI
Khorshidi, H. R.; Nematollahi, A. R.; Manouchehri, T. On the vector-valued generalized autoregressive models. (English) Zbl 07739794 J. Stat. Comput. Simulation 93, No. 14, 2428-2449 (2023). MSC: 62-XX 62H12 60G10 62F15 62H10 62M10 PDFBibTeX XMLCite \textit{H. R. Khorshidi} et al., J. Stat. Comput. Simulation 93, No. 14, 2428--2449 (2023; Zbl 07739794) Full Text: DOI
Tudor, Ciprian A.; Yoshida, Nakahiro High order asymptotic expansion for Wiener functionals. (English) Zbl 07738480 Stochastic Processes Appl. 164, 443-492 (2023). MSC: 62M09 60F05 62H12 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 164, 443--492 (2023; Zbl 07738480) Full Text: DOI arXiv
Kabluchko, Zakhar; Marynych, Alexander; Raschel, Kilian Multivariate multiplicative functions of uniform random vectors in large integer domains. (English) Zbl 07732345 Result. Math. 78, No. 5, Paper No. 201, 22 p. (2023). MSC: 11K65 60F05 11N60 PDFBibTeX XMLCite \textit{Z. Kabluchko} et al., Result. Math. 78, No. 5, Paper No. 201, 22 p. (2023; Zbl 07732345) Full Text: DOI arXiv
del Barrio, Eustasio; González Sanz, Alberto; Loubes, Jean-Michel; Niles-Weed, Jonathan An improved central limit theorem and fast convergence rates for entropic transportation costs. (English) Zbl 07732336 SIAM J. Math. Data Sci. 5, No. 3, 639-669 (2023). MSC: 62H10 60F05 49Q22 PDFBibTeX XMLCite \textit{E. del Barrio} et al., SIAM J. Math. Data Sci. 5, No. 3, 639--669 (2023; Zbl 07732336) Full Text: DOI arXiv
Kratz, Marie; Prokopenko, Evgeny Multi-normex distributions for the sum of random vectors. Rates of convergence. (English) Zbl 1520.60009 Extremes 26, No. 3, 509-544 (2023). MSC: 60E05 60F05 60G70 60F15 62G30 41A25 PDFBibTeX XMLCite \textit{M. Kratz} and \textit{E. Prokopenko}, Extremes 26, No. 3, 509--544 (2023; Zbl 1520.60009) Full Text: DOI arXiv
Dümbgen, Lutz; Mösching, Alexandre On stochastic orders and total positivity. (English) Zbl 1521.60009 ESAIM, Probab. Stat. 27, 461-481 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 62E10 62H05 PDFBibTeX XMLCite \textit{L. Dümbgen} and \textit{A. Mösching}, ESAIM, Probab. Stat. 27, 461--481 (2023; Zbl 1521.60009) Full Text: DOI arXiv
Litvinenko, Alexander; Marzouk, Youssef; Matthies, Hermann G.; Scavino, Marco; Spantini, Alessio Computing \(f\)-divergences and distances of high-dimensional probability density functions. (English) Zbl 07729586 Numer. Linear Algebra Appl. 30, No. 3, e2467, 31 p. (2023). MSC: 41A05 41A45 41A63 60-08 60E07 60E10 62-08 62E17 62H10 65C20 65F55 65F60 94A17 PDFBibTeX XMLCite \textit{A. Litvinenko} et al., Numer. Linear Algebra Appl. 30, No. 3, e2467, 31 p. (2023; Zbl 07729586) Full Text: DOI
Malinovsky, Yaakov; Rinott, Yosef On tournaments and negative dependence. (English) Zbl 07727560 J. Appl. Probab. 60, No. 3, 945-954 (2023). MSC: 62H05 05C20 60E15 PDFBibTeX XMLCite \textit{Y. Malinovsky} and \textit{Y. Rinott}, J. Appl. Probab. 60, No. 3, 945--954 (2023; Zbl 07727560) Full Text: DOI arXiv
Kafando, Delwendé Abdoul-Kabir; Béré, Frédéric; Konané, Victorien; Nitiéma, Pierre Clovis Extension of the compound Poisson model via the Spearman copula. (English) Zbl 07727212 Far East J. Theor. Stat. 67, No. 2, 147-184 (2023). MSC: 91G05 60K10 62H05 45J05 PDFBibTeX XMLCite \textit{D. A. K. Kafando} et al., Far East J. Theor. Stat. 67, No. 2, 147--184 (2023; Zbl 07727212) Full Text: DOI
Valdeira, Filipa M.; Ferreira, Ricardo; Micheletti, Alessandra; Soares, Cláudia Probabilistic registration for Gaussian process three-dimensional shape modelling in the presence of extensive missing data. (English) Zbl 1517.60042 SIAM J. Math. Data Sci. 5, No. 2, 502-527 (2023). MSC: 60G15 62F15 62G08 62H99 68T45 PDFBibTeX XMLCite \textit{F. M. Valdeira} et al., SIAM J. Math. Data Sci. 5, No. 2, 502--527 (2023; Zbl 1517.60042) Full Text: DOI arXiv
Ding, Xiucai; Ji, Hong Chang Spiked multiplicative random matrices and principal components. (English) Zbl 1525.15027 Stochastic Processes Appl. 163, 25-60 (2023). Reviewer: Sho Matsumoto (Kagoshima) MSC: 15B52 15A18 46L54 60B20 62H12 PDFBibTeX XMLCite \textit{X. Ding} and \textit{H. C. Ji}, Stochastic Processes Appl. 163, 25--60 (2023; Zbl 1525.15027) Full Text: DOI arXiv
Bielecki, Tomasz R.; Jakubowski, Jacek; Niewęgłowski, Mariusz Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources. (English) Zbl 1517.60051 Stoch. Models 39, No. 3, 537-565 (2023). MSC: 60G55 60H99 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Stoch. Models 39, No. 3, 537--565 (2023; Zbl 1517.60051) Full Text: DOI
Long, Zhanting; Li, Zeng; Lin, Ruitao; Qiu, Jiaxin On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices. (English) Zbl 07723945 J. Multivariate Anal. 197, Article ID 105205, 17 p. (2023). MSC: 62Hxx 60B20 62H25 PDFBibTeX XMLCite \textit{Z. Long} et al., J. Multivariate Anal. 197, Article ID 105205, 17 p. (2023; Zbl 07723945) Full Text: DOI arXiv
Falk, Michael Exceedance counts and GOD’s order statistics. (English) Zbl 07723382 Sankhyā, Ser. A 85, No. 2, 1651-1666 (2023). MSC: 60G70 62G32 62H05 PDFBibTeX XMLCite \textit{M. Falk}, Sankhyā, Ser. A 85, No. 2, 1651--1666 (2023; Zbl 07723382) Full Text: DOI
Nagar, Daya K.; Roldán-Correa, Alejandro; Nadarajah, Saralees Jones-Balakrishnan property for matrix variate beta distributions. (English) Zbl 1519.60024 Sankhyā, Ser. A 85, No. 2, 1489-1509 (2023). MSC: 60E05 62E10 62H10 PDFBibTeX XMLCite \textit{D. K. Nagar} et al., Sankhyā, Ser. A 85, No. 2, 1489--1509 (2023; Zbl 1519.60024) Full Text: DOI
Khachatryan, Linda; Nahapetian, Boris S. On the characterization of a finite random field by conditional distribution and its Gibbs form. (English) Zbl 1517.60054 J. Theor. Probab. 36, No. 3, 1743-1761 (2023). MSC: 60G60 60E05 60J99 62H99 82B03 PDFBibTeX XMLCite \textit{L. Khachatryan} and \textit{B. S. Nahapetian}, J. Theor. Probab. 36, No. 3, 1743--1761 (2023; Zbl 1517.60054) Full Text: DOI arXiv
Fang, Xiao; Koike, Yuta From \(p\)-Wasserstein bounds to moderate deviations. (English) Zbl 1519.60032 Electron. J. Probab. 28, Paper No. 83, 52 p. (2023). MSC: 60F05 60F10 62E17 PDFBibTeX XMLCite \textit{X. Fang} and \textit{Y. Koike}, Electron. J. Probab. 28, Paper No. 83, 52 p. (2023; Zbl 1519.60032) Full Text: DOI arXiv
Fill, James Allen Breaking multivariate records. (English) Zbl 1519.60018 Electron. J. Probab. 28, Paper No. 78, 27 p. (2023). MSC: 60D05 60F05 60G55 PDFBibTeX XMLCite \textit{J. A. Fill}, Electron. J. Probab. 28, Paper No. 78, 27 p. (2023; Zbl 1519.60018) Full Text: DOI arXiv
Bouzebda, Salim General tests of conditional independence based on empirical processes indexed by functions. (English) Zbl 1522.60043 Jpn. J. Stat. Data Sci. 6, No. 1, 115-177 (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 62E20 62G20 62H10 60F15 PDFBibTeX XMLCite \textit{S. Bouzebda}, Jpn. J. Stat. Data Sci. 6, No. 1, 115--177 (2023; Zbl 1522.60043) Full Text: DOI
Bose, Arup; Hachem, Walid Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes. (English) Zbl 1524.62412 Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023). MSC: 62M10 62J20 46L54 33C47 60B20 60G57 PDFBibTeX XMLCite \textit{A. Bose} and \textit{W. Hachem}, Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023; Zbl 1524.62412) Full Text: DOI arXiv
Allaoui, Soumaya; Bouzebda, Salim; Liu, Jicheng Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence. (English) Zbl 07716096 J. Math. Inequal. 17, No. 2, 481-515 (2023). MSC: 62E20 60F05 62G08 62H12 62G09 PDFBibTeX XMLCite \textit{S. Allaoui} et al., J. Math. Inequal. 17, No. 2, 481--515 (2023; Zbl 07716096) Full Text: DOI
Mei, Tianxing; Wang, Chen; Yao, Jianfeng On singular values of data matrices with general independent columns. (English) Zbl 07714174 Ann. Stat. 51, No. 2, 624-645 (2023). MSC: 62H10 60B20 PDFBibTeX XMLCite \textit{T. Mei} et al., Ann. Stat. 51, No. 2, 624--645 (2023; Zbl 07714174) Full Text: DOI arXiv
Schell, Alexander; Oberhauser, Harald Nonlinear independent component analysis for discrete-time and continuous-time signals. (English) Zbl 07714169 Ann. Stat. 51, No. 2, 487-518 (2023). MSC: 62H25 60L10 62H05 62M45 62M99 62R10 PDFBibTeX XMLCite \textit{A. Schell} and \textit{H. Oberhauser}, Ann. Stat. 51, No. 2, 487--518 (2023; Zbl 07714169) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Opheim, Timothy; Roy, Anuradha Moving average and autoregressive correlation structures under multivariate skew normality. (English) Zbl 07713468 Commun. Stat., Simulation Comput. 52, No. 1, 84-97 (2023). MSC: 60E15 62H05 62H10 PDFBibTeX XMLCite \textit{T. Opheim} and \textit{A. Roy}, Commun. Stat., Simulation Comput. 52, No. 1, 84--97 (2023; Zbl 07713468) Full Text: DOI
Hamida, Nadia; Rezgui, Anis Long-run behavior of multivariate means. (English) Zbl 1524.26096 Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 49, No. 1, 50-59 (2023). MSC: 26E60 60F05 PDFBibTeX XMLCite \textit{N. Hamida} and \textit{A. Rezgui}, Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 49, No. 1, 50--59 (2023; Zbl 1524.26096) Full Text: DOI
Ebner, B.; Henze, N. Bahadur efficiencies of the Epps-Pulley test for normality. (English) Zbl 07712781 J. Math. Sci., New York 273, No. 5, 861-870 (2023) and Zap. Nauchn. Semin. POMI 501, 302-314 (2021). MSC: 62Gxx 62Hxx 60Fxx PDFBibTeX XMLCite \textit{B. Ebner} and \textit{N. Henze}, J. Math. Sci., New York 273, No. 5, 861--870 (2023; Zbl 07712781) Full Text: DOI arXiv