Found 47 Documents (Results 1–47)
Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality. (English) Zbl 1518.60025
Reviewer: Fraser Daly (Edinburgh)
Bounding Kolmogorov distances through Wasserstein and related integral probability metrics. (English) Zbl 1510.60010
Reviewer: Carlo Sempi (Lecce)
MSC:
60E05
Extreme points of Lorenz and ROC curves with applications to inequality analysis. (English) Zbl 1492.91125
Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances. (English) Zbl 1494.60025
Reviewer: Andriy Olenko (Melbourne)
Bounds for an integral of the modified Bessel function of the first kind and expressions involving it. (English) Zbl 1478.33001
MSC:
33C10
Discontinuous, although “highly” differentiable, real functions and algebraic genericity. (English) Zbl 1478.26003
Reviewer: Piotr Sworowski (Bydgoszcz)
Affine relation between an infinitely divisible distribution function and its Lévy measure. (English) Zbl 1465.60018
Delta operators, power series distributions and recursions for compound sums. (English) Zbl 1462.62088
On bounds for the mode and median of the generalized hyperbolic and related distributions. (English) Zbl 1466.60024
Inequalities for integrals of modified Bessel functions and expressions involving them. (English) Zbl 1390.33014
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. (English) Zbl 1361.62051
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. (English) Zbl 1382.91048
MSC:
91B30
60K10
On magnitude orderings between smallest order statistics from heterogeneous beta distributions. (English) Zbl 1310.62063
MSC:
62G30
On moments of classical orthogonal polynomials. (English) Zbl 1321.33022
Reviewer: Lotfi Khériji (Tunis)
Best-possible bounds on the set of copulas with given degree of non-exchangeability. (English) Zbl 1308.62108
Tail asymptotics under beta random scaling. (English) Zbl 1208.60012
Reviewer: F. W. Steutel (Eindhoven)
Rates of convergence in certain limit theorem for extreme values. (English) Zbl 1182.62027
Reviewer: Michael Falk (Würzburg)
Some identities for the moments of random variables having a linear rescaling the Student’s \(t\) distribution. (English) Zbl 1178.60016
Properties of the probability density function of the non-central chi-squared distribution. (English) Zbl 1145.60010
MSC:
60E05
Generalized spherical and simplicial coordinates. (English) Zbl 1143.60017
Reviewer: Josef Steinebach (Köln)
On modified Chebyshev polynomials. (English) Zbl 1122.33008
Reviewer: H. S. P. Shrivastava (Ratlam)
Error bounds in divided difference expansions. A probabilistic perspective. (English) Zbl 1091.65023
Reviewer: Iulian Coroian (Baia Mare)
Extended incomplete gamma functions with applications. (English) Zbl 1011.33002
Reviewer: Stamatis Koumandos (Nicosia)
Quadratic forms in skew normal variates. (English) Zbl 1005.62058
MSC:
62H05
Orthogonal polynomials in Stein’s method. (English) Zbl 0984.62009
Reviewer: A.D.Barbour (Zürich)
Cluster size distributions of economic agents of many types in a market. (English) Zbl 0966.91056
Reviewer: Anna Gomolińska (Bialystok)
MSC:
91C20
60J75
Exponential mixture representation of geometric stable densities. (English) Zbl 0963.60005
Reviewer: Arnold Janssen (Düsseldorf)
Bounds for the maximum likelihood estimates in two-parameter Gamma distribution. (English) Zbl 0966.62010
MSC:
62F10
65C60
On the derivatives of radial positive definite functions. (English) Zbl 0949.42008
Reviewer: Matthew He (Ft.Lauderdale)
Analytic and asymptotic properties of generalized Linnik probability densities. (English) Zbl 0893.60004
Reviewer: C.Klüppelberg (München)
On the iterates of some Bernstein-type operators. (English) Zbl 0872.41009
Reviewer: H.R.Dowson (Glasgow)
MSC:
41A36
The stability of a characterization of the bivariate Marshall-Olkin distribution. (English) Zbl 0751.62024
Reviewer: S.Chukova (Sofia)
Multidimensional occupancy problems with Poisson randomization. (English) Zbl 0549.60013
Reviewer: L.Mutafchiev
MSC:
60C05
Poisson randomization in occupancy problems. (English) Zbl 0515.60016
MSC:
60C05
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