Found 371 Documents (Results 1–100)
The distribution of the product of independent variance-gamma random variables. (English) Zbl 07922124
Family of bivariate distributions on the unit square: theoretical properties and applications. (English) Zbl 07887856
On the parametric description of log-growth rates of Romanian city sizes. (English) Zbl 07866145
MSC:
82-XX
Unsupervised classification with a family of parsimonious contaminated shifted asymmetric Laplace mixtures. (English) Zbl 07856176
MSC:
62H30
Exact likelihood inference for Laplace distribution based on generalized hybrid censored samples. (English) Zbl 07854491
MSC:
62-XX
Renyi Entropy based design of heavy tailed distribution for return of financial assets. (English) Zbl 07845813
MSC:
82-XX
A new weighted distribution based on the mixture of asymmetric Laplace family with application in survival analysis. (English) Zbl 07806561
MSC:
62Nxx
On Stein factors for Laplace approximation and their application to random sums. (English) Zbl 1535.60038
Reviewer: Carlo Sempi (Lecce)
A note on computing maximum likelihood estimates for the three-parameter asymmetric Laplace distribution. (English) Zbl 07764812
The correlation parameter of renewal processes and structures with positive and negative periodicity. (English) Zbl 07915134
MSC:
82-XX
Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP. (English) Zbl 07865847
MSC:
91-XX
Flexible Bayesian quantile regression for nonlinear mixed effects models based on the generalized asymmetric Laplace distribution. (English) Zbl 07792789
MSC:
62-XX
Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density. (English) Zbl 07792786
MSC:
62-XX
Implicit copula variational inference. (English) Zbl 07792017
MSC:
62-XX
Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data. (English) Zbl 07789484
Spatial quantile autoregression for season within year daily maximum temperature data. (English) Zbl 07789382
MSC:
62Pxx
Analysis and prevention of averaging attacks against obfuscation protocols. (English) Zbl 1542.94107
Tibouchi, Mehdi (ed.) et al., Applied cryptography and network security. 21st international conference, ACNS 2023, Kyoto, Japan, June 19–22, 2023. Proceedings. Part I. Cham: Springer. Lect. Notes Comput. Sci. 13905, 451-475 (2023).
MSC:
94A60
Generalized double Lindley distribution: a new model for weather and financial data. (English) Zbl 07739191
On the moments of the variance-gamma distribution. (English) Zbl 1522.60026
Reviewer: Noureddine Daili (Sétif)
The generalized two-sided beta distribution with applications in project risk analysis. (English) Zbl 1517.62056
Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function. (English) Zbl 1517.62026
Distributions derived from the continuous iteration of the hyperbolic sine function. (English) Zbl 07727654
MSC:
62-XX
Generalizing the inequality process’ gamma model of particle wealth statistics. (English) Zbl 1520.91162
A triptych on three continuous analogs of the Poisson, binomial, and negative binomial distributions. (English) Zbl 1522.60028
Reviewer: Arakaparampil M. Mathai (Montréal)
A new class of distributions on the whole real line based on the continuous iteration approach. (English) Zbl 07710575
Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications. (English) Zbl 07698352
MSC:
62-XX
Non-Gaussian displacement distributions in models of heterogeneous active particle dynamics. (English) Zbl 1510.60076
Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on \(\lambda\)-th power skewness and kurtosis. (English) Zbl 07659655
Bounding Kolmogorov distances through Wasserstein and related integral probability metrics. (English) Zbl 1510.60010
Reviewer: Carlo Sempi (Lecce)
MSC:
60E05
Flexible asymmetric multivariate distributions based on two-piece univariate distributions. (English) Zbl 07643835
MSC:
62-XX
Power-law Lévy processes, power-law vector random fields, and some extensions. (English) Zbl 1521.60023
Reviewer: Pavel Gapeev (London)
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error. (English) Zbl 1520.62011
Extrapolation in parametric models with Laplace measurement error. (English) Zbl 07853636
MSC:
62-XX
The basic distributional theory for the product of zero mean correlated normal random variables. (English) Zbl 1528.60017
Bayesian hierarchical mixture models for detecting non-normal clusters applied to noisy genomic and environmental datasets. (English) Zbl 1521.62104
Laplace \(\ell_1\) square-root cubature Kalman filter for non-Gaussian measurement noises. (English) Zbl 1509.93055
On approximations to the ruin probability for the classical risk process. (English. Russian original) Zbl 1509.60104
J. Math. Sci., New York 267, No. 1, 57-63 (2022); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 22, 137-147 (2010).
Efficient discretization of movement kernels for spatiotemporal capture-recapture. (English) Zbl 07632116
MSC:
62P12
Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach. (English) Zbl 1505.60050
Exact tests for outliers in Laplace samples. (English) Zbl 07603843
MSC:
62-XX
A practical, effective calculation of gamma difference distributions with open data science tools. (English) Zbl 07551351
Rubber elasticity of polymer networks in explicitly non-Gaussian states. Statistical mechanics and LF-NMR inquiry in hydrogel systems. (English) Zbl 07543800
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm. (English) Zbl 1493.62307
Estimating multivariate density and its derivatives for mixed measurement error data. (English) Zbl 1520.62010
Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances. (English) Zbl 1494.60025
Reviewer: Andriy Olenko (Melbourne)
Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations. (English) Zbl 1507.90066
Test of fit for Cauchy distribution based on the empirical likelihood ratio with application to the stock market price. (English) Zbl 1499.62151
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk. (English) Zbl 1506.60047
Smooth bootstrapping of copula functionals. (English) Zbl 07524980
MSC:
62-XX
Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers. (English) Zbl 1498.62280
Second order expansions for sample median with random sample size. (English) Zbl 07470640
Reviewer: Noureddine Daili (Sétif)
Bayesian quantile semiparametric mixed-effects double regression models. (English) Zbl 07660279
MSC:
62-XX
Streaming submodular maximization under differential privacy noise. (English) Zbl 07550542
Du, Ding-Zhu (ed.) et al., Combinatorial optimization and applications. 15th international conference, COCOA 2021, Tianjin, China, December 17–19, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13135, 431-444 (2021).
Secure random sampling in differential privacy. (English) Zbl 1498.68103
Bertino, Elisa (ed.) et al., Computer security – ESORICS 2021. 26th European symposium on research in computer security, Darmstadt, Germany, October 4–8, 2021. Proceedings. Part II. Cham: Springer. Lect. Notes Comput. Sci. 12973, 523-542 (2021).
MSC:
68P27
Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies. (English) Zbl 1497.62103
Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty. (English) Zbl 1505.62403
On the rate of convergence in limit theorems for negative-binomial random sums. (English) Zbl 1487.60054
New results linking inequality and justice. (English) Zbl 1483.91079
MSC:
91B15
On the weak limit theorems for geometric summations of independent random variables together with convergence rates to asymmetric Laplace distributions. (English) Zbl 1492.60124
Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting. (English) Zbl 07465670
MSC:
68T05
Symmetric quantile quantizer parameterization for the Laplacian source: qualification for contemporary quantization solutions. (English) Zbl 1512.94039
MSC:
94A16
Five degrees of randomness. (English) Zbl 07457006
MSC:
82-XX
Upper bounds for Rao distance on the manifold of multivariate elliptical distributions. (English) Zbl 1478.62110
Prabhakar Lévy processes. (English) Zbl 1495.60036
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach. (English) Zbl 1508.62211
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. (English) Zbl 1543.62377
Numerical aspects of shot noise representation of infinitely divisible laws and related processes. (English) Zbl 1469.60063
Bounds for an integral of the modified Bessel function of the first kind and expressions involving it. (English) Zbl 1478.33001
MSC:
33C10
Convergence rate of random geometric sum distributions to the Laplace law. (English. Russian original) Zbl 1466.62258
Theory Probab. Appl. 66, No. 1, 121-141 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 149-174 (2021).
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