Chen, Feifei; Meintanis, Simos G.; Zhu, Lixing Testing semiparametric model-equivalence hypotheses based on the characteristic function. (English) Zbl 07895646 J. Stat. Comput. Simulation 94, No. 6, 1158-1190 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bhattacharya, Rahul; Bandyopadhyay, Uttam; Sinha, Abhik Comparing treatment effects for the AB : BA crossover design with continuous responses: an alternative nonparametric approach. (English) Zbl 07889746 J. Stat. Theory Pract. 18, No. 3, Paper No. 35, 28 p. (2024). MSC: 62Kxx 62-XX 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Quessy, Jean-François A general construction of multivariate dependence structures with nonmonotone mappings and its applications. (English) Zbl 07887302 Stat. Sci. 39, No. 3, 391-408 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Wang, Wan-Lun; Castro, Luis M.; Lin, Tsung-I Bayesian multivariate nonlinear mixed models for censored longitudinal trajectories with non-monotone missing values. (English) Zbl 07875264 Metrika 87, No. 5, 585-605 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ogasawara, Haruhiko The distribution of the sample correlation coefficient under variance-truncated normality. (English) Zbl 07875260 Metrika 87, No. 5, 471-497 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wan-Lun; Castro, Luis M.; Li, Huei-Jyun; Lin, Tsung-I Mixtures of \(t\) factor analysers with censored responses and external covariates: an application to educational data from Peru. (English) Zbl 1540.62211 Br. J. Math. Stat. Psychol. 77, No. 2, 316-336 (2024). MSC: 62P15 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Jiang, Jie; Wang, Lichun; Wang, Liqun Approximate Bayesian estimator for the parameter vector in linear models with multivariate \(t\) distribution errors. (English) Zbl 07850695 Commun. Stat., Theory Methods 53, No. 7, 2516-2534 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Meintanis, Simos; Milošević, Bojana; Obradović, Marko; Veljović, Mirjana Goodness-of-fit tests for the multivariate Student-\(t\) distribution based on i.i.d. data, and for GARCH observations. (English) Zbl 07804902 J. Time Ser. Anal. 45, No. 2, 298-319 (2024). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI OA License
Lin, Tsung-I; Wang, Wan-Lun On moments of truncated multivariate normal/independent distributions. (English) Zbl 07783457 J. Multivariate Anal. 199, Article ID 105248, 19 p. (2024). MSC: 62Hxx 62H05 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Ogasawara, Haruhiko The multivariate \(t\)-distribution with multiple degrees of freedom. (English) Zbl 07772191 Commun. Stat., Theory Methods 53, No. 1, 144-169 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Dufera, Abdisa G.; Xiong, Cui; Xu, Jin Simultaneous confidence intervals from randomization tests with application in testing bioequivalence with multiple endpoints. (English) Zbl 1541.62296 Biom. J. 65, No. 7, Article ID 2200082, 15 p. (2023). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Cruz-Reyes, Danna L.; Assunção, Renato M.; Loschi, Rosangela H. Inducing high spatial correlation with randomly edge-weighted neighborhood graphs. (English) Zbl 07810216 Bayesian Anal. 18, No. 4, 1247-1281 (2023). MSC: 62-XX 05C75 62H11 46N30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Andrade, J. Ailton A. On the robustness to outliers of the Student-t process. (English) Zbl 07748360 Scand. J. Stat. 50, No. 2, 725-749 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kamatani, Kengo; Song, Xiaolin Non-reversible guided Metropolis kernel. (English) Zbl 1520.65004 J. Appl. Probab. 60, No. 3, 955-981 (2023). MSC: 65C05 65C40 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Candel-Sánchez, Francisco; Perote-Peña, Juan Incentives for prosocial behavior under reputation persistence and policy lags. (English) Zbl 1520.91164 J. Econ. 139, No. 3, 209-233 (2023). MSC: 91B15 91A28 91A20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
D’Innocenzo, Enzo; Luati, Alessandra; Mazzocchi, Mario A robust score-driven filter for multivariate time series. (English) Zbl 07716562 Econom. Rev. 42, No. 5, 441-470 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gasperoni, Francesca; Luati, Alessandra; Paci, Lucia; D’Innocenzo, Enzo Score-driven modeling of spatio-temporal data. (English) Zbl 07707223 J. Am. Stat. Assoc. 118, No. 542, 1066-1077 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Withers, Christopher; Nadarajah, Saralees Expansions for posterior distributions. (English) Zbl 07692850 Braz. J. Probab. Stat. 37, No. 1, 73-100 (2023). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Uğurlu, Kerem A new coherent multivariate average-value-at-risk. (English) Zbl 1508.91623 Optimization 72, No. 2, 493-519 (2023). MSC: 91G70 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
Meitz, Mika; Preve, Daniel; Saikkonen, Pentti A mixture autoregressive model based on Student’s \(t\)-distribution. (English) Zbl 07649581 Commun. Stat., Theory Methods 52, No. 2, 499-515 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Zhang, Dewei; Davanloo Tajbakhsh, Sam Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization. (English) Zbl 1511.90419 J. Optim. Theory Appl. 196, No. 1, 324-361 (2023). MSC: 90C48 90C15 90C53 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Puccetti, Giovanni; Rüschendorf, Ludger General construction and classes of explicit \(L^1\)-optimal couplings. (English) Zbl 1504.49065 Bernoulli 29, No. 1, 839-874 (2023). MSC: 49Q22 49N15 60E05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jeon, Jeong Min; Van Keilegom, Ingrid Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error. (English) Zbl 1520.62011 J. Multivariate Anal. 193, Article ID 105125, 24 p. (2023). MSC: 62G07 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Aste, Tomaso Topological regularization with information filtering networks. (English) Zbl 07817218 Inf. Sci. 608, 655-669 (2022). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Taavoni, Mozhgan; Arashi, Mohammad Estimation in multivariate \(t\) linear mixed models for longitudinal data with multiple outputs: application to PBCseq data analysis. (English) Zbl 1523.62216 Biom. J. 64, No. 3, 539-556 (2022). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Huizi; Swallow, Ben; Gupta, Mayetri Bayesian hierarchical mixture models for detecting non-normal clusters applied to noisy genomic and environmental datasets. (English) Zbl 1521.62104 Aust. N. Z. J. Stat. 64, No. 2, 313-337 (2022). MSC: 62H30 62F15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Olosunde, Akinlolu; Olofintuade, Sylvester Some inferential problems from log student’s t-distribution and its multivariate extension. (English) Zbl 07653519 Rev. Colomb. Estad. 45, No. 1, 209-229 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Lemonte, Artur J. A broad class of multivariate distributions for rates and proportions. (English) Zbl 1505.62459 Appl. Math. Modelling 112, 452-466 (2022). MSC: 62E10 62F10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Efford, M. G. Efficient discretization of movement kernels for spatiotemporal capture-recapture. (English) Zbl 07632116 J. Agric. Biol. Environ. Stat. 27, No. 4, 641-651 (2022). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Liu, Chunshan; Kowal, Daniel R.; Vannucci, Marina Dynamic and robust Bayesian graphical models. (English) Zbl 1499.62023 Stat. Comput. 32, No. 6, Paper No. 105, 19 p. (2022). MSC: 62-08 62F15 62H12 62M05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wan-Lun; Lin, Tsung I. Robust clustering via mixtures of \(t\) factor analyzers with incomplete data. (English) Zbl 07630555 Adv. Data Anal. Classif., ADAC 16, No. 3, 659-690 (2022). MSC: 62H25 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Nguyen, TrungTin; Nguyen, Hien Duy; Chamroukhi, Faicel; Forbes, Florence A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models. (English) Zbl 07603097 Electron. J. Stat. 16, No. 2, 4742-4822 (2022). MSC: 62H30 62E17 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
van der Merwe, A. J.; von Maltitz, M. J.; Meyer, J. H.; Groenewald, P. C. N. A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution. (English) Zbl 1513.62007 S. Afr. Stat. J. 56, No. 2, 91-120 (2022). MSC: 62-08 62C10 62C15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Sayem, Sheikh Mohammad; Hossain, Syed Shahadat Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment. (English) Zbl 1496.62117 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 523-537 (2022). MSC: 62J05 62H12 62H15 62F30 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Feifei; Jiménez-Gamero, M. Dolores; Meintanis, Simos; Zhu, Lixing A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families. (English) Zbl 1543.62393 Comput. Stat. Data Anal. 175, Article ID 107548, 21 p. (2022). MSC: 62H15 62G10 62G20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Capponi, Agostino; Rubtsov, Alexey Systemic risk-driven portfolio selection. (English) Zbl 1497.91229 Oper. Res. 70, No. 3, 1598-1612 (2022). MSC: 91D10 91G45 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Chi; Tian, Guo-Liang; Yuen, Kam Chuen; Liu, Pengyi; Tang, Man-Lai A new multivariate \(t\) distribution with variant tail weights and its application in robust regression analysis. (English) Zbl 07563016 J. Appl. Stat. 49, No. 10, 2629-2656 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Regis, Marta; Brini, Alberto; Nooraee, Nazanin; Haakma, Reinder; van den Heuvel, Edwin R. The \(t\) linear mixed model: model formulation, identifiability and estimation. (English) Zbl 07545866 Commun. Stat., Simulation Comput. 51, No. 5, 2318-2342 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Nelson, Kenric P. Independent approximates enable closed-form estimation of heavy-tailed distributions. (English) Zbl 1489.62076 Physica A 601, Article ID 127574, 23 p. (2022). MSC: 62F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shyamalkumar, Nariankadu D.; Tao, Siyang \(t\)-copula from the viewpoint of tail dependence matrices. (English) Zbl 1493.62361 J. Multivariate Anal. 191, Article ID 105027, 22 p. (2022). MSC: 62H20 60G70 52B05 60-08 05-04 × Cite Format Result Cite Review PDF Full Text: DOI
Punzo, Antonio; Bagnato, Luca Dimension-wise scaled normal mixtures with application to finance and biometry. (English) Zbl 1493.62321 J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022). MSC: 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Lamboni, Matieyendou Efficient dependency models: simulating dependent random variables. (English) Zbl 1540.62068 Math. Comput. Simul. 200, 199-217 (2022). MSC: 62H10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Krivobokova, Tatyana; Serra, Paulo; Rosales, Francisco; Klockmann, Karolina Joint non-parametric estimation of mean and auto-covariances for Gaussian processes. (English) Zbl 1543.62319 Comput. Stat. Data Anal. 173, Article ID 107519, 17 p. (2022). MSC: 62G08 62G07 62G20 62H12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Jurková, Veronika; Žežula, Ivan; Klein, Daniel; Hutník, Ondrej Unbiased estimator of correlation coefficient. (English) Zbl 07532261 Commun. Stat., Theory Methods 51, No. 1, 95-115 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bodnar, Taras; Lindholm, Mathias; Niklasson, Vilhelm; Thorsén, Erik Bayesian portfolio selection using VaR and CVaR. (English) Zbl 1510.91151 Appl. Math. Comput. 427, Article ID 127120, 21 p. (2022). MSC: 91G10 62F15 91G70 62P05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kim, SungBum; Kim, Hyoung-Moon Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions. (English) Zbl 1540.62067 Math. Comput. Simul. 198, 172-187 (2022). MSC: 62H10 62E10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Amiri, Mehdi; Mehrali, Yaser; Balakrishnan, Narayanaswamy; Jamalizadeh, Ahad Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference. (English) Zbl 1505.62030 Comput. Stat. 37, No. 1, 125-158 (2022). MSC: 62-08 62H10 62H05 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Galarza, Christian E.; Matos, Larissa A.; Castro, Luis M.; Lachos, Victor H. Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution. (English) Zbl 1520.62049 J. Multivariate Anal. 189, Article ID 104944, 15 p. (2022). MSC: 62H10 60E05 62H05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Castilla, Elena; Zografos, Konstantinos On distance-type Gaussian estimation. (English) Zbl 1521.62082 J. Multivariate Anal. 188, Article ID 104831, 22 p. (2022). Reviewer: Apostolos Batsidis (Ioannina) MSC: 62H12 62F12 62F35 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Christopoulos, Dimitris; McAdam, Peter; Tzavalis, Elias Dealing with endogeneity in threshold models using copulas. (English) Zbl 07925199 J. Bus. Econ. Stat. 39, No. 1, 166-178 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Cho, Seonghun; Choi, Young-Geun; Lim, Johan; Lee, Won Jun; Bai, Hyun-Jeong; Kwon, Sungwon Test for uniformity of exchangeable random variables on the circle. (English) Zbl 1485.62064 J. Korean Stat. Soc. 50, No. 2, 615-630 (2021). MSC: 62H11 62F03 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Punzo, Antonio; Bagnato, Luca The multivariate tail-inflated normal distribution and its application in finance. (English) Zbl 07480666 J. Stat. Comput. Simulation 91, No. 1, 1-36 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Taavoni, M.; Arashi, M.; Wang, Wan-Lun; Lin, Tsung-I Multivariate \(t\) semiparametric mixed-effects model for longitudinal data with multiple characteristics. (English) Zbl 07480656 J. Stat. Comput. Simulation 91, No. 2, 260-281 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Schifano, Elizabeth D.; Jeong, Himchan; Deshpande, Ved; Dey, Dipak K. Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo. (English) Zbl 1474.62172 Test 30, No. 1, 133-152 (2021). MSC: 62H05 62F15 62H99 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Lu; Ho, Weng Khuen; Ling, Keck Voon; Chen, Tengpeng; Maciejowski, Jan Recursive maximum likelihood estimation with \(t\)-distribution noise model. (English) Zbl 1478.93684 Automatica 132, Article ID 109789, 9 p. (2021). MSC: 93E10 93C55 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Xiangbing; Zhou, Jie; Hu, Sanfeng Upper bounds for Rao distance on the manifold of multivariate elliptical distributions. (English) Zbl 1478.62110 Automatica 129, Article ID 109604, 7 p. (2021). MSC: 62H05 62B10 62R30 × Cite Format Result Cite Review PDF Full Text: DOI
Torri, Gabriele; Giacometti, Rosella; Tichý, Tomáš Network tail risk estimation in the European banking system. (English) Zbl 1475.91392 J. Econ. Dyn. Control 127, Article ID 104125, 18 p. (2021). MSC: 91G45 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Singh, Vikas Vikram; Lisser, Abdel; Arora, Monika An equivalent mathematical program for games with random constraints. (English) Zbl 1475.91008 Stat. Probab. Lett. 174, Article ID 109092, 7 p. (2021). MSC: 91A06 91A10 90C90 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jammalamadaka, Sreenivasa Rao; Taufer, Emanuele; Terdik, Gyorgy H. On multivariate skewness and kurtosis. (English) Zbl 1512.62054 Sankhyā, Ser. A 83, No. 2, 607-644 (2021). MSC: 62H05 60E05 62H10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Punzo, Antonio; Tortora, Cristina Multiple scaled contaminated normal distribution and its application in clustering. (English) Zbl 07381254 Stat. Model. 21, No. 4, 332-358 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Arellano-Valle, Reinaldo B.; Azzalini, Adelchi A formulation for continuous mixtures of multivariate normal distributions. (English) Zbl 1476.62097 J. Multivariate Anal. 185, Article ID 104780, 20 p. (2021). MSC: 62H10 62H05 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Giner, Javier Orthant-based variance decomposition in investment portfolios. (English) Zbl 1487.91117 Eur. J. Oper. Res. 291, No. 2, 497-511 (2021). MSC: 91G10 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Hintz, Erik; Hofert, Marius; Lemieux, Christiane Normal variance mixtures: distribution, density and parameter estimation. (English) Zbl 1510.62045 Comput. Stat. Data Anal. 157, Article ID 107175, 25 p. (2021). MSC: 62-08 62H10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Díaz-García, José A.; Caro-Lopera, Francisco J. Matrix variate Birnbaum-Saunders distribution under elliptical models. (English) Zbl 1441.62136 J. Stat. Plann. Inference 210, 100-113 (2021). MSC: 62H10 62N05 62E15 60E05 15A23 15A09 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Matsuda, Takeru; Strawderman, William E. Predictive density estimation under the Wasserstein loss. (English) Zbl 1441.62138 J. Stat. Plann. Inference 210, 53-63 (2021). MSC: 62H10 62A01 62C05 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Genghong; Feng, Dongqin; Huang, Biao Robust algorithm for attack detection based on time-varying hidden Markov model subject to outliers. (English) Zbl 1522.93054 Int. J. Adapt. Control Signal Process. 34, No. 10, 1537-1558 (2020). MSC: 93B35 93B70 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Tian, Yuzhu; Wang, Liyong; Tang, Manlai; Tian, Maozai Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm. (English) Zbl 07552577 Commun. Stat., Simulation Comput. 49, No. 2, 317-334 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Matsushita, Raul; Da Silva, Sergio; Da Fonseca, Regina; Nagata, Mateus Bypassing the truncation problem of truncated Lévy flights. (English) Zbl 07532016 Physica A 559, Article ID 125035, 7 p. (2020). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Domino, Krzysztof Multivariate cumulants in outlier detection for financial data analysis. (English) Zbl 07531996 Physica A 558, Article ID 124995, 13 p. (2020). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Weiping; Xie, Feiyue; Tan, Jiaxin A robust joint modeling approach for longitudinal data with informative dropouts. (English) Zbl 1505.62444 Comput. Stat. 35, No. 4, 1759-1783 (2020). MSC: 62-08 62H12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Guigues, Vincent; Juditsky, Anatoli; Nemirovski, Arkadi Hypothesis testing via Euclidean separation. (English. French summary) Zbl 1460.62056 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1929-1957 (2020). MSC: 62G10 62G32 62C20 62M02 62M10 65K10 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Guha, Nilabja; Baladandayuthapani, Veera; Mallick, Bani K. Quantile graphical models: a Bayesian approach. (English) Zbl 1498.62114 J. Mach. Learn. Res. 21, Paper No. 79, 47 p. (2020). MSC: 62H22 68T05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Mendelson, Shahar; Zhivotovskiy, Nikita Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence. (English) Zbl 1451.62084 Ann. Stat. 48, No. 3, 1648-1664 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J10 62G35 62G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Saeedzarandi, Mansoore; Nezamabadi-pour, Hossein; Jamalizadeh, Ahad Dual-tree complex wavelet coefficient magnitude modeling using scale mixtures of Rayleigh distribution for image denoising. (English) Zbl 1452.94008 Circuits Syst. Signal Process. 39, No. 6, 2968-2993 (2020). MSC: 94A08 65T60 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Jia; Peng, Shen; Lisser, Abdel; Chen, Zhiping Rectangular chance constrained geometric optimization. (English) Zbl 1447.90025 Optim. Eng. 21, No. 2, 537-566 (2020). MSC: 90C15 90C25 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yu-Chen; Lin, Tsung-I; Castro, Luis M.; Wang, Wan-Lun Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates. (English) Zbl 1510.62286 Comput. Stat. Data Anal. 148, Article ID 106961, 19 p. (2020). MSC: 62H30 62F10 62P10 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Holgersson, Thomas; Karlsson, Peter; Stephan, Andreas A risk perspective of estimating portfolio weights of the global minimum-variance portfolio. (English) Zbl 1437.62686 AStA, Adv. Stat. Anal. 104, No. 1, 59-80 (2020). MSC: 62P20 62M10 91B84 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Bauder, David; Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang Bayesian inference of the multi-period optimal portfolio for an exponential utility. (English) Zbl 1435.62104 J. Multivariate Anal. 175, Article ID 104544, 22 p. (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62F15 62E15 62H12 91B24 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bedbur, S.; Lennartz, J. M.; Kamps, U. On minimum volume properties of some confidence regions for multiple multivariate normal means. (English) Zbl 1459.62078 Stat. Probab. Lett. 158, Article ID 108676, 4 p. (2020). MSC: 62H10 62G15 × Cite Format Result Cite Review PDF Full Text: DOI
Marrelec, Guillaume; Giron, Alain Cumulants of multiinformation density in the case of a multivariate normal distribution. (English) Zbl 1460.62079 Stat. Probab. Lett. 156, Article ID 108587, 7 p. (2020). MSC: 62H10 62E10 62B10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wichitaksorn, Nuttanan; Gerlach, Richard; Choy, S. T. Boris Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals. (English) Zbl 07883126 Appl. Stoch. Models Bus. Ind. 35, No. 3, 808-822 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ghorbel, Emna; Louati, Mahdi The multiparameter \(t'\) distribution. (English) Zbl 1499.60035 Filomat 33, No. 13, 4137-4150 (2019). MSC: 60E05 62H10 62E10 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Hrebik, Radek; Kukal, Jaromír Anomalous and traditional diffusion modelling in SOM learning. (English) Zbl 1456.68150 Arch. Control Sci. 29, No. 4, 699-717 (2019). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Laus, Friederike; Steidl, Gabriele Multivariate myriad filters based on parameter estimation of Student-\(t\) distributions. (English) Zbl 1442.62121 SIAM J. Imaging Sci. 12, No. 4, 1864-1904 (2019). MSC: 62H12 62H35 62F03 62F10 62F35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Najarzadeh, Dariush Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions. (English) Zbl 1437.62164 Stat. Methods Appl. 28, No. 4, 593-623 (2019). MSC: 62G10 62H12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Tortora, Cristina; Franczak, Brian C.; Browne, Ryan P.; McNicholas, Paul D. A mixture of coalesced generalized hyperbolic distributions. (English) Zbl 1433.62172 J. Classif. 36, No. 1, 26-57 (2019). MSC: 62H30 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Wan-Lun; Castro, Luis M.; Lachos, Victor H.; Lin, Tsung-I Model-based clustering of censored data via mixtures of factor analyzers. (English) Zbl 1496.62109 Comput. Stat. Data Anal. 140, 104-121 (2019). MSC: 62H30 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. (English) Zbl 1430.62094 Stat. Comput. 29, No. 3, 585-598 (2019). MSC: 62G30 62H12 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Wang, Wan-Lun Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values. (English) Zbl 1420.62290 Test 28, No. 1, 196-222 (2019). MSC: 62J02 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra Sparse precision matrices for minimum variance portfolios. (English) Zbl 07097398 Comput. Manag. Sci. 16, No. 3, 375-400 (2019). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI Link
Hyodo, Masashi; Onobuchi, Akihiro; Kurakami, Hiroyuki An approximate multivariate asymptotic expansion-based test for population bioequivalence. (English) Zbl 1432.62361 J. Stat. Plann. Inference 200, 74-86 (2019). MSC: 62P10 62H15 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Singh, Vikas Vikram; Lisser, Abdel A second-order cone programming formulation for two player zero-sum games with chance constraints. (English) Zbl 1431.91006 Eur. J. Oper. Res. 275, No. 3, 839-845 (2019). MSC: 91A05 90C15 90C22 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Liyuan; Khare, Kshitij; Xing, Zeren Trace class Markov chains for the normal-gamma Bayesian shrinkage model. (English) Zbl 1407.60098 Electron. J. Stat. 13, No. 1, 166-207 (2019). MSC: 60J05 60J20 33C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Xiong, Cui; Xu, Jin Efficient Robbins-Monro procedure for multivariate binary data. (English) Zbl 07660174 Stat. Theory Relat. Fields 2, No. 2, 172-180 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mirniam, A. S.; Nematollahi, A. R. Maximum likelihood estimation in vector autoregressive models with multivariate scaled \(t\)-distributed innovations using EM-based algorithms. (English) Zbl 07549497 Commun. Stat., Simulation Comput. 47, No. 3, 890-904 (2018). MSC: 62M10 37M10 × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Xiang; Yao, Jing On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality. (English) Zbl 1508.62145 Commun. Stat., Theory Methods 47, No. 21, 5346-5356 (2018). MSC: 62H10 60E05 × Cite Format Result Cite Review PDF Full Text: DOI
Doğru, Fatma Zehra; Bulut, Y. Murat; Arslan, Olcay Doubly reweighted estimators for the parameters of the multivariate \(t\)-distribution. (English) Zbl 1508.62139 Commun. Stat., Theory Methods 47, No. 19, 4751-4771 (2018). MSC: 62H05 62F35 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Longhai; Yao, Weixin Fully Bayesian logistic regression with hyper-Lasso priors for high-dimensional feature selection. (English) Zbl 07192690 J. Stat. Comput. Simulation 88, No. 14, 2827-2851 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yoshiba, Toshinao Maximum likelihood estimation of skew-\(t\) copulas with its applications to stock returns. (English) Zbl 07192670 J. Stat. Comput. Simulation 88, No. 13, 2489-2506 (2018). MSC: 62E17 62H10 62H20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Marchant, Carolina; Leiva, Víctor; Cysneiros, Francisco José A.; Liu, Shuangzhe Robust multivariate control charts based on Birnbaum-Saunders distributions. (English) Zbl 07192547 J. Stat. Comput. Simulation 88, No. 1, 182-202 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI