Found 845 Documents (Results 1–100)
Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications. (English) Zbl 07901610
MSC:
62-XX
Family of bivariate distributions on the unit square: theoretical properties and applications. (English) Zbl 07887856
A general construction of multivariate dependence structures with nonmonotone mappings and its applications. (English) Zbl 07887302
MSC:
62-XX
Hierarchical variable clustering based on the predictive strength between random vectors. (English) Zbl 07885890
MSC:
68T37
Generalized location-scale mixtures of elliptical distributions: definitions and stochastic comparisons. (English) Zbl 07880491
MSC:
62-XX
The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution. (English) Zbl 07878298
New highly efficient high-breakdown estimator of multivariate scatter and location for elliptical distributions. (English. French summary) Zbl 07864560
MSC:
62-XX
Simultaneous confidence region of an embedded one-dimensional curve in multi-dimensional space. (English) Zbl 1543.62227
MSC:
62-08
Quantiles and depth for directional data from elliptically and skew-rotationally symmetric distributions. (English) Zbl 07855848
MSC:
62-XX
An upper bound and a characterization for Gini’s mean difference based on correlated random variables. (English) Zbl 1537.62048
Hierarchical variable clustering via copula-based divergence measures between random vectors. (English) Zbl 07834336
MSC:
62-XX
\(L_p\)-norm spherical copulas. (English) Zbl 07823259
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. (English) Zbl 07783449
On robust estimators of a sphericity measure in high dimension. (English) Zbl 07914299
Yi, Mengxi (ed.) et al., Robust and multivariate statistical methods. Festschrift in honor of David E. Tyler. Cham: Springer. 179-195 (2023).
Power M-estimators for location and scatter. (English) Zbl 07914298
Yi, Mengxi (ed.) et al., Robust and multivariate statistical methods. Festschrift in honor of David E. Tyler. Cham: Springer. 157-177 (2023).
A review of Tyler’s shape matrix and its extensions. (English) Zbl 07914290
Yi, Mengxi (ed.) et al., Robust and multivariate statistical methods. Festschrift in honor of David E. Tyler. Cham: Springer. 23-41 (2023).
Likelihood-based inference for linear mixed-effects models using the generalized hyperbolic distribution. (English) Zbl 07858726
MSC:
62-XX
Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data. (English) Zbl 07789484
Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data. (English) Zbl 07789425
MSC:
62Pxx
Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance. (English) Zbl 07767740
Robust shape matrix estimation for high-dimensional compositional data with application to microbial inter-taxa analysis. (English) Zbl 07767620
MSC:
62-XX
Consistency factor for the MCD estimator at the Student-\(t\) distribution. (English) Zbl 1523.62003
Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions. (English) Zbl 07751581
MSC:
62-XX
Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function. (English) Zbl 1517.62026
A bootstrap method for spectral statistics in high-dimensional elliptical models. (English) Zbl 07725169
Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals. (English) Zbl 07723371
Vector random fields on the probability simplex with metric-dependent covariance matrix functions. (English) Zbl 1517.60055
Generalized Birnbaum-Saunders kernel for hazard rate function estimation. (English) Zbl 07713880
MSC:
62-XX
Variable selection for global Fréchet regression. (English) Zbl 07707220
MSC:
62-XX
Modified expected shortfall: a coherent risk measure for elliptical family of distributions. (English) Zbl 1519.91291
MSC:
91G70
Influence measures in nonparametric regression model with symmetric random errors. (English) Zbl 07702204
Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications. (English) Zbl 07698352
MSC:
62-XX
Bound-constrained global optimization of functions with low effective dimensionality using multiple random embeddings. (English) Zbl 07658269
Global implicit function theorems and the online expectation-maximisation algorithm. (English) Zbl 1521.62029
MSC:
62F10
Distribution-free consistent independence tests via center-outward ranks and signs. (English) Zbl 1506.62313
High-dimensional proportionality test of two covariance matrices and its application to gene expression data. (English) Zbl 1539.62318
Tail conditional expectations for generalized skew-elliptical distributions. (English) Zbl 1524.62250
Stochastic ordering of lifetimes of parallel and series systems comprising heterogeneous dependent components with generalized Birnbaum-Saunders distributions. (English) Zbl 07621866
Online learning of inverted Beta-Liouville HMMs for anomaly detection in crowd scenes. (English) Zbl 07616602
Bouguila, Nizar (ed.) et al., Hidden Markov models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 177-198 (2022).
MSC:
62M05
An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations. (English) Zbl 07611112
MSC:
62-XX
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models. (English) Zbl 07603097
Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix. (English) Zbl 1496.62092
MSC:
62H10
Alternative ways for the covariance between sample mean and variance. (English) Zbl 1496.62036
MSC:
62D05
Random games under elliptically distributed dependent joint chance constraints. (English) Zbl 1503.91026
Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering. (English) Zbl 1524.62230
A multivariate zero-inflated binomial model for the analysis of correlated proportional data. (English) Zbl 07584966
MSC:
62-XX
Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation. (English) Zbl 1497.62270
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families. (English) Zbl 1543.62393
Estimation of multivariate dependence structures via constrained maximum likelihood. (English) Zbl 07570502
MSC:
62P12
Stochastic monotonicity of dependent variables given their sum. (English) Zbl 1494.60023
Reviewer: Fraser Daly (Edinburgh)
Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation. (English) Zbl 1495.35221
Reliability of maximum spanning tree identification in correlation-based market networks. (English) Zbl 07562503
A new class of symmetric distributions including the elliptically symmetric logistic. (English) Zbl 07562247
MSC:
62-XX
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm. (English) Zbl 1493.62307
Derivatives of probability functions: unions of polyhedra and elliptical distributions. (English) Zbl 1489.90092
MSC:
90C15
A Q-Q plot for detecting non-multinormality based on a normal characterization and the S-W statistic. (English) Zbl 07533610
Asymptotic properties of high-dimensional spatial median in elliptical distributions with application. (English) Zbl 1493.62347
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes. (English) Zbl 1493.62277
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution. (English) Zbl 1493.62276
Smooth bootstrapping of copula functionals. (English) Zbl 07524980
MSC:
62-XX
A family of asymptotically independent statistics in polynomial scheme containing the Pearson statistic. (English. Russian original) Zbl 07524574
Discrete Math. Appl. 32, No. 1, 39-45 (2022); translation from Diskretn. Mat. 32, No. 3, 76-84 (2020).
Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference. (English) Zbl 1505.62030
Projection-based high-dimensional sign test. (English) Zbl 1493.62337
MSC:
62H15
The quarter median. (English) Zbl 1493.62296
Posterior contraction in group sparse logit models for categorical responses. (English) Zbl 07505548
MSC:
62-XX
Multivariate tail covariance risk measure for generalized skew-elliptical distributions. (English) Zbl 1483.62086
Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types. (English) Zbl 1493.62231
MSC:
62G10
An overview on the progeny of the skew-normal family – a personal perspective. (English) Zbl 1493.62269
On distance-type Gaussian estimation. (English) Zbl 1521.62082
Reviewer: Apostolos Batsidis (Ioannina)
Three kinds of discrete approximations of statistical multivariate distributions and their applications. (English) Zbl 1493.62326
On the admissibility of spherical spatial covariance functions in higher dimensions. (English) Zbl 1478.62278
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