Found 31 Documents (Results 1–31)
Multivariate Hill estimators. (English) Zbl 07763514
MSC:
62-XX
A compendium of copulas. (English) Zbl 1473.62164
MSC:
62H05
Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions. (English) Zbl 07192102
MSC:
62-XX
Improved hypothesis testing in a general multivariate elliptical model. (English) Zbl 07192009
MSC:
62-XX
Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines. (English) Zbl 1449.62091
Insurance portfolio risk retention. (English) Zbl 1414.91186
MSC:
91B30
62P05
Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. (English) Zbl 1390.91183
Using parametric classification trees for model selection with applications to financial risk management. (English) Zbl 1395.62034
A stochastic representation for the \(l_p\)-norm symmetric distribution and its applications. (English) Zbl 1462.62303
MSC:
62H05
Model-free feature screening for ultrahigh dimensional censored regression. (English) Zbl 1384.62144
Log-symmetric regression models under the presence of non-informative left- or right-censored observations. (English) Zbl 06833486
Robust mixture multivariate linear regression by multivariate Laplace distribution. (English) Zbl 1391.62050
A test procedure for uniformity on the Stiefel manifold based on projection. (English) Zbl 1373.62275
Automated learning of \(t\) factor analysis models with complete and incomplete data. (English) Zbl 1403.62108
Maximum likelihood estimation and parameter interpretation in elliptical mixed logistic regression. (English) Zbl 1402.62170
Circumspheres of sets of \(n + 1\) random points in the \(d\)-dimensional Euclidean unit ball \((1 \leq n \leq d)\). (English) Zbl 1364.60020
Multiple risk factor dependence structures: copulas and related properties. (English) Zbl 1394.62149
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