scientific article

From MaRDI portal
Revision as of 00:38, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3996150

zbMath0699.62048MaRDI QIDQ3996150

Kai-Tai Fang, Kai Wang Ng, Samuel Kotz

Publication date: 17 September 1992


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

A discussion of probability functions and constraints from a variational perspectiveMultivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributionsOption pricing for log-symmetric distributions of returnsHow retention levels influence the variability of the total risk under reinsuranceOrder statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributionsOptimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errorsAn asymptotic expansion of the distribution of Student's \(t\) type statistic under spherical distributionsThe proportional effectActive portfolio management with benchmarking: adding a value-at-risk constraintSemiparametric Bayesian measurement error modelingDiscrimination of observations into one of two elliptic populations based on monotone training samplesBias correction of cross-validation criterion based on Kullback-Leibler information under a general conditionA test for elliptical symmetryConditional limiting distribution of type III elliptical random vectorsOn the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arraysOn the max-domain of attractions of bivariate elliptical arraysExtremes of asymptotically spherical and elliptical random vectorsPerfect aggregation of Bayesian analysis on compositional dataA maximum entropy characterization of symmetric Kotz type and Burr multivariate distribu\-tionsA procedure for outlier identification in data sets from continuous distributionsOn matrix-variate Birnbaum-Saunders distributions and their estimation and applicationA selective overview of feature screening for ultrahigh-dimensional dataOptimal classifier for multivariate rectangle-screened normal data classificationA novel extension of randomly weighted averagesEstimation of the inverse scatter matrix of an elliptically symmetric distributionBivariate one-sample optimal location test for spherical stable densities by Padé' methodsEfficient maximum likelihood estimation of copula based meta \(t\)-distributionsEstimation of extreme percentiles in Birnbaum-Saunders distributionsSemiparametric bivariate Archimedean copulasTesting hypotheses in the Birnbaum-Saunders distribution under type-II censored samplesAn invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimatorsMaximum likelihood methods in a robust censored errors-in-variables modelGenerating correlated, non-normally distributed data using a non-linear structural modelDoes competitive pricing cause market breakdown under extreme adverse selection?Minimization of the root of a quadratic functional under an affine equality constraintOn reciprocal symmetryTail asymptotic results for elliptical distributionsMinimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio managementLower bounds for randomized direct search with isotropic samplingA note on scale mixtures of skew normal distributionStar-shaped distributions and their generalizationsRank covariance matrix estimation of a partially known covariance matrixOn some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variablesOn order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributionsAn extension of Wick's theoremAn alternative multivariate skew-slash distributionDiagnostic checking for multivariate regression modelsAllometric extension model for conditional distributionsDiscrete data clustering using finite mixture modelsA characterisation of scale mixtures of the uniform distributionThe Frèchet's metric as a measure of influence in multivariate linear models with random errors elliptically distributedA method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimationRestricted methods in symmetrical linear regression modelsOn Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modelingRobust dimension reduction based on canonical correlationA note on skew-elliptical distributions and linear functions of order statisticsResiduals and their statistical properties in symmetrical nonlinear modelsMultivariate distribution models with generalized hyperbolic marginsBayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profilesTesting for ellipsoidal symmetry: a comparison studyRecurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)Generalized \(F\)-tests for the multivariate normal meanOn estimation and influence diagnostics for the Grubbs' model under heavy-tailed distributionsStatistical analysis of proficiency testing results under elliptical distributionsAn R implementation for generalized Birnbaum-Saunders distributionsOn the glog-normal distribution and its application to the gene expression problemIndirect estimation of elliptical stable distributionsA generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normalityGoodness-of-fit tests based on empirical characteristic functionsRecurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)Influence diagnostics in nonlinear mixed-effects elliptical modelsA generalization of Tyler's M-estimators to the case of incomplete dataFurther properties and new applications of the nested Dirichlet distributionAssessment of diagnostic procedures in symmetrical nonlinear regression modelsDistributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributionsShrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distributionMeta densities and the shape of their sample cloudsOn estimation and influence diagnostics for log-Birnbaum-Saunders Student-\(t\) regression models: full Bayesian analysisOn the density of the sum of two independent Student \(t\)-random vectorsOn the residual dependence index of elliptical distributionsFrom Archimedean to Liouville copulasThe multivariate Behrens-Fisher distributionComparison and robustification of Bayes and Black-Litterman modelsAsset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distributionTail asymptotics under beta random scalingMultivariate conditional versions of Spearman's rho and related measures of tail dependenceOn the Student's \(t\)-distribution and the \(t\)-statisticExtreme behavior of bivariate elliptical distributionsAsymptotic data analysis on manifoldsPrincipal points for an allometric extension modelStatistical inference in simplicially contoured sample distributionsIncreasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densitiesA test for the weights of the global minimum variance portfolio in an elliptical modelEstimation of the precision matrix of multivariate Pearson type II modelA method for generating uniformly scattered points on the \(L_p\)-norm unit sphere and its applicationsInfluence measures on profile analysis with elliptical data through Frèchet's metricNonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependenceA class of spherical and elliptical distributions with Gaussian-like limit propertiesScatter halfspace depth: geometric insights.Rectangular chance constrained geometric optimization







This page was built for publication: