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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.

zbMATH Keywords

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Indirect estimation of elliptical stable distributions, A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality, Goodness-of-fit tests based on empirical characteristic functions, Recurrence 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 models, A generalization of Tyler's M-estimators to the case of incomplete data, Further properties and new applications of the nested Dirichlet distribution, Assessment of diagnostic procedures in symmetrical nonlinear regression models, Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions, Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution, Meta densities and the shape of their sample clouds, On estimation and influence 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maximum of multivariate distributions with log-concave densities, A test for the weights of the global minimum variance portfolio in an elliptical model, Estimation of the precision matrix of multivariate Pearson type II model, A method for generating uniformly scattered points on the \(L_p\)-norm unit sphere and its applications, Influence measures on profile analysis with elliptical data through Frèchet's metric, Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence, A class of spherical and elliptical distributions with Gaussian-like limit properties, Scatter halfspace depth: geometric insights., Rectangular chance constrained geometric optimization, Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics, An Asymmetric Extension for the Family of Elliptical Slash Distributions, Ridge Estimation under the Stochastic Restriction, Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix, An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations, Unnamed Item, Spherically Invariant Random Processes: Theory and Applications, Online Learning of Inverted Beta-Liouville HMMs for Anomaly Detection in Crowd Scenes, Multivariate Order Statistics Induced by Ordering Linear Combinations of Components of Multivariate Elliptical Random Vectors, STOCHASTIC ORDERING OF LIFETIMES OF PARALLEL AND SERIES SYSTEMS COMPRISING HETEROGENEOUS DEPENDENT COMPONENTS WITH GENERALIZED BIRNBAUM-SAUNDERS DISTRIBUTIONS, TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS, RESPONSE TO LETTER TO THE EDITOR, Functional Inequalities for the Wasserstein Dirichlet Form, Further results on multivariate vertical density representation and an application to random vector generation^*, Systematic scenario selection: stress testing and the nature of uncertainty, Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-tcopula approach, Illumination Depth, Recursive risk measures under regime switching applied to portfolio selection, A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM, COMPOSITE BERNSTEIN COPULAS, BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL, Improved likelihood ratio tests in a measurement error model for multivariate replicated data, Estimation of stress-strength reliability for the multivariate SGPII distribution, An asymmetric multivariate weibull distribution, Mixing and moments properties of a non-stationary copula-based Markov process, Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size, Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model, On a scale-scale plot for comparing multivariate distributions, A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic, Some Applications of Läuter's Technique in Tests for Spherical Symmetry, A characterization of the bivariate elliptically contoured distribution, Longitudinal modeling of insurance claim counts using jitters, Conditional specifications of multivariate pareto and student distributions, Unnamed Item, Unnamed Item, Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications, Conditional specifications of multivariate pareto and student distributions, Smoothed quantile regression with large-scale inference, Some remarks on the multivariate liouville distribution, Bound-constrained global optimization of functions with low effective dimensionality using multiple random embeddings, $L_p$-norm uniform distribution, Unnamed Item, New insights on the multivariate skew exponential power distribution, Convergence of stochastic approximation algorithms under irregular conditions, Oblivious Randomized Direct Search for Real-Parameter Optimization, Testing the equality of two high‐dimensional spatial sign covariance matrices, Exponential scale mixture of matrix variate Cauchy distribution, A stochastic representation for the l_p-norm symmetric distribution and its applications, Nonparametric Imputation by Data Depth, Isotropic random fields with infinitely divisible marginal distributions, On the Convexity of Level-sets of Probability Functions, On Multivariate Vertical Density Representation and its Application to Random Number Generation, Semi-parametric modelling in finance: theoretical foundations, A semi-parametric approach to risk management, Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models, Multivariate Three-Parameter Log-Elliptical Distributions, Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions, Diagnostics for elliptical linear mixed models with first-order autoregressive errors, An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation, Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances, Asymptotic independence for unimodal densities, Asymptotic Expansion of the Distribution of the Studentized Linear Discriminant Function Based on Two-Step Monotone Missing Samples, Unnamed Item, A new class of matrix variate elliptically contoured distributions, On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations, Diagnostic Procedures for Spherically Symmetric Distributions, Stress scenario selection by empirical likelihood, A Black–Litterman asset allocation model under Elliptical distributions, Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions, ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions, Search Before Trade-offs Are Known, Unnamed Item, Random number generators for the generalized Birnbaum–Saunders distribution, Robust multivariate control charts based on Birnbaum–Saunders distributions, The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution, A note on super exogeneity in linear regression models, Modelling the Flow of Character Recognition Results in Video Stream, Elliptical families and copulas: tilting and premium; capital allocation, Assessment of variance components in elliptical linear mixed models, The Kotz-type distribution with applications, Model Checks for Generalized Linear Models, Tail conditional risk measures for location-scale mixture of elliptical distributions, A Class of Multivariate Survival Functions Characterized by Minimum and Marginal Distribution, Bayesian meta-analysis using skewed elliptical distributions, Mixture inverse Gaussian distributions and its transformations, moments and applications, Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions, Estimation of exponential regression parameters using binary data, Shrinkage Estimation Under Multivariate Elliptic Models, NONCAUSAL VECTOR AUTOREGRESSION, Stochastic orderings of multivariate elliptical distributions, High-dimensional MANOVA under weak conditions, On Score Tests in Structural Regression Models, Regression model with elliptically contoured errors, Series representations and simulations of isotropic random fields in the Euclidean space, Bounds for sums of random variables when the marginal distributions and the variance of the sum are given, An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets, On the product and ratio for the elliptically symmetric Pearson type Vii distribution, Estimating the Probability of a Rare Event via Elliptical Copulas, Testing multivariate uniformity and its applications, Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types, High-dimensional proportionality test of two covariance matrices and its application to gene expression data, Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs, Modeling Network Populations via Graph Distances, On the Conditional Distribution of the Multivariate t Distribution, Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression, The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Surveillance of the covariance matrix of multivariate nonlinear time series, Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution, Robust replicated heteroscedastic measurement error model using heavy-tailed distribution, Representative points for location-biased datasets, A new class of symmetric distributions including the elliptically symmetric logistic, Stochastic analysis for vector-valued generalized grey Brownian motion, Reverse stress testing in skew-elliptical models, Global implicit function theorems and the online expectation–maximisation algorithm, Multivariate Hill Estimators, The sparse method of simulated quantiles: An application to portfolio optimization, Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis, Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions, Improved hypothesis testing in a general multivariate elliptical model, Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions, Simulating realistic correlation matrices for financial applications: correlation 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II: Application to the fractional heat equation., Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables, On a Generalization of Bivariate Cauchy Distribution, MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK, The multivariate asymmetric slash Laplace distribution and its applications, A necessary power divergence-type family of tests for testing elliptical symmetry, Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error, Multivariate elliptically contoured autoregressive process, Multivariate Birnbaum–Saunders distribution: properties and associated inference, ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs, Assessing component reliability using lifetime data from systems, Modelling Directional Dispersion through Hyperspherical Log-Splines, Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints, Influence diagnostics for elliptical semiparametric mixed models, Robust Causal Structure Learning with Some Hidden Variables, A Compendium of Copulas, Aspects of prediction, Inequalities for the Fisher’s Information Measures, Conic Geometric Optimization on the Manifold of Positive Definite Matrices, Variable selection in elliptical linear mixed model, Generalized symmetrical partial linear model, A new class of slash-elliptical distributions, Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation, A multivariate zero-inflated binomial model for the analysis of correlated proportional data, K-combined random fields: Basic properties and stochastic orderings, The Mean of Marshall–Olkin-Dependent Exponential Random Variables, Small‐sample testing inference in symmetric and log‐symmetric linear regression models, Consistency factor for the MCD estimator at the Student-\(t\) distribution, Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance, Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data, A Cramér-Wold theorem for elliptical distributions, Tyler's and Maronna's M-estimators: non-asymptotic concentration results, Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications, Modified expected shortfall: a coherent risk measure for elliptical family of distributions, Vector random fields on the probability simplex with metric-dependent covariance matrix functions, Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data, Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data, Joint chance-constrained Markov decision processes, Influence measures in nonparametric regression model with symmetric random errors, Variable Selection for Global Fréchet Regression, Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals, A bootstrap method for spectral statistics in high-dimensional elliptical models, Generalized Birnbaum–Saunders kernel for hazard rate function estimation, Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function, A robust score-driven filter for multivariate time series, Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions, \(L_p\)-norm spherical copulas

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