Cited in
(16)- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- Price equations with symmetric supply/demand; implications for fat tails
- The Canny edge detector revisited
- The quotient of normal random variables and application to asset price fat tails
- An evaluation of statistical methods for aggregate patterns of replication failure
- Post-processing optimization for continuous-variable quantum key distribution
- Mean and variance of ratios of proportions from categories of a multinomial distribution
- Harnessing uncertainty to approximate mechanistic models of interspecific interactions
- On the existence of a normal approximation to the distribution of the ratio of two independent normal random variables
- Heteroscedasticity-robust estimation of autocorrelation
- PaCAL
- Ooura
- Construction of confidence intervals for the Laspeyres price index
- Snorkel
- CharFunTool
- ReCirq
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