The following pages link to (Q4226175):
Displaying 50 items.
- Hilbert \(A\)-modules (Q321854) (← links)
- On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization (Q328457) (← links)
- Testing for empty sets when misclassifications may be present (Q419347) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization (Q613428) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Filter-based stochastic algorithm for global optimization (Q785632) (← links)
- Asymptotic proportion of arbitrage points in fractional binary markets (Q901293) (← links)
- Loop-erased random walk on finite graphs and the Rayleigh process (Q927256) (← links)
- Pseudo-empirical Bayes estimation of small area means under a nested error linear regression model with functional measurement errors (Q988921) (← links)
- Inference for censored quantile regression models in longitudinal studies (Q1020978) (← links)
- Accelerated random search for constrained global optimization assisted by radial basis function surrogates (Q1636769) (← links)
- Dynamics of multivariate default system in random environment (Q1679470) (← links)
- Identification of symmetric noncausal processes (Q1737880) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Direct numerical simulations in solid mechanics for understanding the macroscale effects of microscale material variability (Q1800210) (← links)
- Estimating Bayesian credible intervals (Q1869104) (← links)
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion? (Q1872414) (← links)
- A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
- Tangent fields, intrinsic stationarity, and self similarity (Q2119696) (← links)
- Extremes of censored and uncensored lifetimes in survival data (Q2135583) (← links)
- Score-matching representative approach for big data analysis with generalized linear models (Q2136616) (← links)
- A functional non-central limit theorem for multiple-stable processes with long-range dependence (Q2196387) (← links)
- On the longest \(k\)-alternating subsequence (Q2260622) (← links)
- On discrimination between classes of distribution tails (Q2314148) (← links)
- Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes (Q2388986) (← links)
- Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
- Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies (Q2409055) (← links)
- Random weighted shifts (Q2420437) (← links)
- Modeling multiple risks: hidden domain of attraction (Q2443882) (← links)
- Limit laws for random vectors with an extreme component (Q2455055) (← links)
- Model checking expected time and expected reward formulae with random time bounds (Q2494794) (← links)
- Arbitrage Theory with State-Price Deflators (Q2854347) (← links)
- Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351) (← links)
- A NEW ARGUMENT IN FAVOR OF HYPERBOLIC DISCOUNTING IN VERY LONG TERM PROJECT APPRAISAL (Q2939920) (← links)
- A note on almost sure uniform and complete convergences of a sequence of random variables (Q3017917) (← links)
- (Q3139837) (← links)
- PATH INTEGRALS ON A COMPACT MANIFOLD WITH NON-NEGATIVE CURVATURE (Q3502911) (← links)
- Empirical Bayes Estimation of Small Area Means under a Nested Error Linear Regression Model with Measurement Errors in the Covariates (Q3552983) (← links)
- Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743) (← links)
- Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes (Q3644308) (← links)
- Adaptive simulation using perfect control variates (Q4668005) (← links)
- Low-Rank Independence Samplers in Hierarchical Bayesian Inverse Problems (Q4689166) (← links)
- A Discrimination Test for Tails of Weibull-Type Distributions (Q4961780) (← links)
- Estimation of the mean residual life function in the presence of measurement errors (Q5087957) (← links)
- A Probabilistic Proof of a Wallis-type Formula for the Gamma Function (Q5207482) (← links)
- A new proof for the Daniel-Stone theorem for random probability measures (Q5233967) (← links)
- On Hedging American Options under Model Uncertainty (Q5258452) (← links)
- The influence of dependence on data network models (Q5387078) (← links)
