Multivariate gamma distributions

JOURNAL ARTICLE published 1 January 2014 in Electronic Communications in Probability

Authors: Michael Marcus

Bayesian inference for the extremal dependence

JOURNAL ARTICLE published 1 January 2016 in Electronic Journal of Statistics

Authors: Giulia Marcon | Simone A. Padoan | Isadora Antoniano-Villalobos

Informative goodness-of-fit for multivariate distributions

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Sara Algeri

Marginals of multivariate Gibbs distributions with applications in Bayesian species sampling

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Statistics

Authors: Annalisa Cerquetti

Bayesian inference for multivariate extreme value distributions

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Clément Dombry | Sebastian Engelke | Marco Oesting

Rare Events, Temporal Dependence, and the Extremal Index

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Johan Segers

Multivariate approximation in total variation using local dependence

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Probability

Authors: A.D. Barbour | A. Xia

Directional testing for high dimensional multivariate normal distributions

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Caizhu Huang | Claudia Di Caterina | Nicola Sartori

Stein’s density method for multivariate continuous distributions

JOURNAL ARTICLE published 1 January 2023 in Electronic Journal of Probability

Authors: G. Mijoule | M. Raič | G. Reinert | Y. Swan

Multivariate Stein factors for a class of strongly log-concave distributions

JOURNAL ARTICLE published 1 January 2016 in Electronic Communications in Probability

Authors: Lester Mackey | Jackson Gorham

Erratum: Multivariate Stein factors for a class of strongly log-concave distributions

JOURNAL ARTICLE published 1 January 2016 in Electronic Communications in Probability

Authors: Lester Mackey | Jackson Gorham

A note on combined inference on the common coefficient of variation using confidence distributions

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Statistics

Authors: Xuhua Liu | Xingzhong Xu

The maximum domain of attraction of multivariate extreme value distributions is small

JOURNAL ARTICLE published 1 January 2022 in Electronic Communications in Probability

Authors: Paolo Leonetti | Amir Khorrami Chokami

Copulas, Multivariate Risk - Neutral Distributions and Implied Dependence Functions

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sophie Coutant | Valdo Durrleman | Grégory Rapuch | Thierry Roncalli

On a multivariate copula-based dependence measure and its estimation

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Florian Griessenberger | Robert R. Junker | Wolfgang Trutschnig

A multivariate version of Hoeffding's inequality

JOURNAL ARTICLE published 1 January 2006 in Electronic Communications in Probability

Authors: Peter Major

Measure Concentration for Compound Poisson Distributions

JOURNAL ARTICLE published 1 January 2006 in Electronic Communications in Probability

Authors: Ioannis Kontoyiannis | Mokshay Madiman

Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Probability

Authors: Tomasz Bielecki | Jacek Jakubowski | Mariusz Niewęgłowski

Extremal decomposition for random Gibbs measures: from general metastates to metastates on extremal random Gibbs measures

JOURNAL ARTICLE published 1 January 2018 in Electronic Communications in Probability

Authors: Codina Cotar | Benedikt Jahnel | Christof Külske

General Extremal Dependence Concepts

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Giovanni Puccetti | Ruodu Wang