:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Pavel, Ievlev, Shashkov, Timofei
Format:	Preprint
Published:	2025
Subjects:	Probability Statistics Theory 60E15, 62H05
Online Access:	https://arxiv.org/abs/2501.02553
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Deficiency bounds for the multivariate inverse hypergeometric distribution
by: Ouimet, Frédéric
Published: (2023)

Central and noncentral moments of the multivariate hypergeometric distribution
by: Ouimet, Frédéric
Published: (2024)

Exact upper bound for copulas with a given diagonal section
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)

Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)

The exact region and an inequality between Chatterjee's and Spearman's rank correlations
by: Ansari, Jonathan, et al.
Published: (2025)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
by: Jaworski, Piotr, et al.
Published: (2022)

On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
by: Genest, Christian, et al.
Published: (2024)

On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
by: Genest, Christian, et al.
Published: (2025)

Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas
by: Cattaneo, Matias D., et al.
Published: (2025)

Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation
by: Kaiser, Henrik, et al.
Published: (2025)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

A note on the geodesic normal distribution on the sphere
by: Chacón, José E., et al.
Published: (2024)

On a copula product linking Wasserstein correlations and rearranged dependence measures
by: Ansari, Jonathan
Published: (2026)

Tests for the mean of high-dimensional data
by: Ferger, Dietmar
Published: (2026)

Complete corrected formula for generating functions of the hypergeometric distribution
by: Yamamoto, Ken
Published: (2024)

Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices
by: Li, Yanpeng, et al.
Published: (2024)

An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)

New formulas for moments of the multivariate normal distribution extending Stein's lemma and Isserlis theorem
by: Mamis, Konstantinos
Published: (2022)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
by: Belzile, Léo R., et al.
Published: (2022)

Extremal negative dependence and the strongly Rayleigh property
by: Cossette, Hélène, et al.
Published: (2025)

Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
by: Azaïs, Jean-Marc, et al.
Published: (2024)

On the epsilon-delta Structure Underlying Chatterjee's Rank Correlation
by: Sato, Zeusu
Published: (2025)

Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
by: Di Crescenzo, Antonio, et al.
Published: (2021)

Approximations for the number of maxima and near-maxima in independent data
by: Daly, Fraser
Published: (2025)

Graphical Negative Multinomial and Multinomial Models with Dirichlet-type priors
by: Danielewska, Iza, et al.
Published: (2023)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)

Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)

On $q$-Order Statistics
by: Vamvakari, Malvina
Published: (2023)

Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
by: Gaudlitz, Sascha
Published: (2023)

High-dimensional bootstrap and asymptotic expansion
by: Koike, Yuta
Published: (2024)

Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)

Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)

W-transforms: Uniformity-preserving transformations and induced dependence structures
by: Hofert, Marius, et al.
Published: (2025)

Comment on "Worst-case Nonparametric Bounds for the Student T-statistic", arXiv:2508.13226
by: Pinelis, Iosif
Published: (2025)

Results related to the Gaussian product inequality conjecture for mixed-sign exponents in arbitrary dimension
by: Lan, Guolie, et al.
Published: (2025)

On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021)

Concentration and moment inequalities for sums of independent heavy-tailed random matrices
by: Jirak, Moritz, et al.
Published: (2024)

Complete Asymptotic Expansions for the Normalizing Constants of High-Dimensional Matrix Bingham and Matrix Langevin Distributions
by: Bagyan, Armine, et al.
Published: (2024)

Remarks on stationary GARCH processes under heavy tail distributions
by: Taberner-Ortiz, Marc, et al.
Published: (2026)