Quaderni di Dipartimento Limiting behavior of the search cost distribution for the move-to-front rule in the stable case Fabrizio Leisen

Source URL: economia.unipv.it

Expectations of linear functions with respect to truncated multinormal distributions, with applications for uncertainty analysis in environmental modelling Jason J. Sharples and John C.V. Pezzey Australian National Unive

Source URL: een.anu.edu.au

• Probability distributions
• Stable distributions
• Normal distribution
• Expected value
• Multivariate normal distribution
• Moment-generating function
• Truncated distribution
• Distribution
• Variance

Joint Mixability Bin Wang∗ and Ruodu Wang† 23 July 2015 Abstract Many optimization problems in probabilistic combinatorics and mass transportation impose fixed marginal constraints. A natural and open question in thi

Source URL: sas.uwaterloo.ca

• Mathematical analysis
• Statistics
• Probability
• Probability distributions
• Stable distributions
• Distribution
• Functional analysis
• Normal distribution
• Multivariate normal distribution
• Probability density function
• Joint probability distribution
• Elliptical distribution

June 26, 2001; Remark 2 added August 7, 2002 Discussion of credit risks added Nov. 28, 2002 KENDALL’S TAU FOR ELLIPTICAL DISTRIBUTIONS∗ FILIP LINDSKOG, ALEXANDER MCNEIL, AND UWE SCHMOCK

Source URL: people.kth.se

• Mathematical analysis
• Probability
• Statistics
• Probability distributions
• Stable distributions
• Generalized functions
• Probability theory
• Normal distribution
• Characteristic function
• Distribution
• Multivariate normal distribution
• Correlation and dependence

Exponential Natural Evolution Strategies Tobias Glasmachers Tom Schaul Sun Yi

Source URL: people.idsia.ch

• Algebra
• Mathematics
• Mathematical analysis
• Evolutionary algorithms
• Matrix theory
• Stochastic optimization
• Probability distributions
• Stable distributions
• Natural evolution strategy
• CMA-ES
• Evolution strategy
• Normal distribution

Journal of EMPIRICAL ELSEVIER Journal of Empirical Finance

Source URL: www.ssc.wisc.edu

• Statistics
• Probability
• Mathematical finance
• Covariance and correlation
• Probability distributions
• Stable distributions
• Statistical tests
• Covariance
• Heteroscedasticity
• Variance
• Normal distribution
• Portfolio optimization

Jackknife Empirical Likelihood Test for Equality of Two High Dimensional Means Ruodu Wang1 , Liang Peng1 and Yongcheng Qi2 Abstract It has been a long history to test the equality of two multivariate means. One popular t

Source URL: sas.uwaterloo.ca

• Covariance and correlation
• Probability distributions
• Stable distributions
• Algebra of random variables
• Covariance
• Multivariate normal distribution
• Estimation of covariance matrices
• Normal distribution
• Multiplier

Journal of Machine Learning Research–1959 Submitted 10/05; PublishedA Unifying View of Sparse Approximate Gaussian Process Regression

Source URL: jmlr.org

• Mathematical analysis
• Statistical theory
• Probability theory
• Normal distribution
• Stable distributions
• Multivariate normal distribution
• Regression analysis
• Gaussian process
• Kalman filter

Sum of Arbitrarily Dependent Random Variables Ruodu Wang∗ September 15, 2014 Abstract In many classic problems of asymptotic analysis, it appears that the scaled average of a

Source URL: sas.uwaterloo.ca

• Probability distributions
• Central limit theorem
• Stable distribution
• Normal distribution
• Asymptotic distribution
• Expected value
• Relationships among probability distributions
• Cumulative distribution function