In this paper, we establish the partial correlation graph for multivariate continuous-time stochastic processes, assuming only that the underlying process is stationary and mean-square continuous with expectation zero and spectral density function. In the partial correlation graph, the vertices...

The prediction of record values based on a single sample has been studied extensively in the literature. The case of two observed samples of records has also been considered, where a record of one sample is predicted based on data of both samples. In a multi-sample set-up, simultaneous...

In this paper, structural properties of (progressive) hybrid censoring schemes are established by studying the possible data scenarios resulting from the hybrid censoring scheme. The results illustrate that the distributions of hybrid censored random variables can be immediately derived from the...

Skewness and kurtosis are natural characteristics of a distribution. While it has long been recognized that they are more intrinsically entangled than other characteristics like location and dispersion, this has recently been made more explicit by Eberl and Klar (Stat Papers 65:415–433, 2024)...

Applying analytic approximations for computing multivariate normal cumulative distribution functions has led to a substantial improvement in the estimability of mixed multinomial probit models, both in terms of accuracy and especially in terms of computation time. This paper makes a contribution...