Unified Stein‐Type Characterizations of Bivariate Count Distributions With Applications
Scandinavian Journal of Statistics, EarlyView.ABSTRACT The derivation and application of Stein identities have received considerable research interest, especially for continuous distributions and univariate discrete distributions. In this article, we derive a unified Stein‐type characterization for three bivariate count models, namely the bivariate Poisson, type‐I bivariate binomial, and bivariate
Shaochen Wang, Christian H. Weiß
wiley +1 more source
Robust Augmented-Diffusion Filtered-x Maximum Correntropy Criterion for Distributed Active Noise Control Under Impulsive Noise. [PDF]
Entropy (Basel)Peng D, He Y, Liu Q.
europepmc +1 more source
Recursive and recursively enumerable manifolds. I.
Notre Dame Journal of Formal Logic, 1977 openaire +5 more sources
Revenge Russell‐Myhill and the Ramified Hierarchy
Theoria, EarlyView.ABSTRACT The Russell‐Myhill paradox targeting the structuralist view of proposition in classical higher‐order logic is blocked by implementing restrictions associated with an ordinary account of predicativity. However, it has been shown that these restrictions are not safe: “revenge” versions of the paradox show the inconsistency of the structuralist ...
Jacopo Berneri
wiley +1 more source
Complex Operator Growth in Dissipative Quantum Systems. [PDF]
Entropy (Basel)Wakaura H, Tanimae T.
europepmc +1 more source
The Retirement Spending Smile Revisited: Cross‐Sectional Patterns Versus Within‐Household Dynamics
FINANCIAL PLANNING REVIEW, Volume 9, Issue 4, December 2026.ABSTRACT The “retirement spending smile” (Blanchett, 2014), a U‐shaped pattern in the rate of retiree spending change, has influenced how advisors project retirement spending. We reconstruct Blanchett's analysis using RAND HRS/CAMS data (2001–2009) and extend it with panel methods through 2021.
Derek Tharp
wiley +1 more source
Joint Target-Message Reception of Constant-Envelope CPM for Joint Radar and Communications. [PDF]
Sensors (Basel)Xu J, Wu G, Liu J.
europepmc +1 more source
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, Volume 45, Issue 8, Page 3403-3426, December 2026.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
, 2017 A clear and focused introduction to recursion theory that is ideal for teaching and self ...
Shoenfield, Joseph R
core
Self-Referential Introspection in Large Language Models: The Critical Threshold for Recursive Self-Improvement. [PDF]
Entropy (Basel)Zhang J, Yuan B, Zhang Q.
europepmc +1 more source