Edmilson Rodrigues Pinto, Leandro Alves Pereira, On variable selection in joint modeling of mean and dispersion, Brazilian Journal of Probability and Statistics, Vol. 35, No. 4 (2021), pp. 875-894 ...

Journal of Applied Probability, Vol. 31, Studies in Applied Probability (1994), pp. 49-62 (14 pages) Let M be a random matrix chosen from Haar measure on the unitary group Un. Let Z = X + iY be a ...

The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.