Empirical likelihood for spatial dynamic panel data models. [PDF]
J Korean Stat Soc, 2022 Li Y, Qin Y.
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Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes. [PDF]
Rev Mat Complut, 2021 Bouzebda S, Didi S.
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A review of tests for exponentiality with Monte Carlo comparisons. [PDF]
J Appl Stat, 2022 Ossai EO, Madukaife MS, Oladugba AV.
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DOUBLY DEBIASED LASSO: HIGH-DIMENSIONAL INFERENCE UNDER HIDDEN CONFOUNDING. [PDF]
Ann Stat, 2022 Guo Z, Ćevid D, Bühlmann P.
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Testing simultaneously different covariance block diagonal structures - the multi-sample case. [PDF]
J Appl Stat, 2020 Marques FJ, Coelho CA.
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The large-sample asymptotic behaviour of quartet-based summary methods for species tree inference. [PDF]
J Math Biol, 2022 Chan YB, Li Q, Scornavacca C.
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ASYMPTOTIC DISTRIBUTIONS OF HIGH-DIMENSIONAL DISTANCE CORRELATION INFERENCE. [PDF]
Ann Stat, 2021 Gao L, Fan Y, Lv J, Shao QM.
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Covariance estimation via fiducial inference. [PDF]
Stat Theory Relat Fields, 2021 Shi WJ, Hannig J, Lai RCS, Lee TCM.
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High Dimensional Change Point Inference: Recent Developments and Extensions. [PDF]
J Multivar Anal, 2022 Liu B, Zhang X, Liu Y.
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Self-Normalized Moderate Deviations for Degenerate U-Statistics. [PDF]
Entropy (Basel)Ge L, Sang H, Shao QM.
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