Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach [PDF]
AMS classifications: 62G10, 62G20; 62J05.aligned rank statistics;orthonormal design matrix;repeated measurements;Chernoff-Savage ...
Einmahl, J.H.J. +3 more
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Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution [PDF]
AMS classifications: 62G20; 62G32;bias;exchange rate;heavy tails;peaks-over-threshold;regular variation;tail ...
Beirlant, J., Joossens, E., Segers, J.
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Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]
AMS classifications: 62G20, 62G32;asymptotic normality;confidence intervals;Edgeworth expansions;extreme value index;Hill estimator;regular variation;tail ...
Haeusler, E., Segers, J.
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KARHUNEN-LOÈVE BASIS IN GOODNESS-OF-FIT TESTS DECOMPOSITION: AN EVALUATION [PDF]
In a previous paper (Grané and Fortiana 2006) we studied a flexible class of goodness-of-fit tests associated with an orthogonal sequence, the Karhunen-Loève decomposition of a stochastic process derived from the null hypothesis.
Aurea Grane, Josep Fortiana
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Testing Linear Operator Constraints in Functional Response Regression with Incomplete Response Functions. [PDF]
Electron J Stat, 2023 Park Y, Han K, Simpson DG.
europepmc +1 more source
The notion of breakdown point was introduced by Hampel (1968, 1971) and has since played an important role in the theory and practice of robust statistics.
Davies, P. Laurie, Gather, Ursula
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Kernel Estimation of Cumulative Residual Tsallis Entropy and Its Dynamic Version under ρ-Mixing Dependent Data. [PDF]
Entropy (Basel), 2021 Irshad MR +3 more
europepmc +1 more source
Higher Order Estimating Equations for High-dimensional Models
, 2015 We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations.
Li, Lingling +4 more
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Rates of convergence for regression with the graph poly-Laplacian. [PDF]
Sampl Theory Signal Process Data Anal, 2023 Trillos NG, Murray R, Thorpe M.
europepmc +1 more source
Spectral calibration of exponential Lévy Models [2] [PDF]
The calibration of financial models has become rather important topic in recent years mainly because of the need to price increasingly complex options in a consistent way.
Denis Belomestny, Markus Reiß
core