Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data. [PDF]
Entropy (Basel), 2023 Litimein O +4 more
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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
A power comparison between nonparametric regression tests [PDF]
In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques.
Dette, Holger, Zhang, Chunming
core
Goodness-of-fit tests for the logistic location family. [PDF]
J Appl Stat, 2020 Nikitin YY, Ragozin IA.
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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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Generalized Species Richness Indices for Diversity. [PDF]
Entropy (Basel), 2022 Zhang Z.
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Quantile regression for general spatial panel data models with fixed effects. [PDF]
J Appl Stat, 2020 Dai X, Yan Z, Tian M, Tang M.
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Two multivariate online change detection models. [PDF]
J Appl Stat, 2022 Guo L, Modarres R.
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FUNCTIONAL SUFFICIENT DIMENSION REDUCTION THROUGH AVERAGE FRÉCHET DERIVATIVES. [PDF]
Ann Stat, 2022 Lee KY, Li L.
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Correcting an estimator of a multivariate monotone function with isotonic regression. [PDF]
Electron J Stat, 2020 Westling T, van der Laan MJ, Carone M.
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