Results 71 to 80 of about 236 (144)

Goodness-of-fit test for switching diffusion

Goodness of fit tests, Cramér–von Mises tests, Karhunen-Loève expansion, Gaussian processes, Bessel functions, Asymptotic properties, Consistent tests, 62G10, 62G20, 62M02,
A. Gassem
core   +1 more source

Two multivariate online change detection models. [PDF]

J Appl Stat, 2022
Guo L, Modarres R.
europepmc   +1 more source

Quantile regression for general spatial panel data models with fixed effects. [PDF]

J Appl Stat, 2020
Dai X, Yan Z, Tian M, Tang M.
europepmc   +1 more source

Generalized Species Richness Indices for Diversity. [PDF]

Entropy (Basel), 2022
Zhang Z.
europepmc   +1 more source

Empirical likelihood for density-weighted average derivatives

Average derivative, Density weighting, Empirical likelihood, Kernel smoothing, Single-index model, 62G08, 62G20, 62H12,
Xuewen Lu, Wanrong Liu
core   +1 more source

FUNCTIONAL SUFFICIENT DIMENSION REDUCTION THROUGH AVERAGE FRÉCHET DERIVATIVES. [PDF]

Ann Stat, 2022
Lee KY, Li L.
europepmc   +1 more source

A maxiset approach of a Gaussian noise model

Gaussian noise, Warped wavelets, Besov spaces, Minimax, Muckenhoupt weights, Wavelet thresholding, Maxiset, 62G07, 62G20, 42B20,
Christophe Chesneau
core   +1 more source

Kernel type smoothed quantile estimation under long memory

Asymptotic normality, Long memory time series, Quantile estimation, Strong consistency, 62M10, 62G05, 62G20,
Lihong Wang
core   +1 more source

Correcting an estimator of a multivariate monotone function with isotonic regression. [PDF]

Electron J Stat, 2020
Westling T, van der Laan MJ, Carone M.
europepmc   +1 more source

On optimal portfolio diversification with respect to extreme risks

Portfolio optimization, Risk management, Diversification effects, Multivariate extremes, 62G32, 62G05, 62G20, 62P05, C13, C14, G11,
Ludger Rüschendorf, Georg Mainik
core   +1 more source