Ben Abdellah, Amal; L’Ecuyer, Pierre; Owen, Art B.; Puchhammer, Florian Density estimation by randomized quasi-Monte Carlo. (English) Zbl 07332581 SIAM/ASA J. Uncertain. Quantif. 9, 280-301 (2021). MSC: 62G07 62G20 65C05 PDF BibTeX XML Cite \textit{A. Ben Abdellah} et al., SIAM/ASA J. Uncertain. Quantif. 9, 280--301 (2021; Zbl 07332581) Full Text: DOI
Sun, Xiaoxiao; Zhong, Wenxuan; Ma, Ping An asymptotic and empirical smoothing parameters selection method for smoothing spline ANOVA models in large samples. (English) Zbl 07331904 Biometrika 108, No. 1, 149-166 (2021). MSC: 62J10 62F12 65D07 62P10 PDF BibTeX XML Cite \textit{X. Sun} et al., Biometrika 108, No. 1, 149--166 (2021; Zbl 07331904) Full Text: DOI
Ertefaie, Ashkan; McKay, James R.; Oslin, David; Strawderman, Robert L. Robust Q-learning. (English) Zbl 07329749 J. Am. Stat. Assoc. 116, No. 533, 368-381 (2021). MSC: 62P10 62F12 62J10 PDF BibTeX XML Cite \textit{A. Ertefaie} et al., J. Am. Stat. Assoc. 116, No. 533, 368--381 (2021; Zbl 07329749) Full Text: DOI
Guo, Wenchuan; Zhou, Xiao-Hua; Ma, Shujie Estimation of optimal individualized treatment rules using a covariate-specific treatment effect curve with high-dimensional covariates. (English) Zbl 07329748 J. Am. Stat. Assoc. 116, No. 533, 309-321 (2021). MSC: 62P10 62F12 62J10 PDF BibTeX XML Cite \textit{W. Guo} et al., J. Am. Stat. Assoc. 116, No. 533, 309--321 (2021; Zbl 07329748) Full Text: DOI
Cao, Jiling; Kim, Jeong-Hoon; Zhang, Wenjun Pricing variance swaps under hybrid CEV and stochastic volatility. (English) Zbl 07305143 J. Comput. Appl. Math. 386, Article ID 113220, 15 p. (2021). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{J. Cao} et al., J. Comput. Appl. Math. 386, Article ID 113220, 15 p. (2021; Zbl 07305143) Full Text: DOI
Bera, Anil K.; Doğan, Osman; Taşpınar, Süleyman Asymptotic variance of test statistics in the ML and QML frameworks. (English) Zbl 07303018 J. Stat. Theory Pract. 15, No. 1, Paper No. 2, 25 p. (2021). MSC: 62F05 62F12 62E20 PDF BibTeX XML Cite \textit{A. K. Bera} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 2, 25 p. (2021; Zbl 07303018) Full Text: DOI
Bose, Arup; Bhattacharjee, Madhuchhanda Kernel density estimates in a non-standard situation. (English) Zbl 07303010 J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021). MSC: 62G07 62E20 60E15 60B20 15B52 PDF BibTeX XML Cite \textit{A. Bose} and \textit{M. Bhattacharjee}, J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021; Zbl 07303010) Full Text: DOI
Shen, Yandi; Gao, Chao; Witten, Daniela; Han, Fang Optimal estimation of variance in nonparametric regression with random design. (English) Zbl 07315923 Ann. Stat. 48, No. 6, 3589-3618 (2020). MSC: 62G08 62G20 62C20 62K20 PDF BibTeX XML Cite \textit{Y. Shen} et al., Ann. Stat. 48, No. 6, 3589--3618 (2020; Zbl 07315923) Full Text: DOI Euclid
Edelmann, Dominic; Richards, Donald; Vogel, Daniel The distance standard deviation. (English) Zbl 07315915 Ann. Stat. 48, No. 6, 3395-3416 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H20 62H30 62G10 62G30 62E10 60E10 60E15 PDF BibTeX XML Cite \textit{D. Edelmann} et al., Ann. Stat. 48, No. 6, 3395--3416 (2020; Zbl 07315915) Full Text: DOI Euclid
Geraldo, Issa Cherif On the maximum likelihood estimator for a discrete multivariate crash frequencies model. (English. French summary) Zbl 1455.62054 Afr. Stat. 15, No. 2, 2335-2348 (2020). MSC: 62P30 62F10 62F12 62H12 PDF BibTeX XML Cite \textit{I. C. Geraldo}, Afr. Stat. 15, No. 2, 2335--2348 (2020; Zbl 1455.62054) Full Text: DOI Euclid
Kuchibhotla, Arun K.; Brown, Lawrence D.; Buja, Andreas; Cai, Junhui; George, Edward I.; Zhao, Linda H. Valid post-selection inference in model-free linear regression. (English) Zbl 1455.62137 Ann. Stat. 48, No. 5, 2953-2981 (2020). MSC: 62J05 62J10 62J15 62H12 62F40 62F25 62F12 PDF BibTeX XML Cite \textit{A. K. Kuchibhotla} et al., Ann. Stat. 48, No. 5, 2953--2981 (2020; Zbl 1455.62137) Full Text: DOI Euclid
Kazemi, Ramin; Behtoei, Ali Hosoya index of tree structures. (English) Zbl 07283105 Trans. Comb. 9, No. 3, 161-169 (2020). MSC: 05C09 05C05 60F05 11B39 PDF BibTeX XML Cite \textit{R. Kazemi} and \textit{A. Behtoei}, Trans. Comb. 9, No. 3, 161--169 (2020; Zbl 07283105) Full Text: DOI
Sangnawakij, Patarawan; Niwitpong, Sa-Aat Interval estimation for the common coefficient of variation of gamma distributions. (English) Zbl 1454.62104 Thail. Stat. 18, No. 3, 340-353 (2020). MSC: 62F25 62F10 62J10 62P30 PDF BibTeX XML Cite \textit{P. Sangnawakij} and \textit{S.-A. Niwitpong}, Thail. Stat. 18, No. 3, 340--353 (2020; Zbl 1454.62104) Full Text: Link
Yang, Shu; Kim, Jae Kwang Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework. (English) Zbl 1454.62095 Scand. J. Stat. 47, No. 3, 839-861 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62F12 62F40 62D10 60F05 60G44 PDF BibTeX XML Cite \textit{S. Yang} and \textit{J. K. Kim}, Scand. J. Stat. 47, No. 3, 839--861 (2020; Zbl 1454.62095) Full Text: DOI
Kumar, T. Krishna; Vinod, H. D.; Deman, Suresh Dr C R Rao’s contributions to the advancement of economic science. (English) Zbl 1446.62006 Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 45, 16 p. (2020). MSC: 62-03 91-03 01A70 62P20 PDF BibTeX XML Cite \textit{T. K. Kumar} et al., Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 45, 16 p. (2020; Zbl 1446.62006) Full Text: DOI
Deng, Lu; Zou, Changliang; Wang, Zhaojun; Chen, Xin Testing constancy of conditional variance in high dimension. (English) Zbl 1454.62167 Stat. Sin. 30, No. 3, 1633-1655 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62H15 62H12 62P10 46N30 PDF BibTeX XML Cite \textit{L. Deng} et al., Stat. Sin. 30, No. 3, 1633--1655 (2020; Zbl 1454.62167) Full Text: DOI
Wooldridge, Jeffrey M. On the consistency of the logistic quasi-MLE under conditional symmetry. (English) Zbl 1452.62552 Econ. Lett. 194, Article ID 109363, 3 p. (2020). MSC: 62J12 62F12 62F35 PDF BibTeX XML Cite \textit{J. M. Wooldridge}, Econ. Lett. 194, Article ID 109363, 3 p. (2020; Zbl 1452.62552) Full Text: DOI
Ke, Chenlu; Yin, Xiangrong Expected conditional characteristic function-based measures for testing independence. (English) Zbl 1445.62091 J. Am. Stat. Assoc. 115, No. 530, 985-996 (2020). MSC: 62G10 62G20 62J10 PDF BibTeX XML Cite \textit{C. Ke} and \textit{X. Yin}, J. Am. Stat. Assoc. 115, No. 530, 985--996 (2020; Zbl 1445.62091) Full Text: DOI
Chen, Xiaoying; Qin, Yongsong Empirical likelihood estimation of error variance in linear regression model with missing data. (Chinese. English summary) Zbl 07267377 Math. Pract. Theory 50, No. 4, 240-248 (2020). MSC: 62F12 62J05 62J10 PDF BibTeX XML Cite \textit{X. Chen} and \textit{Y. Qin}, Math. Pract. Theory 50, No. 4, 240--248 (2020; Zbl 07267377)
Shao, Sihong; Xiong, Yunfeng Branching random walk solutions to the Wigner equation. (English) Zbl 1448.81419 SIAM J. Numer. Anal. 58, No. 5, 2589-2608 (2020). MSC: 81S30 60J85 34E05 35S05 65C35 62J10 PDF BibTeX XML Cite \textit{S. Shao} and \textit{Y. Xiong}, SIAM J. Numer. Anal. 58, No. 5, 2589--2608 (2020; Zbl 1448.81419) Full Text: DOI
Li, Haoran; Aue, Alexander; Paul, Debashis High-dimensional general linear hypothesis tests via non-linear spectral shrinkage. (English) Zbl 07256152 Bernoulli 26, No. 4, 2541-2571 (2020). MSC: 62H15 62E20 62J07 62J10 62M15 60B20 PDF BibTeX XML Cite \textit{H. Li} et al., Bernoulli 26, No. 4, 2541--2571 (2020; Zbl 07256152) Full Text: DOI Euclid
Wang, Xuexin; Sun, Yixiao An asymptotic \(F\) test for uncorrelatedness in the presence of time series dependence. (English) Zbl 1450.62105 J. Time Ser. Anal. 41, No. 4, 536-550 (2020). MSC: 62M07 62F05 62M10 62H20 PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Sun}, J. Time Ser. Anal. 41, No. 4, 536--550 (2020; Zbl 1450.62105) Full Text: DOI
Franks, Jordan; Vihola, Matti Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance. (English) Zbl 1455.60099 Stochastic Processes Appl. 130, No. 10, 6157-6183 (2020). MSC: 60J22 65C05 PDF BibTeX XML Cite \textit{J. Franks} and \textit{M. Vihola}, Stochastic Processes Appl. 130, No. 10, 6157--6183 (2020; Zbl 1455.60099) Full Text: DOI
Amorino, Chiara; Gloter, Arnaud Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. (English) Zbl 1456.62038 Stochastic Processes Appl. 130, No. 10, 5888-5939 (2020). MSC: 62F12 60J76 60J60 60H30 60G48 60F17 PDF BibTeX XML Cite \textit{C. Amorino} and \textit{A. Gloter}, Stochastic Processes Appl. 130, No. 10, 5888--5939 (2020; Zbl 1456.62038) Full Text: DOI
Li, Haoran; Aue, Alexander; Paul, Debashis; Peng, Jie; Wang, Pei An adaptable generalization of Hotelling’s \(T^2\) test in high dimension. (English) Zbl 1451.62083 Ann. Stat. 48, No. 3, 1815-1847 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62J10 62H15 62H20 60B20 60G15 15B52 62P10 PDF BibTeX XML Cite \textit{H. Li} et al., Ann. Stat. 48, No. 3, 1815--1847 (2020; Zbl 1451.62083) Full Text: DOI Euclid
Zanin Zambom, Adriano; Gel, Yulia R. Testing for local covariate trend effects in volatility models. (English) Zbl 1450.62119 Electron. J. Stat. 14, No. 2, 2529-2550 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 62G10 62G20 62J10 91B84 62P20 PDF BibTeX XML Cite \textit{A. Zanin Zambom} and \textit{Y. R. Gel}, Electron. J. Stat. 14, No. 2, 2529--2550 (2020; Zbl 1450.62119) Full Text: DOI Euclid
Hedenmalm, Haakan; Shimorin, Serguei Gaussian analytic functions and operator symbols of Dirichlet type. (English) Zbl 1450.30024 Adv. Math. 372, Article ID 107301, 37 p. (2020). Reviewer: Dmitri V. Prokhorov (Saratov) MSC: 30C40 30B20 30C55 60G55 15A45 15A60 PDF BibTeX XML Cite \textit{H. Hedenmalm} and \textit{S. Shimorin}, Adv. Math. 372, Article ID 107301, 37 p. (2020; Zbl 1450.30024) Full Text: DOI
Fahrenwaldt, Matthias A.; Sun, Chaofan Expected utility approximation and portfolio optimisation. (English) Zbl 1446.91076 Insur. Math. Econ. 93, 301-314 (2020). MSC: 91G10 91B16 49J55 PDF BibTeX XML Cite \textit{M. A. Fahrenwaldt} and \textit{C. Sun}, Insur. Math. Econ. 93, 301--314 (2020; Zbl 1446.91076) Full Text: DOI
Eriksson, Frank; Martinussen, Torben; Nielsen, Søren Feodor Large sample results for frequentist multiple imputation for Cox regression with missing covariate data. (English) Zbl 07223268 Ann. Inst. Stat. Math. 72, No. 4, 969-996 (2020). MSC: 62P10 62J02 62N02 62D10 62E20 PDF BibTeX XML Cite \textit{F. Eriksson} et al., Ann. Inst. Stat. Math. 72, No. 4, 969--996 (2020; Zbl 07223268) Full Text: DOI
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. (English) Zbl 1446.62248 Adv. Appl. Probab. 52, No. 1, 237-265 (2020). MSC: 62M10 60F05 PDF BibTeX XML Cite \textit{V. Pilipauskaitė} et al., Adv. Appl. Probab. 52, No. 1, 237--265 (2020; Zbl 1446.62248) Full Text: DOI
Kopčová, Veronika; Žežula, Ivan On intraclass structure estimation in the growth curve model. (English) Zbl 1443.62157 Stat. Pap. 61, No. 3, 1085-1106 (2020). MSC: 62H12 62H20 62J10 62F12 PDF BibTeX XML Cite \textit{V. Kopčová} and \textit{I. Žežula}, Stat. Pap. 61, No. 3, 1085--1106 (2020; Zbl 1443.62157) Full Text: DOI
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin Asymptotic F tests under possibly weak identification. (English) Zbl 1456.62211 J. Econom. 218, No. 1, 140-177 (2020). MSC: 62M10 62E20 62F05 62H12 62P20 PDF BibTeX XML Cite \textit{J. Martínez-Iriarte} et al., J. Econom. 218, No. 1, 140--177 (2020; Zbl 1456.62211) Full Text: DOI
Gobet, Emmanuel; Stazhynski, Uladzislau Parametric inference for diffusions observed at stopping times. (English) Zbl 1441.62235 Electron. J. Stat. 14, No. 1, 2098-2122 (2020). MSC: 62M10 62L15 62F03 60F05 60J60 60G40 62F12 PDF BibTeX XML Cite \textit{E. Gobet} and \textit{U. Stazhynski}, Electron. J. Stat. 14, No. 1, 2098--2122 (2020; Zbl 1441.62235) Full Text: DOI Euclid
Choi, Michael C. H.; Huang, Lu-Jing On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations. (English) Zbl 1434.60199 J. Theor. Probab. 33, No. 2, 1144-1163 (2020). MSC: 60J27 60J28 PDF BibTeX XML Cite \textit{M. C. H. Choi} and \textit{L.-J. Huang}, J. Theor. Probab. 33, No. 2, 1144--1163 (2020; Zbl 1434.60199) Full Text: DOI
Chen, Xi; Lee, Jason D.; Tong, Xin T.; Zhang, Yichen Statistical inference for model parameters in stochastic gradient descent. (English) Zbl 1440.62287 Ann. Stat. 48, No. 1, 251-273 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J10 62M02 60K35 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Stat. 48, No. 1, 251--273 (2020; Zbl 1440.62287) Full Text: DOI Euclid
Song, Yuping; Hou, Weijie; Yang, Guang Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model. (English) Zbl 1437.62167 Methodol. Comput. Appl. Probab. 22, No. 1, 191-221 (2020). MSC: 62G20 62M05 60J60 62P05 PDF BibTeX XML Cite \textit{Y. Song} et al., Methodol. Comput. Appl. Probab. 22, No. 1, 191--221 (2020; Zbl 1437.62167) Full Text: DOI
Ouled Said, A. Some remark on the asymptotic variance in a drift accelerated diffusion. (English) Zbl 1437.60049 Stat. Probab. Lett. 162, Article ID 108748, 4 p. (2020). MSC: 60J60 60J35 34K08 PDF BibTeX XML Cite \textit{A. Ouled Said}, Stat. Probab. Lett. 162, Article ID 108748, 4 p. (2020; Zbl 1437.60049) Full Text: DOI
Chauvet, Guillaume Large sample properties of the Midzuno sampling scheme with probabilities proportional to size. (English) Zbl 1436.62037 Stat. Probab. Lett. 159, Article ID 108680, 4 p. (2020). MSC: 62D05 62E20 PDF BibTeX XML Cite \textit{G. Chauvet}, Stat. Probab. Lett. 159, Article ID 108680, 4 p. (2020; Zbl 1436.62037) Full Text: DOI
Zheng, Shurong; Lin, Ruitao; Guo, Jianhua; Yin, Guosheng Testing homogeneity of high-dimensional covariance matrices. (English) Zbl 1444.62074 Stat. Sin. 30, No. 1, 35-53 (2020). MSC: 62H12 62H20 62J10 62P10 PDF BibTeX XML Cite \textit{S. Zheng} et al., Stat. Sin. 30, No. 1, 35--53 (2020; Zbl 1444.62074) Full Text: DOI
Moriyama, Taku; Maesono, Yoshihiko New kernel estimators of the hazard ratio and their asymptotic properties. (English) Zbl 1441.62094 Ann. Inst. Stat. Math. 72, No. 1, 187-211 (2020). Reviewer: Kurt Marti (München) MSC: 62G07 62G20 PDF BibTeX XML Cite \textit{T. Moriyama} and \textit{Y. Maesono}, Ann. Inst. Stat. Math. 72, No. 1, 187--211 (2020; Zbl 1441.62094) Full Text: DOI
Boente, Graciela; Pardo-Fernández, Juan Carlos Testing for superiority between two variance functions. (English) Zbl 07153422 Stat. Probab. Lett. 156, Article ID 108612, 8 p. (2020). MSC: 62G10 62G08 62E20 PDF BibTeX XML Cite \textit{G. Boente} and \textit{J. C. Pardo-Fernández}, Stat. Probab. Lett. 156, Article ID 108612, 8 p. (2020; Zbl 07153422) Full Text: DOI
Hsieh, Chien-Shu Time-distributed multi-step delayed input and state estimation. (English) Zbl 1430.93202 Automatica 112, Article ID 108700, 7 p. (2020). MSC: 93E10 93D20 93C43 PDF BibTeX XML Cite \textit{C.-S. Hsieh}, Automatica 112, Article ID 108700, 7 p. (2020; Zbl 1430.93202) Full Text: DOI
Miroshnychenko, V. O. Residual analysis in regression mixture model. (Ukrainian. English summary) Zbl 07277697 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 8-16 (2019). MSC: 62J02 62J05 62J12 62H30 PDF BibTeX XML Cite \textit{V. O. Miroshnychenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 8--16 (2019; Zbl 07277697) Full Text: DOI
Sugiyama, Takatoshi; Hyodo, Masashi; Watanabe, Hiroki; Tsukada, Shin-ichi; Seo, Takashi Test for equality of generalized variance in high-dimensional and large sample settings. (English) Zbl 1448.62083 SUT J. Math. 55, No. 2, 139-154 (2019). MSC: 62H15 62H12 62E20 62R07 PDF BibTeX XML Cite \textit{T. Sugiyama} et al., SUT J. Math. 55, No. 2, 139--154 (2019; Zbl 1448.62083)
Cai, T. Tony Gaussianization machines for non-Gaussian function estimation models. (English) Zbl 1440.62115 Stat. Sci. 34, No. 4, 635-656 (2019). MSC: 62G07 62G08 42C40 PDF BibTeX XML Cite \textit{T. T. Cai}, Stat. Sci. 34, No. 4, 635--656 (2019; Zbl 1440.62115) Full Text: DOI Euclid
Wang, Chengjie; Hu, Qingpei; Yu, Dan Assessment of reliability in accelerated degradation testing with initial status incorporated. (English) Zbl 07229570 Li, Quan-Lin (ed.) et al., Stochastic models in reliability, network security and system safety. Essays dedicated to Professor Jinhua Cao on the occasion of his 80th birthday. Singapore: Springer (ISBN 978-981-15-0863-9/pbk; 978-981-15-0864-6/ebook). Communications in Computer and Information Science 1102, 229-239 (2019). MSC: 68Mxx PDF BibTeX XML Cite \textit{C. Wang} et al., Commun. Comput. Inf. Sci. 1102, 229--239 (2019; Zbl 07229570) Full Text: DOI
Fu, Ke’ang; Ding, Li; Li, Ting; Chen, Hao; He, Wenkai Asymptotic distribution for the self-weighted estimation of the error variance in GRCA(1) models. (Chinese. English summary) Zbl 1449.62183 J. Zhejiang Univ., Sci. Ed. 46, No. 4, 416-421 (2019). MSC: 62M10 62E20 62J10 PDF BibTeX XML Cite \textit{K. Fu} et al., J. Zhejiang Univ., Sci. Ed. 46, No. 4, 416--421 (2019; Zbl 1449.62183) Full Text: DOI
Li, Tonghui; Jin, Jiao; Tong, Xingwei Corrected-loss joint estimation in a linear EV model. (Chinese. English summary) Zbl 1449.62054 J. Beijing Norm. Univ., Nat. Sci. 55, No. 3, 316-318 (2019). MSC: 62F12 62J05 62J10 62H12 PDF BibTeX XML Cite \textit{T. Li} et al., J. Beijing Norm. Univ., Nat. Sci. 55, No. 3, 316--318 (2019; Zbl 1449.62054) Full Text: DOI
Babayan, Nikolay; Ginovyan, Mamikon S. On exponential decay of the variance of BLUE for the mean of a stationary sequence. (English) Zbl 1449.60073 Stud. Sci. Math. Hung. 56, No. 4, 482-491 (2019). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 62F10 62F12 PDF BibTeX XML Cite \textit{N. Babayan} and \textit{M. S. Ginovyan}, Stud. Sci. Math. Hung. 56, No. 4, 482--491 (2019; Zbl 1449.60073) Full Text: DOI
Ahmed, Hanan; Einmahl, John H. J. Improved estimation of the extreme value index using related variables. (English) Zbl 1434.62072 Extremes 22, No. 4, 553-569 (2019). MSC: 62G32 62G05 62G20 62P05 60F05 60G70 PDF BibTeX XML Cite \textit{H. Ahmed} and \textit{J. H. J. Einmahl}, Extremes 22, No. 4, 553--569 (2019; Zbl 1434.62072) Full Text: DOI arXiv
Mijatović, Aleksandar; Vogrinc, Jure Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation. (English) Zbl 1427.60146 Adv. Appl. Probab. 51, No. 4, 994-1026 (2019). MSC: 60J05 60J22 60J35 60F05 60F10 PDF BibTeX XML Cite \textit{A. Mijatović} and \textit{J. Vogrinc}, Adv. Appl. Probab. 51, No. 4, 994--1026 (2019; Zbl 1427.60146) Full Text: DOI arXiv
Escanciano, J. C.; Goh, S. C. Quantile-regression inference with adaptive control of size. (English) Zbl 1428.62153 J. Am. Stat. Assoc. 114, No. 527, 1382-1393 (2019). MSC: 62G08 62F03 62G07 PDF BibTeX XML Cite \textit{J. C. Escanciano} and \textit{S. C. Goh}, J. Am. Stat. Assoc. 114, No. 527, 1382--1393 (2019; Zbl 1428.62153) Full Text: DOI
Figueroa-López, José E.; Nisen, Jeffrey Second-order properties of thresholded realized power variations of FJA additive processes. (English) Zbl 1434.62038 Stat. Inference Stoch. Process. 22, No. 3, 431-474 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G05 62H12 62G20 60G65 60J76 PDF BibTeX XML Cite \textit{J. E. Figueroa-López} and \textit{J. Nisen}, Stat. Inference Stoch. Process. 22, No. 3, 431--474 (2019; Zbl 1434.62038) Full Text: DOI
Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing. (English) Zbl 1452.62753 J. Econom. 212, No. 2, 556-583 (2019). MSC: 62P05 62G05 62G10 62G20 62P20 PDF BibTeX XML Cite \textit{K. Christensen} et al., J. Econom. 212, No. 2, 556--583 (2019; Zbl 1452.62753) Full Text: DOI
Chen, Heng; Fan, Yanqin Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms. (English) Zbl 1452.62892 J. Econom. 212, No. 2, 476-502 (2019). MSC: 62P20 62G08 62G20 PDF BibTeX XML Cite \textit{H. Chen} and \textit{Y. Fan}, J. Econom. 212, No. 2, 476--502 (2019; Zbl 1452.62892) Full Text: DOI
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Ørregaard Asymptotic theory and wild bootstrap inference with clustered errors. (English) Zbl 1452.62902 J. Econom. 212, No. 2, 393-412 (2019). MSC: 62P20 62J05 62G09 62H12 62E20 PDF BibTeX XML Cite \textit{A. A. Djogbenou} et al., J. Econom. 212, No. 2, 393--412 (2019; Zbl 1452.62902) Full Text: DOI
Fan, Zhou; Johnstone, Iain M. Eigenvalue distributions of variance components estimators in high-dimensional random effects models. (English) Zbl 1431.62066 Ann. Stat. 47, No. 5, 2855-2886 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 62F12 15A18 60B20 62H12 62J10 PDF BibTeX XML Cite \textit{Z. Fan} and \textit{I. M. Johnstone}, Ann. Stat. 47, No. 5, 2855--2886 (2019; Zbl 1431.62066) Full Text: DOI Euclid arXiv
Tan, Zhiqiang; Zhang, Cun-Hui Doubly penalized estimation in additive regression with high-dimensional data. (English) Zbl 1436.62358 Ann. Stat. 47, No. 5, 2567-2600 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62J12 62E20 62F25 62F35 62J05 62J10 46E22 62G08 PDF BibTeX XML Cite \textit{Z. Tan} and \textit{C.-H. Zhang}, Ann. Stat. 47, No. 5, 2567--2600 (2019; Zbl 1436.62358) Full Text: DOI Euclid
Chen, Yen-Chi; Choe, Youngjun Importance sampling and its optimality for stochastic simulation models. (English) Zbl 1429.62167 Electron. J. Stat. 13, No. 2, 3386-3423 (2019). MSC: 62G20 62H30 62G05 62P30 PDF BibTeX XML Cite \textit{Y.-C. Chen} and \textit{Y. Choe}, Electron. J. Stat. 13, No. 2, 3386--3423 (2019; Zbl 1429.62167) Full Text: DOI Euclid
van de Geer, Sara On the asymptotic variance of the debiased Lasso. (English) Zbl 1429.62311 Electron. J. Stat. 13, No. 2, 2970-3008 (2019). MSC: 62J07 62E20 PDF BibTeX XML Cite \textit{S. van de Geer}, Electron. J. Stat. 13, No. 2, 2970--3008 (2019; Zbl 1429.62311) Full Text: DOI Euclid
Díaz, Mateo; Quiroz, Adolfo J.; Velasco, Mauricio Local angles and dimension estimation from data on manifolds. (English) Zbl 1422.62182 J. Multivariate Anal. 173, 229-247 (2019). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{M. Díaz} et al., J. Multivariate Anal. 173, 229--247 (2019; Zbl 1422.62182) Full Text: DOI arXiv
Kim, Eunice J.; Zhu, Zhengyuan Variance function estimation of a one-dimensional nonstationary process. (English) Zbl 1428.62133 J. Korean Stat. Soc. 48, No. 3, 327-339 (2019). MSC: 62G05 62G20 62M30 60G12 PDF BibTeX XML Cite \textit{E. J. Kim} and \textit{Z. Zhu}, J. Korean Stat. Soc. 48, No. 3, 327--339 (2019; Zbl 1428.62133) Full Text: DOI
Pardo-Fernández, Juan Carlos; Jiménez-Gamero, M. Dolores A model specification test for the variance function in nonparametric regression. (English) Zbl 1427.62031 AStA, Adv. Stat. Anal. 103, No. 3, 387-410 (2019). MSC: 62G08 62G10 62E20 PDF BibTeX XML Cite \textit{J. C. Pardo-Fernández} and \textit{M. D. Jiménez-Gamero}, AStA, Adv. Stat. Anal. 103, No. 3, 387--410 (2019; Zbl 1427.62031) Full Text: DOI
Thiuthad, Phontita; Pal, Nabendu Point estimation of the location parameter of a skew-normal distribution: some fixed sample and asymptotic results. (English) Zbl 1426.62055 J. Stat. Theory Pract. 13, No. 2, Paper No. 37, 27 p. (2019). MSC: 62E10 62F10 62B10 62P05 PDF BibTeX XML Cite \textit{P. Thiuthad} and \textit{N. Pal}, J. Stat. Theory Pract. 13, No. 2, Paper No. 37, 27 p. (2019; Zbl 1426.62055) Full Text: DOI
Gao, Zhenguo; Shang, Zuofeng; Du, Pang; Robertson, John L. Variance change point detection under a smoothly-changing mean trend with application to liver procurement. (English) Zbl 1420.62196 J. Am. Stat. Assoc. 114, No. 526, 773-781 (2019). MSC: 62G10 62G05 62J15 62P10 PDF BibTeX XML Cite \textit{Z. Gao} et al., J. Am. Stat. Assoc. 114, No. 526, 773--781 (2019; Zbl 1420.62196) Full Text: DOI
Vidyashankar, Anand N.; Li, Lei Ancestral inference for branching processes in random environments and an application to polymerase chain reaction. (English) Zbl 1426.62248 Stoch. Models 35, No. 3, 318-337 (2019). MSC: 62M05 60J80 60K37 62G05 60F05 62G20 92E20 PDF BibTeX XML Cite \textit{A. N. Vidyashankar} and \textit{L. Li}, Stoch. Models 35, No. 3, 318--337 (2019; Zbl 1426.62248) Full Text: DOI
Wu, Qiang; Vos, Paul Permutation inference distribution for linear regression and related models. (English) Zbl 1423.62031 J. Nonparametric Stat. 31, No. 3, 722-742 (2019). MSC: 62G08 62G09 62G20 62G15 62J05 62J10 PDF BibTeX XML Cite \textit{Q. Wu} and \textit{P. Vos}, J. Nonparametric Stat. 31, No. 3, 722--742 (2019; Zbl 1423.62031) Full Text: DOI
Godichon-Baggioni, Antoine Online estimation of the asymptotic variance for averaged stochastic gradient algorithms. (English) Zbl 1422.62256 J. Stat. Plann. Inference 203, 1-19 (2019). MSC: 62J12 62G08 60F05 65C35 PDF BibTeX XML Cite \textit{A. Godichon-Baggioni}, J. Stat. Plann. Inference 203, 1--19 (2019; Zbl 1422.62256) Full Text: DOI arXiv
Lin, Lu; Li, Feng; Wang, Kangning; Zhu, Lixing Composite estimation: an asymptotically weighted least squares approach. (English) Zbl 1433.62196 Stat. Sin. 29, No. 3, 1367-1393 (2019). Reviewer: Marius Iosifescu (Bucureşti) MSC: 62J10 62G08 PDF BibTeX XML Cite \textit{L. Lin} et al., Stat. Sin. 29, No. 3, 1367--1393 (2019; Zbl 1433.62196) Full Text: DOI
Ma, Yanyuan; Zhu, Liping Semiparametric estimation and inference of variance function with large dimensional covariates. (English) Zbl 1427.62030 Stat. Sin. 29, No. 2, 567-588 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G08 62H12 62F12 PDF BibTeX XML Cite \textit{Y. Ma} and \textit{L. Zhu}, Stat. Sin. 29, No. 2, 567--588 (2019; Zbl 1427.62030) Full Text: DOI
Cui, Hengjian; Zhong, Wei A distribution-free test of independence based on mean variance index. (English) Zbl 07080190 Comput. Stat. Data Anal. 139, 117-133 (2019). MSC: 62 PDF BibTeX XML Cite \textit{H. Cui} and \textit{W. Zhong}, Comput. Stat. Data Anal. 139, 117--133 (2019; Zbl 07080190) Full Text: DOI
Joutard, C. A large deviation approximation for multivariate density functions. (English) Zbl 1418.60019 Math. Methods Stat. 28, No. 1, 66-73 (2019). MSC: 60F10 62E20 62H10 PDF BibTeX XML Cite \textit{C. Joutard}, Math. Methods Stat. 28, No. 1, 66--73 (2019; Zbl 1418.60019) Full Text: DOI
Zhang, Hongbin; Wu, Lang An approximate method for generalized linear and nonlinear mixed effects models with a mechanistic nonlinear covariate measurement error model. (English) Zbl 1434.62145 Metrika 82, No. 4, 471-499 (2019). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J02 62J05 62P10 62J10 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{L. Wu}, Metrika 82, No. 4, 471--499 (2019; Zbl 1434.62145) Full Text: DOI
Mercadier, Cécile; Roustant, Olivier The tail dependograph. (English) Zbl 1419.62172 Extremes 22, No. 2, 343-372 (2019). MSC: 62J10 62G32 62H12 62G20 PDF BibTeX XML Cite \textit{C. Mercadier} and \textit{O. Roustant}, Extremes 22, No. 2, 343--372 (2019; Zbl 1419.62172) Full Text: DOI
Fu, Zhonghao; Hong, Yongmiao A model-free consistent test for structural change in regression possibly with endogeneity. (English) Zbl 1452.62907 J. Econom. 211, No. 1, 206-242 (2019). MSC: 62P20 62G08 62G10 62G20 62M10 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Y. Hong}, J. Econom. 211, No. 1, 206--242 (2019; Zbl 1452.62907) Full Text: DOI
Lu, Ye; Park, Joon Y. Estimation of longrun variance of continuous time stochastic process using discrete sample. (English) Zbl 1452.62945 J. Econom. 210, No. 2, 236-267 (2019). MSC: 62P20 62M10 62G07 62G20 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{J. Y. Park}, J. Econom. 210, No. 2, 236--267 (2019; Zbl 1452.62945) Full Text: DOI
Lytova, A.; Tikhomirov, K. The variance of the \(\ell _p^n\)-norm of the Gaussian vector, and Dvoretzky’s theorem. (English) Zbl 1425.46007 St. Petersbg. Math. J. 30, No. 4, 699-722 (2019) and Algebra Anal. 30, No. 4, 107-139 (2018). MSC: 46B09 46B06 52A21 60E15 60G15 PDF BibTeX XML Cite \textit{A. Lytova} and \textit{K. Tikhomirov}, St. Petersbg. Math. J. 30, No. 4, 699--722 (2019; Zbl 1425.46007) Full Text: DOI
Kock, Anders Bredahl; Tang, Haihan Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects. (English) Zbl 1418.62491 Econom. Theory 35, No. 2, 295-359 (2019). MSC: 62P20 62J07 62G30 62J10 62G32 PDF BibTeX XML Cite \textit{A. B. Kock} and \textit{H. Tang}, Econom. Theory 35, No. 2, 295--359 (2019; Zbl 1418.62491) Full Text: DOI
Chatterjee, Debajit; Bandyopadhyay, Uttam Testing in nonparametric ANCOVA model based on ridit reliability functional. (English) Zbl 1417.62206 Ann. Inst. Stat. Math. 71, No. 2, 327-364 (2019). MSC: 62J10 62G10 62J15 62G20 PDF BibTeX XML Cite \textit{D. Chatterjee} and \textit{U. Bandyopadhyay}, Ann. Inst. Stat. Math. 71, No. 2, 327--364 (2019; Zbl 1417.62206) Full Text: DOI
Chen, Song Xi; Li, Jun; Zhong, Ping-Shou Two-sample and ANOVA tests for high dimensional means. (English) Zbl 1417.62147 Ann. Stat. 47, No. 3, 1443-1474 (2019). MSC: 62H15 62E20 62J10 PDF BibTeX XML Cite \textit{S. X. Chen} et al., Ann. Stat. 47, No. 3, 1443--1474 (2019; Zbl 1417.62147) Full Text: DOI Euclid
Olsson, Jimmy; Douc, Randal Numerically stable online estimation of variance in particle filters. (English) Zbl 1426.62246 Bernoulli 25, No. 2, 1504-1535 (2019). MSC: 62M05 62M20 60J22 PDF BibTeX XML Cite \textit{J. Olsson} and \textit{R. Douc}, Bernoulli 25, No. 2, 1504--1535 (2019; Zbl 1426.62246) Full Text: DOI Euclid
Yu, Kyusang Conditional variance estimation via nonparametric generalized additive models. (English) Zbl 1416.62234 J. Korean Stat. Soc. 48, No. 2, 287-296 (2019). MSC: 62G08 62G20 62J12 62H12 PDF BibTeX XML Cite \textit{K. Yu}, J. Korean Stat. Soc. 48, No. 2, 287--296 (2019; Zbl 1416.62234) Full Text: DOI
Chaouch, Mohamed Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors. (English) Zbl 1409.60042 J. Multivariate Anal. 170, 129-148 (2019). MSC: 60F10 62G07 62F05 62H15 PDF BibTeX XML Cite \textit{M. Chaouch}, J. Multivariate Anal. 170, 129--148 (2019; Zbl 1409.60042) Full Text: DOI
Liu, Yanlou; Xin, Tao; Andersson, Björn; Tian, Wei Information matrix estimation procedures for cognitive diagnostic models. (English) Zbl 1409.62240 Br. J. Math. Stat. Psychol. 72, No. 1, 18-37 (2019). MSC: 62P15 62J10 62F35 PDF BibTeX XML Cite \textit{Y. Liu} et al., Br. J. Math. Stat. Psychol. 72, No. 1, 18--37 (2019; Zbl 1409.62240) Full Text: DOI
Mitra, Priyam; Lian, Heng; Mitra, Ritwik; Liang, Hua; Xie, Min-ge A general framework for frequentist model averaging. (English) Zbl 1412.62034 Sci. China, Math. 62, No. 2, 205-226 (2019). MSC: 62F07 62E20 PDF BibTeX XML Cite \textit{P. Mitra} et al., Sci. China, Math. 62, No. 2, 205--226 (2019; Zbl 1412.62034) Full Text: DOI
Kamışlık, Aslı Bektaş; Kesemen, Tülay; Khaniyev, Tahir Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance. (English) Zbl 1442.60092 Braz. J. Probab. Stat. 33, No. 1, 39-56 (2019). MSC: 60K20 90B05 PDF BibTeX XML Cite \textit{A. B. Kamışlık} et al., Braz. J. Probab. Stat. 33, No. 1, 39--56 (2019; Zbl 1442.60092) Full Text: DOI Euclid
Chudik, Alexander; Pesaran, M. Hashem Mean group estimation in presence of weakly cross-correlated estimators. (English) Zbl 1410.62090 Econ. Lett. 175, 101-105 (2019). MSC: 62H20 62J10 PDF BibTeX XML Cite \textit{A. Chudik} and \textit{M. H. Pesaran}, Econ. Lett. 175, 101--105 (2019; Zbl 1410.62090) Full Text: DOI
Paulin, Daniel; Jasra, Ajay; Thiery, Alexandre Error bounds for sequential Monte Carlo samplers for multimodal distributions. (English) Zbl 07007209 Bernoulli 25, No. 1, 310-340 (2019). MSC: 65C05 65C40 60K35 62F15 82C20 PDF BibTeX XML Cite \textit{D. Paulin} et al., Bernoulli 25, No. 1, 310--340 (2019; Zbl 07007209) Full Text: DOI Euclid arXiv
Zhou, Yang; Chen, Di-Rong; Huang, Wei A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces. (English) Zbl 1410.62143 J. Multivariate Anal. 169, 166-178 (2019). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J10 47B32 62C20 62G20 PDF BibTeX XML Cite \textit{Y. Zhou} et al., J. Multivariate Anal. 169, 166--178 (2019; Zbl 1410.62143) Full Text: DOI
Dai, Wenlin; Zhou, Yuejin; Tong, Tiejun Testing discontinuities in nonparametric regression. (English) Zbl 07282439 J. Appl. Stat. 45, No. 3, 450-473 (2018). MSC: 62 PDF BibTeX XML Cite \textit{W. Dai} et al., J. Appl. Stat. 45, No. 3, 450--473 (2018; Zbl 07282439) Full Text: DOI
Jin, Hao; Zhang, Si; Zhang, Jinsuo; Hao, Han Modified tests for change points in variance in the possible presence of mean breaks. (English) Zbl 07192680 J. Stat. Comput. Simulation 88, No. 14, 2651-2667 (2018). MSC: 62F03 62F05 PDF BibTeX XML Cite \textit{H. Jin} et al., J. Stat. Comput. Simulation 88, No. 14, 2651--2667 (2018; Zbl 07192680) Full Text: DOI
Duan, Fengjun; Wang, Guanjun Optimal step-stress accelerated degradation test plans for inverse Gaussian process based on proportional degradation rate model. (English) Zbl 07192554 J. Stat. Comput. Simulation 88, No. 2, 305-328 (2018). MSC: 62 PDF BibTeX XML Cite \textit{F. Duan} and \textit{G. Wang}, J. Stat. Comput. Simulation 88, No. 2, 305--328 (2018; Zbl 07192554) Full Text: DOI
Chakrabarty, Tapan Kumar; Sharma, Dreamlee The quantile-based skew logistic distribution with applications. (English) Zbl 1420.62170 Chattopadhyay, Asis Kumar (ed.) et al., Statistics and its applications. Platinum jubilee conference, Kolkata, India, December 2016. Singapore: Springer. Springer Proc. Math. Stat. 244, 51-73 (2018). MSC: 62G08 62J12 PDF BibTeX XML Cite \textit{T. K. Chakrabarty} and \textit{D. Sharma}, Springer Proc. Math. Stat. 244, 51--73 (2018; Zbl 1420.62170) Full Text: DOI
Diop, Sidy; Pascucci, Andrea; Di Francesco, Marco; De Marchi, Gian Luca Sovereign CDS calibration under a hybrid sovereign risk model. (English) Zbl 1411.91595 Appl. Math. Finance 25, No. 4, 336-360 (2018). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{S. Diop} et al., Appl. Math. Finance 25, No. 4, 336--360 (2018; Zbl 1411.91595) Full Text: DOI
Choe, Youngjun; Lam, Henry; Byon, Eunshin Uncertainty quantification of stochastic simulation for black-box computer experiments. (English) Zbl 1417.62039 Methodol. Comput. Appl. Probab. 20, No. 4, 1155-1172 (2018). MSC: 62F12 65C05 68U20 62F25 60F05 PDF BibTeX XML Cite \textit{Y. Choe} et al., Methodol. Comput. Appl. Probab. 20, No. 4, 1155--1172 (2018; Zbl 1417.62039) Full Text: DOI
Fung, Thomas; Seneta, Eugene Quantile function expansion using regularly varying functions. (English) Zbl 1411.60020 Methodol. Comput. Appl. Probab. 20, No. 4, 1091-1103 (2018). MSC: 60E05 41A60 PDF BibTeX XML Cite \textit{T. Fung} and \textit{E. Seneta}, Methodol. Comput. Appl. Probab. 20, No. 4, 1091--1103 (2018; Zbl 1411.60020) Full Text: DOI arXiv
Chen, Shih-Wei; Chiang, Chin-Tsang General single-index survival regression models for incident and prevalent covariate data and prevalent data without follow-up. (English) Zbl 1414.62437 Biometrics 74, No. 3, 881-890 (2018). MSC: 62P10 62N05 62J10 PDF BibTeX XML Cite \textit{S.-W. Chen} and \textit{C.-T. Chiang}, Biometrics 74, No. 3, 881--890 (2018; Zbl 1414.62437) Full Text: DOI
Sun, Ryan; Carroll, Raymond J.; Christiani, David C.; Lin, Xihong Testing for gene-environment interaction under exposure misspecification. (English) Zbl 1414.62478 Biometrics 74, No. 2, 653-662 (2018). MSC: 62P10 62P12 92D30 62J05 62J12 PDF BibTeX XML Cite \textit{R. Sun} et al., Biometrics 74, No. 2, 653--662 (2018; Zbl 1414.62478) Full Text: DOI
Acıtaş, Şükrü; Şenoğlu, Birdal Robust factorial ANCOVA with LTS error distributions. (English) Zbl 1409.62145 Hacet. J. Math. Stat. 47, No. 2, 347-363 (2018). MSC: 62J10 62F03 62F05 62F10 62F35 62K15 PDF BibTeX XML Cite \textit{Ş. Acıtaş} and \textit{B. Şenoğlu}, Hacet. J. Math. Stat. 47, No. 2, 347--363 (2018; Zbl 1409.62145) Full Text: DOI
Le Boudec, Pierre On the distribution of squarefree integers in arithmetic progressions. (English) Zbl 07031343 Math. Z. 290, No. 1-2, 421-429 (2018). Reviewer: Maciej Radziejewski (Poznań) MSC: 11N37 11N69 PDF BibTeX XML Cite \textit{P. Le Boudec}, Math. Z. 290, No. 1--2, 421--429 (2018; Zbl 07031343) Full Text: DOI arXiv