Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei An autocovariance-based learning framework for high-dimensional functional time series. (English) Zbl 07814005 J. Econom. 239, No. 2, Article ID 105385, 25 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Chang} et al., J. Econom. 239, No. 2, Article ID 105385, 25 p. (2024; Zbl 07814005) Full Text: DOI arXiv
Rozovsky, L. V. On complete convergence of moments in exact asymptotics under normal approximation. (English. Russian original) Zbl 07804770 Theory Probab. Appl. 68, No. 4, 622-629 (2024); translation from Teor. Veroyatn. Primen. 68, No. 4, 769-778 (2023). MSC: 60-XX 62-XX PDFBibTeX XMLCite \textit{L. V. Rozovsky}, Theory Probab. Appl. 68, No. 4, 622--629 (2024; Zbl 07804770); translation from Teor. Veroyatn. Primen. 68, No. 4, 769--778 (2023) Full Text: DOI
Bandi, Federico M.; Pirino, Davide; Renò, Roberto Systematic staleness. (English) Zbl 07803923 J. Econom. 238, No. 1, Article ID 105522, 38 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. M. Bandi} et al., J. Econom. 238, No. 1, Article ID 105522, 38 p. (2024; Zbl 07803923) Full Text: DOI
Liu, Xijun; Gao, Qingwu; Dong, Zimai Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims. (English) Zbl 07803299 Stoch. Models 40, No. 1, 97-122 (2024). MSC: 62E20 62P05 91B30 PDFBibTeX XMLCite \textit{X. Liu} et al., Stoch. Models 40, No. 1, 97--122 (2024; Zbl 07803299) Full Text: DOI
Yang, Yang; Bian, Tongxin; Chen, Shaoying Tail behavior of discounted portfolio loss under upper tail comonotonicity. (English) Zbl 07799967 J. Ind. Manag. Optim. 20, No. 3, 1296-1317 (2024). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 20, No. 3, 1296--1317 (2024; Zbl 07799967) Full Text: DOI
Jupp, P. E. A parameterisation-invariant modification of the score test. (English) Zbl 07789562 Inf. Geom. 7, Suppl. 1, 429-439 (2024). MSC: 62Exx 62Fxx 53Axx PDFBibTeX XMLCite \textit{P. E. Jupp}, Inf. Geom. 7, 429--439 (2024; Zbl 07789562) Full Text: DOI OA License
Vos, Paul Generalized estimators, slope, efficiency, and Fisher information bounds. (English) Zbl 07789549 Inf. Geom. 7, Suppl. 1, 151-170 (2024). MSC: 62-XX 62Axx 62Gxx PDFBibTeX XMLCite \textit{P. Vos}, Inf. Geom. 7, 151--170 (2024; Zbl 07789549) Full Text: DOI arXiv
Durastanti, Claudio; Marinucci, Domenico; Todino, Anna Paola Flexible-bandwidth needlets. (English) Zbl 07788874 Bernoulli 30, No. 1, 22-45 (2024). MSC: 42C40 60Gxx 62Gxx PDFBibTeX XMLCite \textit{C. Durastanti} et al., Bernoulli 30, No. 1, 22--45 (2024; Zbl 07788874) Full Text: DOI arXiv
Liu, Xijun; Gao, Qingwu Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments. (English) Zbl 07772216 Commun. Stat., Theory Methods 53, No. 2, 641-665 (2024). MSC: 62P05 62E20 60E05 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Q. Gao}, Commun. Stat., Theory Methods 53, No. 2, 641--665 (2024; Zbl 07772216) Full Text: DOI
Mecatti, Fulvia; Sismanidis, Charalambos; Furfaro, Emanuela; Conti, Pier Luigi Sequential adaptive strategies for sampling rare clustered populations. (English) Zbl 07812035 Stat. Methods Appl. 32, No. 5, 1659-1693 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Mecatti} et al., Stat. Methods Appl. 32, No. 5, 1659--1693 (2023; Zbl 07812035) Full Text: DOI OA License
Huggins, Jonathan H.; Miller, Jeffrey W. Reproducible model selection using bagged posteriors. (English) Zbl 07810174 Bayesian Anal. 18, No. 1, 79-104 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. H. Huggins} and \textit{J. W. Miller}, Bayesian Anal. 18, No. 1, 79--104 (2023; Zbl 07810174) Full Text: DOI arXiv Link
Tayanagi, Toshikazu; Kurozumi, Eiji In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time. (English) Zbl 07792066 J. Time Ser. Econom. 15, No. 2, 111-149 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{T. Tayanagi} and \textit{E. Kurozumi}, J. Time Ser. Econom. 15, No. 2, 111--149 (2023; Zbl 07792066) Full Text: DOI
Baraniewicz, Miłosz; Kaleta, Kamil Exponential densities and compound Poisson measures. (English) Zbl 07785022 Math. Nachr. 296, No. 11, 5077-5108 (2023). MSC: 60E05 60G50 60G51 26B99 47G10 62H05 PDFBibTeX XMLCite \textit{M. Baraniewicz} and \textit{K. Kaleta}, Math. Nachr. 296, No. 11, 5077--5108 (2023; Zbl 07785022) Full Text: DOI arXiv
Nieman, Dennis; Szabo, Botond; van Zanten, Harry Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression. (English) Zbl 07784473 Electron. J. Stat. 17, No. 2, 2250-2288 (2023). MSC: 62G20 62G05 62G08 62G15 PDFBibTeX XMLCite \textit{D. Nieman} et al., Electron. J. Stat. 17, No. 2, 2250--2288 (2023; Zbl 07784473) Full Text: DOI arXiv Link
Celentano, Michael; Montanari, Andrea; Wei, Yuting The Lasso with general Gaussian designs with applications to hypothesis testing. (English) Zbl 07783537 Ann. Stat. 51, No. 5, 2194-2220 (2023). MSC: 62J07 62E17 62F05 62F12 PDFBibTeX XMLCite \textit{M. Celentano} et al., Ann. Stat. 51, No. 5, 2194--2220 (2023; Zbl 07783537) Full Text: DOI arXiv Link
Han, Qiyang; Shen, Yandi Universality of regularized regression estimators in high dimensions. (English) Zbl 07783519 Ann. Stat. 51, No. 4, 1799-1823 (2023). MSC: 62E17 60B20 60F17 PDFBibTeX XMLCite \textit{Q. Han} and \textit{Y. Shen}, Ann. Stat. 51, No. 4, 1799--1823 (2023; Zbl 07783519) Full Text: DOI arXiv Link
Han, Qiyang Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions. (English) Zbl 07783512 Ann. Stat. 51, No. 4, 1611-1638 (2023). MSC: 62G08 60F05 62G10 62E17 PDFBibTeX XMLCite \textit{Q. Han}, Ann. Stat. 51, No. 4, 1611--1638 (2023; Zbl 07783512) Full Text: DOI arXiv Link
Kalogridis, Ioannis; Claeskens, Gerda; Van Aelst, Stefan Robust and efficient estimation of nonparametric generalized linear models. (English) Zbl 07776689 Test 32, No. 3, 1055-1078 (2023). MSC: 62G08 62R20 62G35 PDFBibTeX XMLCite \textit{I. Kalogridis} et al., Test 32, No. 3, 1055--1078 (2023; Zbl 07776689) Full Text: DOI arXiv
Karvonen, Toni Asymptotic bounds for smoothness parameter estimates in Gaussian process interpolation. (English) Zbl 1525.60045 SIAM/ASA J. Uncertain. Quantif. 11, 1225-1257 (2023). MSC: 60G15 62G20 65D05 46E22 PDFBibTeX XMLCite \textit{T. Karvonen}, SIAM/ASA J. Uncertain. Quantif. 11, 1225--1257 (2023; Zbl 1525.60045) Full Text: DOI arXiv
Lotova, G. Z.; Mikhaĭlov, G. A. Study of superexponential growth of the mean partile flux by Monte Carlo method. (Russian. English summary) Zbl 07771095 Sib. Zh. Vychisl. Mat. 26, No. 3, 277-285 (2023). MSC: 82-XX 62-XX PDFBibTeX XMLCite \textit{G. Z. Lotova} and \textit{G. A. Mikhaĭlov}, Sib. Zh. Vychisl. Mat. 26, No. 3, 277--285 (2023; Zbl 07771095) Full Text: DOI MNR
Schorlepp, Timo; Tong, Shanyin; Grafke, Tobias; Stadler, Georg Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems. (English) Zbl 1523.62038 Stat. Comput. 33, No. 6, Paper No. 137, 29 p. (2023). MSC: 62-08 60F10 PDFBibTeX XMLCite \textit{T. Schorlepp} et al., Stat. Comput. 33, No. 6, Paper No. 137, 29 p. (2023; Zbl 1523.62038) Full Text: DOI arXiv OA License
Fu, Sheng; Chen, Piao; Liu, Yufeng; Ye, Zhisheng Simplex-based multinomial logistic regression with diverging numbers of categories and covariates. (English) Zbl 07764892 Stat. Sin. 33, No. 4, 2463-2493 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Fu} et al., Stat. Sin. 33, No. 4, 2463--2493 (2023; Zbl 07764892) Full Text: DOI
Berti, Patrizia; Dreassi, Emanuela; Leisen, Fabrizio; Pratelli, Luca; Rigo, Pietro Bayesian predictive inference without a prior. (English) Zbl 07764890 Stat. Sin. 33, No. 4, 2405-2429 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Berti} et al., Stat. Sin. 33, No. 4, 2405--2429 (2023; Zbl 07764890) Full Text: DOI arXiv
Bellio, Ruggero; Kosmidis, Ioannis; Salvan, Alessandra; Sartori, Nicola Parametric bootstrap inference for stratified models with high-dimensional nuisance specifications. (English) Zbl 07763189 Stat. Sin. 33, No. 2, 1069-1091 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Bellio} et al., Stat. Sin. 33, No. 2, 1069--1091 (2023; Zbl 07763189) Full Text: DOI arXiv
Xia, Lu; Nan, Bin; Li, Yi Debiased Lasso for generalized linear models with a diverging number of covariates. (English) Zbl 1522.62262 Biometrics 79, No. 1, 344-357 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{L. Xia} et al., Biometrics 79, No. 1, 344--357 (2023; Zbl 1522.62262) Full Text: DOI arXiv
Yuan, Meng; Lu, Dawei Asymptotics for a time-dependent by-claim model with dependent subexponential claims. (English) Zbl 1522.62096 Insur. Math. Econ. 112, 120-141 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{M. Yuan} and \textit{D. Lu}, Insur. Math. Econ. 112, 120--141 (2023; Zbl 1522.62096) Full Text: DOI
Lu, Yulong; Slepčev, Dejan; Wang, Lihan Birth-death dynamics for sampling: global convergence, approximations and their asymptotics. (English) Zbl 1527.35405 Nonlinearity 36, No. 11, 5731-5772 (2023). MSC: 35Q62 35Q84 82C31 62D05 62C10 45M05 60J80 49Q20 35B40 35B09 35A01 35A02 PDFBibTeX XMLCite \textit{Y. Lu} et al., Nonlinearity 36, No. 11, 5731--5772 (2023; Zbl 1527.35405) Full Text: DOI arXiv OA License
Piancastelli, Luiza S. C.; Barreto-Souza, Wagner; Ombao, Hernando Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (English) Zbl 07731468 J. Time Ser. Anal. 44, No. 2, 206-222 (2023). MSC: 62Mxx 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{L. S. C. Piancastelli} et al., J. Time Ser. Anal. 44, No. 2, 206--222 (2023; Zbl 07731468) Full Text: DOI arXiv
Nakajima, Shohei; Shimizu, Yasutaka Asymptotic inference for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1517.62077 Jpn. J. Stat. Data Sci. 6, No. 1, 431-455 (2023). MSC: 62M09 60G22 62F12 PDFBibTeX XMLCite \textit{S. Nakajima} and \textit{Y. Shimizu}, Jpn. J. Stat. Data Sci. 6, No. 1, 431--455 (2023; Zbl 1517.62077) Full Text: DOI
Mukhopadhyay, Nitis; Zhang, Boyi Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary. (English) Zbl 1517.62075 Jpn. J. Stat. Data Sci. 6, No. 1, 57-101 (2023). MSC: 62L12 62L05 62L10 PDFBibTeX XMLCite \textit{N. Mukhopadhyay} and \textit{B. Zhang}, Jpn. J. Stat. Data Sci. 6, No. 1, 57--101 (2023; Zbl 1517.62075) Full Text: DOI
Kwan, Tsz-Kit Jeffrey; Chen, Feng; Dunsmuir, William T. M. Alternative asymptotic inference theory for a nonstationary Hawkes process. (English) Zbl 07714067 J. Stat. Plann. Inference 227, 75-90 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{T.-K. J. Kwan} et al., J. Stat. Plann. Inference 227, 75--90 (2023; Zbl 07714067) Full Text: DOI
Rozovsky, L. V. On the convergence rate in “The exact asymptotics” for random variables with a stable distribution. (English. Russian original) Zbl 1520.60021 J. Math. Sci., New York 273, No. 5, 832-843 (2023); translation from Zap. Nauchn. Semin. POMI 501, 259-275 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F15 60A10 62G30 PDFBibTeX XMLCite \textit{L. V. Rozovsky}, J. Math. Sci., New York 273, No. 5, 832--843 (2023; Zbl 1520.60021); translation from Zap. Nauchn. Semin. POMI 501, 259--275 (2021) Full Text: DOI
Han, Yuecai; Yin, Zhe A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions. (English) Zbl 1524.62266 Stat. Probab. Lett. 199, Article ID 109859, 6 p. (2023). MSC: 62H15 62H10 PDFBibTeX XMLCite \textit{Y. Han} and \textit{Z. Yin}, Stat. Probab. Lett. 199, Article ID 109859, 6 p. (2023; Zbl 1524.62266) Full Text: DOI
Hildebrandt, Florian; Trabs, Mathias Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations. (English) Zbl 1518.60028 Stochastic Processes Appl. 162, 171-217 (2023). MSC: 60F05 62G05 60H15 PDFBibTeX XMLCite \textit{F. Hildebrandt} and \textit{M. Trabs}, Stochastic Processes Appl. 162, 171--217 (2023; Zbl 1518.60028) Full Text: DOI arXiv
Wang, Kaiyong; Yang, Yang; Yuen, Kam Chuen The uniform asymptotics for the tail of Poisson shot noise process with dependent and heavy-tailed shocks. (English) Zbl 1524.62090 J. Math. Res. Appl. 43, No. 3, 335-349 (2023). MSC: 62E20 62P05 60F10 PDFBibTeX XMLCite \textit{K. Wang} et al., J. Math. Res. Appl. 43, No. 3, 335--349 (2023; Zbl 1524.62090) Full Text: DOI
Kobayashi, Mitsuki; Shimizu, Yasutaka Threshold estimation for jump-diffusions under small noise asymptotics. (English) Zbl 07707700 Stat. Inference Stoch. Process. 26, No. 2, 361-411 (2023). MSC: 62M20 62F12 60J74 PDFBibTeX XMLCite \textit{M. Kobayashi} and \textit{Y. Shimizu}, Stat. Inference Stoch. Process. 26, No. 2, 361--411 (2023; Zbl 07707700) Full Text: DOI arXiv
Gao, Qingwu; Lin, Jia’nan; Liu, Xijun Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1517.60033 Stat. Probab. Lett. 197, Article ID 109809, 12 p. (2023). MSC: 60F10 62P05 91B05 PDFBibTeX XMLCite \textit{Q. Gao} et al., Stat. Probab. Lett. 197, Article ID 109809, 12 p. (2023; Zbl 1517.60033) Full Text: DOI
Jiang, Chaonan; Vecchia, Davide La; Ronchetti, Elvezio; Scaillet, Olivier Saddlepoint approximations for spatial panel data models. (English) Zbl 07707231 J. Am. Stat. Assoc. 118, No. 542, 1164-1175 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Jiang} et al., J. Am. Stat. Assoc. 118, No. 542, 1164--1175 (2023; Zbl 07707231) Full Text: DOI arXiv
Chen, Yiqing; Liu, Jiajun; Yang, Yang Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks. (English) Zbl 1514.62204 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023). MSC: 62P05 62E20 91G05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023; Zbl 1514.62204) Full Text: DOI
Wang, Yingjie; Liu, Xinsheng Extreme quantile regression for tail single-index varying-coefficient models. (English) Zbl 07702541 Commun. Stat., Theory Methods 52, No. 9, 2860-2881 (2023). MSC: 62G05 62G08 62G32 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{X. Liu}, Commun. Stat., Theory Methods 52, No. 9, 2860--2881 (2023; Zbl 07702541) Full Text: DOI
Miller, Jeffrey W. Consistency of mixture models with a prior on the number of components. (English) Zbl 1514.62121 Depend. Model. 11, Article ID 20220150, 9 p. (2023). MSC: 62H30 62G05 62F15 62G20 PDFBibTeX XMLCite \textit{J. W. Miller}, Depend. Model. 11, Article ID 20220150, 9 p. (2023; Zbl 1514.62121) Full Text: DOI arXiv
Matsuoka, Danilo H.; Torrent, Hudson S. Nonparametric estimation of a smooth trend in the presence of a periodic sequence. (English) Zbl 1512.62047 J. Stat. Plann. Inference 225, 202-218 (2023). MSC: 62G08 62G07 62G20 PDFBibTeX XMLCite \textit{D. H. Matsuoka} and \textit{H. S. Torrent}, J. Stat. Plann. Inference 225, 202--218 (2023; Zbl 1512.62047) Full Text: DOI
Loh, Wei-Liem; Sun, Saifei Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics. (English) Zbl 07691591 Bernoulli 29, No. 3, 2519-2543 (2023). MSC: 62Mxx 62Hxx 62Kxx PDFBibTeX XMLCite \textit{W.-L. Loh} and \textit{S. Sun}, Bernoulli 29, No. 3, 2519--2543 (2023; Zbl 07691591) Full Text: DOI Link
Ascolani, F.; Lijoi, A.; Rebaudo, G.; Zanella, G. Clustering consistency with Dirichlet process mixtures. (English) Zbl 07689572 Biometrika 110, No. 2, 551-558 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Ascolani} et al., Biometrika 110, No. 2, 551--558 (2023; Zbl 07689572) Full Text: DOI arXiv
Yu, Miao; Lu, Wenbin; Yang, Shu; Ghosh, Pulak A multiplicative structural nested mean model for zero-inflated outcomes. (English) Zbl 07689570 Biometrika 110, No. 2, 519-536 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Yu} et al., Biometrika 110, No. 2, 519--536 (2023; Zbl 07689570) Full Text: DOI
Donoho, David; Gavish, Matan; Romanov, Elad ScreeNOT: exact MSE-optimal singular value thresholding in correlated noise. (English) Zbl 07684007 Ann. Stat. 51, No. 1, 122-148 (2023). MSC: 62C20 62H25 90C22 90C25 PDFBibTeX XMLCite \textit{D. Donoho} et al., Ann. Stat. 51, No. 1, 122--148 (2023; Zbl 07684007) Full Text: DOI arXiv
Hwang, Jungbin; Valdés, Gonzalo Finite-sample corrected inference for two-step GMM in time series. (English) Zbl 07674660 J. Econom. 234, No. 1, 327-352 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Hwang} and \textit{G. Valdés}, J. Econom. 234, No. 1, 327--352 (2023; Zbl 07674660) Full Text: DOI
Yang, Yang; Liu, Shuang; Liu, Jie Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses. (English) Zbl 1524.62519 J. Ind. Manag. Optim. 19, No. 7, 5025-5044 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 19, No. 7, 5025--5044 (2023; Zbl 1524.62519) Full Text: DOI
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 1524.62512 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 60K10 62E20 91B05 PDFBibTeX XMLCite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 1524.62512) Full Text: DOI
Pandhare, S. C.; Ramanathan, T. V. The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models. (English) Zbl 07659651 Statistics 57, No. 1, 1-25 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. C. Pandhare} and \textit{T. V. Ramanathan}, Statistics 57, No. 1, 1--25 (2023; Zbl 07659651) Full Text: DOI
Li, Na; Song, Yanglei; Lin, C. Devon; Tu, Dongsheng Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models. (English) Zbl 07650535 Electron. J. Stat. 17, No. 1, 548-606 (2023). MSC: 62F40 62H30 62F05 62P10 PDFBibTeX XMLCite \textit{N. Li} et al., Electron. J. Stat. 17, No. 1, 548--606 (2023; Zbl 07650535) Full Text: DOI Link
Kalogridis, Ioannis; Van Aelst, Stefan Robust penalized estimators for functional linear regression. (English) Zbl 1520.62024 J. Multivariate Anal. 194, Article ID 105104, 18 p. (2023). MSC: 62G08 62J05 62G35 62G20 62R10 PDFBibTeX XMLCite \textit{I. Kalogridis} and \textit{S. Van Aelst}, J. Multivariate Anal. 194, Article ID 105104, 18 p. (2023; Zbl 1520.62024) Full Text: DOI arXiv
Guo, Shaojun; Qiao, Xinghao On consistency and sparsity for high-dimensional functional time series with application to autoregressions. (English) Zbl 07634399 Bernoulli 29, No. 1, 451-472 (2023). MSC: 62Gxx 62Mxx 62Hxx PDFBibTeX XMLCite \textit{S. Guo} and \textit{X. Qiao}, Bernoulli 29, No. 1, 451--472 (2023; Zbl 07634399) Full Text: DOI arXiv Link
Gagnon, Philippe; Hayashi, Yoshiko Theoretical properties of Bayesian Student-\(t\) linear regression. (English) Zbl 1524.62318 Stat. Probab. Lett. 193, Article ID 109693, 8 p. (2023). MSC: 62J05 62F15 PDFBibTeX XMLCite \textit{P. Gagnon} and \textit{Y. Hayashi}, Stat. Probab. Lett. 193, Article ID 109693, 8 p. (2023; Zbl 1524.62318) Full Text: DOI arXiv
Martin, Ryan; Syring, Nicholas Direct Gibbs posterior inference on risk minimizers: construction, concentration, and calibration. (English) Zbl 07817753 Rao, Arni S. R. Srinivasa (ed.) et al., Advancements in Bayesian methods and implementations. Amsterdam: Elsevier/Academic Press. Handb. Stat. 47, 1-41 (2022). MSC: 62F15 62A01 PDFBibTeX XMLCite \textit{R. Martin} and \textit{N. Syring}, Handb. Stat. 47, 1--41 (2022; Zbl 07817753) Full Text: arXiv Link
Bodnar, Taras; Dette, Holger; Parolya, Nestor; Thorsén, Erik Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions. (English) Zbl 1523.62079 Random Matrices Theory Appl. 11, No. 1, Article ID 2250008, 47 p. (2022); corrigendum ibid. 12, No. 3, Article ID 2392001, 6 p. (2023). MSC: 62P05 62H10 62H12 62E20 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Random Matrices Theory Appl. 11, No. 1, Article ID 2250008, 47 p. (2022; Zbl 1523.62079) Full Text: DOI arXiv
Wang, Sheng; Kang, Hyunseung Weak-instrument robust tests in two-sample summary-data Mendelian randomization. (English) Zbl 1520.62362 Biometrics 78, No. 4, 1699-1713 (2022). MSC: 62P10 PDFBibTeX XMLCite \textit{S. Wang} and \textit{H. Kang}, Biometrics 78, No. 4, 1699--1713 (2022; Zbl 1520.62362) Full Text: DOI arXiv
Yang, Xuanling; Li, Dong Estimation of the empirical risk-return relation: a generalized-risk-in-mean model. (English) Zbl 07730974 J. Time Ser. Anal. 43, No. 6, 938-963 (2022). MSC: 62Mxx 62F03 62F12 62M10 PDFBibTeX XMLCite \textit{X. Yang} and \textit{D. Li}, J. Time Ser. Anal. 43, No. 6, 938--963 (2022; Zbl 07730974) Full Text: DOI
Li, Zilin; Liu, Yaowu; Lin, Xihong Simultaneous detection of signal regions using quadratic scan statistics with applications to whole genome association studies. (English) Zbl 1507.62120 J. Am. Stat. Assoc. 117, No. 538, 823-834 (2022). MSC: 62-08 62P10 62H20 PDFBibTeX XMLCite \textit{Z. Li} et al., J. Am. Stat. Assoc. 117, No. 538, 823--834 (2022; Zbl 1507.62120) Full Text: DOI arXiv
Yu, Jiahui; Shi, Jian; Liu, Anna; Wang, Yuedong Smoothing spline semiparametric density models. (English) Zbl 1506.62275 J. Am. Stat. Assoc. 117, No. 537, 237-250 (2022). MSC: 62G07 68T05 PDFBibTeX XMLCite \textit{J. Yu} et al., J. Am. Stat. Assoc. 117, No. 537, 237--250 (2022; Zbl 1506.62275) Full Text: DOI arXiv
Li, Cheng Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model. (English) Zbl 07641128 Ann. Stat. 50, No. 6, 3334-3363 (2022). MSC: 62F15 62H11 62E20 PDFBibTeX XMLCite \textit{C. Li}, Ann. Stat. 50, No. 6, 3334--3363 (2022; Zbl 07641128) Full Text: DOI arXiv Link
Huang, Caizhu; Di Caterina, Claudia; Sartori, Nicola Directional testing for high dimensional multivariate normal distributions. (English) Zbl 07633943 Electron. J. Stat. 16, No. 2, 6489-6511 (2022). MSC: 62F03 62H15 PDFBibTeX XMLCite \textit{C. Huang} et al., Electron. J. Stat. 16, No. 2, 6489--6511 (2022; Zbl 07633943) Full Text: DOI arXiv Link
Huang, Yijian; Sanda, Martin G. Linear biomarker combination for constrained classification. (English) Zbl 07628841 Ann. Stat. 50, No. 5, 2793-2815 (2022). MSC: 62E20 62H30 90C59 PDFBibTeX XMLCite \textit{Y. Huang} and \textit{M. G. Sanda}, Ann. Stat. 50, No. 5, 2793--2815 (2022; Zbl 07628841) Full Text: DOI
Mikusheva, Anna; Sun, Liyang Inference with many weak instruments. (English) Zbl 07622648 Rev. Econ. Stud. 89, No. 5, 2663-2686 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Mikusheva} and \textit{L. Sun}, Rev. Econ. Stud. 89, No. 5, 2663--2686 (2022; Zbl 07622648) Full Text: DOI arXiv
Feng, Huijie; Ning, Yang; Zhao, Jiwei Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses. (English) Zbl 07610771 Ann. Stat. 50, No. 4, 2284-2305 (2022). MSC: 62C20 62Fxx PDFBibTeX XMLCite \textit{H. Feng} et al., Ann. Stat. 50, No. 4, 2284--2305 (2022; Zbl 07610771) Full Text: DOI arXiv
Javanmard, Adel; Soltanolkotabi, Mahdi Precise statistical analysis of classification accuracies for adversarial training. (English) Zbl 07610765 Ann. Stat. 50, No. 4, 2127-2156 (2022). MSC: 62E20 62F12 62J12 PDFBibTeX XMLCite \textit{A. Javanmard} and \textit{M. Soltanolkotabi}, Ann. Stat. 50, No. 4, 2127--2156 (2022; Zbl 07610765) Full Text: DOI arXiv
Bastos, Fernando de Souza; Barreto-Souza, Wagner; Genton, Marc G. A generalized Heckman model with varying sample selection bias and dispersion parameters. (English) Zbl 07601222 Stat. Sin. 32, No. 4, 1911-1938 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{F. de S. Bastos} et al., Stat. Sin. 32, No. 4, 1911--1938 (2022; Zbl 07601222) Full Text: DOI arXiv
Bishnoi, Srawan Kumar; Mukhopadhyay, Nitis An optimal purely sequential strategy with asymptotic second-order properties: applications from statistical inference and data analysis. (English) Zbl 07596761 Sequential Anal. 41, No. 3, 325-366 (2022). MSC: 62L10 62L05 62L12 62F25 PDFBibTeX XMLCite \textit{S. K. Bishnoi} and \textit{N. Mukhopadhyay}, Sequential Anal. 41, No. 3, 325--366 (2022; Zbl 07596761) Full Text: DOI
Zheng, Jiali; Wang, Xiyang Estimation for a class of semiparametric Pareto mixture densities. (English) Zbl 07596016 Sankhyā, Ser. A 84, No. 2, 609-627 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Zheng} and \textit{X. Wang}, Sankhyā, Ser. A 84, No. 2, 609--627 (2022; Zbl 07596016) Full Text: DOI
Klein, Daniel; Pielaszkiewicz, Jolanta; Filipiak, Katarzyna Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings. (English) Zbl 1520.62066 J. Multivariate Anal. 192, Article ID 105049, 18 p. (2022). MSC: 62H15 62E20 62H10 PDFBibTeX XMLCite \textit{D. Klein} et al., J. Multivariate Anal. 192, Article ID 105049, 18 p. (2022; Zbl 1520.62066) Full Text: DOI
Bachoc, François; Porcu, Emilio; Bevilacqua, Moreno; Furrer, Reinhard; Faouzi, Tarik Asymptotically equivalent prediction in multivariate geostatistics. (English) Zbl 07594068 Bernoulli 28, No. 4, 2518-2545 (2022). MSC: 62Mxx 60Gxx 41Axx PDFBibTeX XMLCite \textit{F. Bachoc} et al., Bernoulli 28, No. 4, 2518--2545 (2022; Zbl 07594068) Full Text: DOI arXiv Link
del Barrio, Eustasio; Cuesta-Albertos, Juan A.; Matran, Carlos The complex behaviour of Galton rank-order statistic. (English) Zbl 07594054 Bernoulli 28, No. 4, 2123-2150 (2022). MSC: 62Gxx 60Fxx 60Bxx PDFBibTeX XMLCite \textit{E. del Barrio} et al., Bernoulli 28, No. 4, 2123--2150 (2022; Zbl 07594054) Full Text: DOI arXiv Link
Xu, Zuheng; Campbell, Trevor The computational asymptotics of Gaussian variational inference and the Laplace approximation. (English) Zbl 1495.62015 Stat. Comput. 32, No. 4, Paper No. 63, 37 p. (2022). MSC: 62-08 62F15 90C25 PDFBibTeX XMLCite \textit{Z. Xu} and \textit{T. Campbell}, Stat. Comput. 32, No. 4, Paper No. 63, 37 p. (2022; Zbl 1495.62015) Full Text: DOI arXiv
Wang, Chunlin; Marriott, Paul; Li, Pengfei A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters. (English) Zbl 07575565 Metrika 85, No. 7, 809-831 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Wang} et al., Metrika 85, No. 7, 809--831 (2022; Zbl 07575565) Full Text: DOI arXiv
Kobayashi, Mitsuki; Shimizu, Yasutaka Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise. (English) Zbl 1493.62502 Jpn. J. Stat. Data Sci. 5, No. 1, 217-240 (2022). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{M. Kobayashi} and \textit{Y. Shimizu}, Jpn. J. Stat. Data Sci. 5, No. 1, 217--240 (2022; Zbl 1493.62502) Full Text: DOI arXiv
Marriott, Paul Geometry and mixture models. (English) Zbl 1524.62300 Nielsen, Frank (ed.) et al., Geometry and statistics. Amsterdam: Elsevier/Academic Press. Handb. Stat. 46, 327-355 (2022). MSC: 62H30 62B11 53B12 PDFBibTeX XMLCite \textit{P. Marriott}, Handb. Stat. 46, 327--355 (2022; Zbl 1524.62300) Full Text: Link
Joshi, Neeraj; Bapat, Sudeep R. On improved accelerated sequential estimation of the mean of an inverse Gaussian distribution. (English) Zbl 07571118 Commun. Stat., Theory Methods 51, No. 17, 6127-6143 (2022). MSC: 62L12 62L05 62F12 62P30 PDFBibTeX XMLCite \textit{N. Joshi} and \textit{S. R. Bapat}, Commun. Stat., Theory Methods 51, No. 17, 6127--6143 (2022; Zbl 07571118) Full Text: DOI
Weißbach, Rafael; Dörre, Achim Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood. (English) Zbl 07570832 Statistics 56, No. 4, 844-866 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Weißbach} and \textit{A. Dörre}, Statistics 56, No. 4, 844--866 (2022; Zbl 07570832) Full Text: DOI
Zhao, Jing; Li, Shenghong Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model. (English) Zbl 07565500 Commun. Stat., Theory Methods 51, No. 16, 5428-5445 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Zhao} and \textit{S. Li}, Commun. Stat., Theory Methods 51, No. 16, 5428--5445 (2022; Zbl 07565500) Full Text: DOI
Faouzi, Tarik; Porcu, Emilio; Bevilacqua, Moreno Space-time estimation and prediction under fixed-domain asymptotics with compactly supported covariance functions. (English) Zbl 1524.62469 Stat. Sin. 32, No. 3, 1187-1203 (2022). MSC: 62M30 60G15 60G60 62M40 PDFBibTeX XMLCite \textit{T. Faouzi} et al., Stat. Sin. 32, No. 3, 1187--1203 (2022; Zbl 1524.62469) Full Text: DOI
Mukhopadhyay, Nitis; Venkatesan, Swathi A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: applications to air quality data. (English) Zbl 1493.62478 Sequential Anal. 41, No. 2, 241-274 (2022). MSC: 62L05 62L10 62L12 PDFBibTeX XMLCite \textit{N. Mukhopadhyay} and \textit{S. Venkatesan}, Sequential Anal. 41, No. 2, 241--274 (2022; Zbl 1493.62478) Full Text: DOI
Li, Z. Merrick; Linton, Oliver A ReMeDI for microstructure noise. (English) Zbl 1492.91399 Econometrica 90, No. 1, 367-389 (2022). MSC: 91G30 62P05 PDFBibTeX XMLCite \textit{Z. M. Li} and \textit{O. Linton}, Econometrica 90, No. 1, 367--389 (2022; Zbl 1492.91399) Full Text: DOI
Liu, Xijun; Gao, Qingwu Uniform asymptotics for the compound risk model with dependence structures and constant force of interest. (English) Zbl 1490.91052 Stochastics 94, No. 2, 191-211 (2022). MSC: 91B05 60K10 62E20 62P05 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Q. Gao}, Stochastics 94, No. 2, 191--211 (2022; Zbl 1490.91052) Full Text: DOI
Liang, Tengyuan; Sur, Pragya A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers. (English) Zbl 1490.68188 Ann. Stat. 50, No. 3, 1669-1695 (2022). MSC: 68T05 62H30 PDFBibTeX XMLCite \textit{T. Liang} and \textit{P. Sur}, Ann. Stat. 50, No. 3, 1669--1695 (2022; Zbl 1490.68188) Full Text: DOI arXiv
Berthet, Philippe; Einmahl, John H. J. Cube root weak convergence of empirical estimators of a density level set. (English) Zbl 07547936 Ann. Stat. 50, No. 3, 1423-1446 (2022). MSC: 62G05 62G20 60F05 60F17 PDFBibTeX XMLCite \textit{P. Berthet} and \textit{J. H. J. Einmahl}, Ann. Stat. 50, No. 3, 1423--1446 (2022; Zbl 07547936) Full Text: DOI arXiv
Xie, Lin; Xiao, Hongmin; He, Yan The limit property of a risk model based on entrance processes. (English) Zbl 1524.91094 Commun. Stat., Simulation Comput. 51, No. 3, 955-972 (2022). MSC: 91G05 62P05 91B05 PDFBibTeX XMLCite \textit{L. Xie} et al., Commun. Stat., Simulation Comput. 51, No. 3, 955--972 (2022; Zbl 1524.91094) Full Text: DOI
Zhang, Ting Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization. (English) Zbl 07543338 Biometrika 109, No. 2, 521-534 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Zhang}, Biometrika 109, No. 2, 521--534 (2022; Zbl 07543338) Full Text: DOI
Luo, Wei; Xue, Lingzhou; Yao, Jiawei; Yu, Xiufan Inverse moment methods for sufficient forecasting using high-dimensional predictors. (English) Zbl 07543335 Biometrika 109, No. 2, 473-487 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Luo} et al., Biometrika 109, No. 2, 473--487 (2022; Zbl 07543335) Full Text: DOI arXiv
Ferraty, F.; Nagy, S. Scalar-on-function local linear regression and beyond. (English) Zbl 07543333 Biometrika 109, No. 2, 439-455 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Ferraty} and \textit{S. Nagy}, Biometrika 109, No. 2, 439--455 (2022; Zbl 07543333) Full Text: DOI arXiv
Kaleta, Kamil; Ponikowski, Daniel On directional convolution equivalent densities. (English) Zbl 1498.60058 Electron. J. Probab. 27, Paper No. 65, 19 p. (2022). MSC: 60E05 26B99 60G50 60G51 62H05 PDFBibTeX XMLCite \textit{K. Kaleta} and \textit{D. Ponikowski}, Electron. J. Probab. 27, Paper No. 65, 19 p. (2022; Zbl 1498.60058) Full Text: DOI arXiv
Anatolyev, Stanislav; Mikusheva, Anna Factor models with many assets: strong factors, weak factors, and the two-pass procedure. (English) Zbl 07538792 J. Econom. 229, No. 1, 103-126 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Anatolyev} and \textit{A. Mikusheva}, J. Econom. 229, No. 1, 103--126 (2022; Zbl 07538792) Full Text: DOI arXiv
Caponera, A.; Durastanti, C. Parametric estimation for functional autoregressive processes on the sphere. (English) Zbl 1493.62513 Theory Probab. Math. Stat. 106, 63-83 (2022). MSC: 62M10 60G60 62G05 62R30 60G10 PDFBibTeX XMLCite \textit{A. Caponera} and \textit{C. Durastanti}, Theory Probab. Math. Stat. 106, 63--83 (2022; Zbl 1493.62513) Full Text: DOI arXiv
Paul, Biplab; De, Shyamal K.; Ghosh, Anil K. Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data. (English) Zbl 1493.62349 J. Multivariate Anal. 190, Article ID 104897, 20 p. (2022). MSC: 62H15 62G10 62H17 62H30 PDFBibTeX XMLCite \textit{B. Paul} et al., J. Multivariate Anal. 190, Article ID 104897, 20 p. (2022; Zbl 1493.62349) Full Text: DOI
Ledoit, Olivier; Wolf, Michael Quadratic shrinkage for large covariance matrices. (English) Zbl 07526596 Bernoulli 28, No. 3, 1519-1547 (2022). MSC: 62Hxx 62Fxx 62Cxx PDFBibTeX XMLCite \textit{O. Ledoit} and \textit{M. Wolf}, Bernoulli 28, No. 3, 1519--1547 (2022; Zbl 07526596) Full Text: DOI Link
Fang, Qin; Guo, Shaojun; Qiao, Xinghao Finite sample theory for high-dimensional functional/scalar time series with applications. (English) Zbl 1493.62519 Electron. J. Stat. 16, No. 1, 527-591 (2022). MSC: 62M10 62R10 62J07 PDFBibTeX XMLCite \textit{Q. Fang} et al., Electron. J. Stat. 16, No. 1, 527--591 (2022; Zbl 1493.62519) Full Text: DOI arXiv Link
Chaturvedi, Ajit; Bapat, Sudeep R.; Joshi, Neeraj Sequential estimation of an inverse Gaussian mean with known coefficient of variation. (English) Zbl 1493.62098 Sankhyā, Ser. B 84, No. 1, 402-420 (2022). MSC: 62L12 62F10 62F12 62L05 62L10 PDFBibTeX XMLCite \textit{A. Chaturvedi} et al., Sankhyā, Ser. B 84, No. 1, 402--420 (2022; Zbl 1493.62098) Full Text: DOI
Han, Qiyang; Kato, Kengo Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression. (English) Zbl 07522879 Ann. Appl. Probab. 32, No. 2, 1459-1498 (2022). MSC: 62Jxx 62G05 60E15 PDFBibTeX XMLCite \textit{Q. Han} and \textit{K. Kato}, Ann. Appl. Probab. 32, No. 2, 1459--1498 (2022; Zbl 07522879) Full Text: DOI arXiv
Tarima, Sergey; Flournoy, Nancy Most powerful test sequences with early stopping options. (English) Zbl 07506466 Metrika 85, No. 4, 491-513 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Tarima} and \textit{N. Flournoy}, Metrika 85, No. 4, 491--513 (2022; Zbl 07506466) Full Text: DOI arXiv
Fan, Zhou Approximate message passing algorithms for rotationally invariant matrices. (English) Zbl 1486.94026 Ann. Stat. 50, No. 1, 197-224 (2022). MSC: 94A12 05C90 60B20 62J07 62H12 62H25 PDFBibTeX XMLCite \textit{Z. Fan}, Ann. Stat. 50, No. 1, 197--224 (2022; Zbl 1486.94026) Full Text: DOI arXiv
Kruiniger, Hugo Estimation of dynamic panel data models with a lot of heterogeneity. (English) Zbl 1490.62459 Econom. Rev. 41, No. 2, 117-146 (2022). MSC: 62P20 62M10 62F12 PDFBibTeX XMLCite \textit{H. Kruiniger}, Econom. Rev. 41, No. 2, 117--146 (2022; Zbl 1490.62459) Full Text: DOI