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 PDF BibTeX XML Cite \textit{P. Berthet} and \textit{J. H. J. Einmahl}, Ann. Stat. 50, No. 3, 1423--1446 (2022; Zbl 07547936) Full Text: DOI OpenURL
Liu, Hang; Mukherjee, Kanchan R-estimators in GARCH models: asymptotics and applications. (English) Zbl 07546421 Econom. J. 25, No. 1, 98-113 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Liu} and \textit{K. Mukherjee}, Econom. J. 25, No. 1, 98--113 (2022; Zbl 07546421) Full Text: DOI OpenURL
Ivanoff, B. Gail; Weber, Neville C. Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process. (English) Zbl 07535563 Commun. Stat., Theory Methods 51, No. 9, 2765-2782 (2022). MSC: 62G09 62M10 62G30 60G10 60F17 PDF BibTeX XML Cite \textit{B. G. Ivanoff} and \textit{N. C. Weber}, Commun. Stat., Theory Methods 51, No. 9, 2765--2782 (2022; Zbl 07535563) Full Text: DOI OpenURL
Krivobokova, Tatyana; Serra, Paulo; Rosales, Francisco; Klockmann, Karolina Joint non-parametric estimation of mean and auto-covariances for Gaussian processes. (English) Zbl 07533787 Comput. Stat. Data Anal. 173, Article ID 107519, 17 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Krivobokova} et al., Comput. Stat. Data Anal. 173, Article ID 107519, 17 p. (2022; Zbl 07533787) Full Text: DOI OpenURL
Cheng, Conghua Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment. (English) Zbl 07533659 Commun. Stat., Theory Methods 51, No. 11, 3787-3798 (2022). MSC: 62G20 62-XX PDF BibTeX XML Cite \textit{C. Cheng}, Commun. Stat., Theory Methods 51, No. 11, 3787--3798 (2022; Zbl 07533659) Full Text: DOI OpenURL
Wechsung, Maximilian; Neumann, Michael H. Consistency of a nonparametric least squares estimator in integer-valued GARCH models. (English) Zbl 07531544 J. Nonparametric Stat. 34, No. 2, 491-519 (2022). MSC: 62G20 62M10 PDF BibTeX XML Cite \textit{M. Wechsung} and \textit{M. H. Neumann}, J. Nonparametric Stat. 34, No. 2, 491--519 (2022; Zbl 07531544) Full Text: DOI OpenURL
Liu, Jingbo Minoration via mixed volumes and Cover’s problem for general channels. (English) Zbl 07529631 Probab. Theory Relat. Fields 183, No. 1-2, 315-357 (2022). MSC: 94A05 94A40 94A17 52A39 46B07 PDF BibTeX XML Cite \textit{J. Liu}, Probab. Theory Relat. Fields 183, No. 1--2, 315--357 (2022; Zbl 07529631) Full Text: DOI OpenURL
Howard, Steven R.; Ramdas, Aaditya Sequential estimation of quantiles with applications to A/B testing and best-arm identification. (English) Zbl 07526603 Bernoulli 28, No. 3, 1704-1728 (2022). MSC: 62Gxx 60Gxx 62Lxx PDF BibTeX XML Cite \textit{S. R. Howard} and \textit{A. Ramdas}, Bernoulli 28, No. 3, 1704--1728 (2022; Zbl 07526603) Full Text: DOI Link OpenURL
Gaigall, Daniel; Gerstenberg, Julian; Trinh, Thi Thu Ha Empirical process of concomitants for partly categorial data and applications in statistics. (English) Zbl 07526566 Bernoulli 28, No. 2, 803-829 (2022). MSC: 62Gxx 60Gxx 62Hxx PDF BibTeX XML Cite \textit{D. Gaigall} et al., Bernoulli 28, No. 2, 803--829 (2022; Zbl 07526566) Full Text: DOI Link OpenURL
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 PDF BibTeX XML Cite \textit{Q. Han} and \textit{K. Kato}, Ann. Appl. Probab. 32, No. 2, 1459--1498 (2022; Zbl 07522879) Full Text: DOI OpenURL
Zhao, Linjie Long-time behavior of SSEP with slow boundary. (English) Zbl 07512064 Stat. Probab. Lett. 185, Article ID 109452, 11 p. (2022). MSC: 60K35 82C22 60F15 PDF BibTeX XML Cite \textit{L. Zhao}, Stat. Probab. Lett. 185, Article ID 109452, 11 p. (2022; Zbl 07512064) Full Text: DOI OpenURL
van Heel, Mareike; Dikta, Gerhard; Braekers, Roel Bootstrap based goodness-of-fit tests for binary multivariate regression models. (English) Zbl 1485.62102 J. Korean Stat. Soc. 51, No. 1, 308-335 (2022). MSC: 62J12 62G10 62E20 PDF BibTeX XML Cite \textit{M. van Heel} et al., J. Korean Stat. Soc. 51, No. 1, 308--335 (2022; Zbl 1485.62102) Full Text: DOI OpenURL
Einmahl, John H. J.; Ferreira, Ana; De Haan, Laurens; Neves, Cláudia; Zhou, Chen Spatial dependence and space-time trend in extreme events. (English) Zbl 07496868 Ann. Stat. 50, No. 1, 30-52 (2022). MSC: 62G32 62G10 62G20 60F17 60G70 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} et al., Ann. Stat. 50, No. 1, 30--52 (2022; Zbl 07496868) Full Text: DOI OpenURL
Bhattacharya, Indrabati; Ghosal, Subhashis Bayesian inference on multivariate medians and quantiles. (English) Zbl 07484130 Stat. Sin. 32, No. 1, 517-538 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Bhattacharya} and \textit{S. Ghosal}, Stat. Sin. 32, No. 1, 517--538 (2022; Zbl 07484130) Full Text: DOI arXiv OpenURL
Mao, Guangcai; Liu, Yanyan; Wu, Yuanshan; Yang, Qinglong The hazard level set. (English) Zbl 07476211 J. Nonparametric Stat. 34, No. 1, 22-57 (2022). MSC: 62G05 62H12 62N02 62Gxx PDF BibTeX XML Cite \textit{G. Mao} et al., J. Nonparametric Stat. 34, No. 1, 22--57 (2022; Zbl 07476211) Full Text: DOI OpenURL
Phandoidaen, Nathawut; Richter, Stefan Empirical process theory for locally stationary processes. (English) Zbl 07467728 Bernoulli 28, No. 1, 453-480 (2022). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G10 PDF BibTeX XML Cite \textit{N. Phandoidaen} and \textit{S. Richter}, Bernoulli 28, No. 1, 453--480 (2022; Zbl 07467728) Full Text: DOI arXiv Link OpenURL
Wang, Feng-Yu Wasserstein convergence rate for empirical measures on noncompact manifolds. (English) Zbl 1480.58015 Stochastic Processes Appl. 144, 271-287 (2022). MSC: 58J65 60J60 60B10 PDF BibTeX XML Cite \textit{F.-Y. Wang}, Stochastic Processes Appl. 144, 271--287 (2022; Zbl 1480.58015) Full Text: DOI arXiv OpenURL
Nasri, Bouchra R.; Rémillard, Bruno N.; Bahraoui, Tarik Change-point problems for multivariate time series using pseudo-observations. (English) Zbl 1480.62087 J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022). MSC: 62H15 62G10 62H05 62M10 PDF BibTeX XML Cite \textit{B. R. Nasri} et al., J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022; Zbl 1480.62087) Full Text: DOI OpenURL
Hong, Shaoxin; Jiang, Jiancheng; Jiang, Xuejun; Xiao, Zhijie Unifying inference for semiparametric regression. (English) Zbl 07546411 Econom. J. 24, No. 3, 482-501 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Hong} et al., Econom. J. 24, No. 3, 482--501 (2021; Zbl 07546411) Full Text: DOI OpenURL
Cho, Youngjoo; Ghosh, Debashis Covariate adjustment via propensity scores for recurrent events in the presence of dependent censoring. (English) Zbl 07532115 Commun. Stat., Theory Methods 50, No. 1, 216-236 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Cho} and \textit{D. Ghosh}, Commun. Stat., Theory Methods 50, No. 1, 216--236 (2021; Zbl 07532115) Full Text: DOI OpenURL
Choi, Sangbum; Huang, Xuelin Efficient inferences for linear transformation models with doubly censored data. (English) Zbl 07530961 Commun. Stat., Theory Methods 50, No. 9, 2188-2200 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Choi} and \textit{X. Huang}, Commun. Stat., Theory Methods 50, No. 9, 2188--2200 (2021; Zbl 07530961) Full Text: DOI OpenURL
Gning, Gorgui; Niang, Aladji Babacar; Ngom, Modou; Lo, Gane Samb Moments estimators and omnibus chi-square tests for some usual probability laws. (English. French summary) Zbl 1485.62017 Afr. Stat. 16, No. 4, 3061-3094 (2021). MSC: 62F03 62F12 62F15 PDF BibTeX XML Cite \textit{G. Gning} et al., Afr. Stat. 16, No. 4, 3061--3094 (2021; Zbl 1485.62017) Full Text: DOI Link OpenURL
Sun, Zhihua; Guo, Yuanyuan; Xie, Tianfa; Wang, Miaomiao Model diagnostics of parametric Tobit model based on cumulative residuals. (English) Zbl 1485.62019 J. Korean Stat. Soc. 50, No. 1, 198-213 (2021). MSC: 62F03 62F05 62P20 PDF BibTeX XML Cite \textit{Z. Sun} et al., J. Korean Stat. Soc. 50, No. 1, 198--213 (2021; Zbl 1485.62019) Full Text: DOI OpenURL
Souddi, Youssouf; Madani, Fethi; Bouzebda, Salim Some characteristics of the conditional set-indexed empirical process involving functional ergodic data. (English) Zbl 07478725 Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 4, 367-399 (2021). MSC: 62G20 62G10 62M15 PDF BibTeX XML Cite \textit{Y. Souddi} et al., Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 4, 367--399 (2021; Zbl 07478725) Full Text: DOI OpenURL
Bierkens, Joris; Nyquist, Pierre; Schlottke, Mikola C. Large deviations for the empirical measure of the zig-zag process. (English) Zbl 1482.60042 Ann. Appl. Probab. 31, No. 6, 2811-2843 (2021). MSC: 60F10 60J25 PDF BibTeX XML Cite \textit{J. Bierkens} et al., Ann. Appl. Probab. 31, No. 6, 2811--2843 (2021; Zbl 1482.60042) Full Text: DOI arXiv OpenURL
Favaro, Stefano; Panero, Francesca; Rigon, Tommaso Bayesian nonparametric disclosure risk assessment. (English) Zbl 07471514 Electron. J. Stat. 15, No. 2, 5626-5651 (2021). MSC: 62F15 62G05 PDF BibTeX XML Cite \textit{S. Favaro} et al., Electron. J. Stat. 15, No. 2, 5626--5651 (2021; Zbl 07471514) Full Text: DOI Link OpenURL
Maurer, Andreas Entropy and concentration. (English) Zbl 1484.60021 De Mari, Filippo (ed.) et al., Harmonic and applied analysis. From Radon transforms to machine learning. Based on contributions presented at the 2nd and 3rd summer schools on applied harmonic analysis, University of Genova, Genova, Italy, 2017 and 2019. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 55-100 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60C05 PDF BibTeX XML Cite \textit{A. Maurer}, in: Harmonic and applied analysis. From Radon transforms to machine learning. Based on contributions presented at the 2nd and 3rd summer schools on applied harmonic analysis, University of Genova, Genova, Italy, 2017 and 2019. Cham: Birkhäuser. 55--100 (2021; Zbl 1484.60021) Full Text: DOI OpenURL
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models. (English) Zbl 07470039 Ann. Stat. 49, No. 6, 3358-3382 (2021). MSC: 62G32 62M10 62G08 62G20 62P05 PDF BibTeX XML Cite \textit{S. Girard} et al., Ann. Stat. 49, No. 6, 3358--3382 (2021; Zbl 07470039) Full Text: DOI OpenURL
Beran, Jan; Steffens, Britta; Ghosh, Sucharita Testing for the expected number of exceedances in strongly dependent seasonal time series. (English) Zbl 07463892 J. Nonparametric Stat. 33, No. 3-4, 417-434 (2021). MSC: 62Gxx PDF BibTeX XML Cite \textit{J. Beran} et al., J. Nonparametric Stat. 33, No. 3--4, 417--434 (2021; Zbl 07463892) Full Text: DOI OpenURL
Rychlik, Tomasz; Spizzichino, Fabio Load-sharing reliability models with different component sensitivities to other components’ working states. (English) Zbl 1478.62304 Adv. Appl. Probab. 53, No. 1, 107-132 (2021). MSC: 62N05 62G30 PDF BibTeX XML Cite \textit{T. Rychlik} and \textit{F. Spizzichino}, Adv. Appl. Probab. 53, No. 1, 107--132 (2021; Zbl 1478.62304) Full Text: DOI OpenURL
Zheng, Yao; Cheng, Guang Finite-time analysis of vector autoregressive models under linear restrictions. (English) Zbl 07458265 Biometrika 108, No. 2, 469-489 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{G. Cheng}, Biometrika 108, No. 2, 469--489 (2021; Zbl 07458265) Full Text: DOI arXiv OpenURL
Sun, Zhihua; Luo, Dongshan; Zhou, Xiaohua; Zhang, Qingzhao Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable. (English) Zbl 1477.62099 Stat. Pap. 62, No. 4, 1723-1751 (2021). MSC: 62G08 62G10 62G20 PDF BibTeX XML Cite \textit{Z. Sun} et al., Stat. Pap. 62, No. 4, 1723--1751 (2021; Zbl 1477.62099) Full Text: DOI OpenURL
Gaigall, Daniel Test for changes in the modeled solvency capital requirement of an internal risk model. (English) Zbl 1480.91203 ASTIN Bull. 51, No. 3, 813-837 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{D. Gaigall}, ASTIN Bull. 51, No. 3, 813--837 (2021; Zbl 1480.91203) Full Text: DOI OpenURL
Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing Conditional marginal expected shortfall. (English) Zbl 1482.62105 Extremes 24, No. 4, 797-847 (2021). MSC: 62P05 62G32 62H12 62G20 91G70 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Extremes 24, No. 4, 797--847 (2021; Zbl 1482.62105) Full Text: DOI OpenURL
Khmaladze, Estate V. Distribution-free testing in linear and parametric regression. (English) Zbl 07447209 Ann. Inst. Stat. Math. 73, No. 6, 1063-1087 (2021). Reviewer: Joseph Melamed (Los Angeles) MSC: 62G10 PDF BibTeX XML Cite \textit{E. V. Khmaladze}, Ann. Inst. Stat. Math. 73, No. 6, 1063--1087 (2021; Zbl 07447209) Full Text: DOI OpenURL
Einmahl, John H. J.; Segers, Johan Empirical tail copulas for functional data. (English) Zbl 07438264 Ann. Stat. 49, No. 5, 2672-2696 (2021). MSC: 62G32 62H05 62G05 62G20 62G30 62R10 60F17 60G70 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} and \textit{J. Segers}, Ann. Stat. 49, No. 5, 2672--2696 (2021; Zbl 07438264) Full Text: DOI arXiv Link OpenURL
Han, Qiyang Set structured global empirical risk minimizers are rate optimal in general dimensions. (English) Zbl 1478.62081 Ann. Stat. 49, No. 5, 2642-2671 (2021). MSC: 62G05 62G07 62G08 62G20 PDF BibTeX XML Cite \textit{Q. Han}, Ann. Stat. 49, No. 5, 2642--2671 (2021; Zbl 1478.62081) Full Text: DOI arXiv Link OpenURL
Naaman, Michael On the tight constant in the multivariate Dvoretzky-Kiefer-Wolfowitz inequality. (English) Zbl 1474.60048 Stat. Probab. Lett. 173, Article ID 109088, 8 p. (2021). MSC: 60E15 62G10 PDF BibTeX XML Cite \textit{M. Naaman}, Stat. Probab. Lett. 173, Article ID 109088, 8 p. (2021; Zbl 1474.60048) Full Text: DOI OpenURL
Laha, Nilanjana; Miao, Zhen; Wellner, Jon A. Bi-\( s^\ast \)-concave distributions. (English) Zbl 1477.62092 J. Stat. Plann. Inference 215, 127-157 (2021). MSC: 62G08 62G15 62G30 62E15 PDF BibTeX XML Cite \textit{N. Laha} et al., J. Stat. Plann. Inference 215, 127--157 (2021; Zbl 1477.62092) Full Text: DOI arXiv OpenURL
Khmaladze, Estate V. Testing hypothesis on transition distributions of a Markov sequence. (English) Zbl 1477.62221 J. Stat. Plann. Inference 215, 72-84 (2021). MSC: 62M02 60J10 PDF BibTeX XML Cite \textit{E. V. Khmaladze}, J. Stat. Plann. Inference 215, 72--84 (2021; Zbl 1477.62221) Full Text: DOI OpenURL
Sun, S.; Zhu, W. Some asymptotic properties between smooth empirical and quantile processes for dependent random variables. (English) Zbl 1476.62071 Theory Probab. Appl. 66, No. 3, 455-468 (2021). MSC: 62G07 62G30 60F15 60G07 PDF BibTeX XML Cite \textit{S. Sun} and \textit{W. Zhu}, Theory Probab. Appl. 66, No. 3, 455--468 (2021; Zbl 1476.62071) Full Text: DOI OpenURL
Bücher, Axel; Jaser, Miriam; Min, Aleksey Detecting departures from meta-ellipticity for multivariate stationary time series. (English) Zbl 1473.62302 Depend. Model. 9, 121-140 (2021). MSC: 62M10 62H15 62P05 PDF BibTeX XML Cite \textit{A. Bücher} et al., Depend. Model. 9, 121--140 (2021; Zbl 1473.62302) Full Text: DOI OpenURL
Billio, Monica; Frattarolo, Lorenzo; Guégan, Dominique Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case. (English) Zbl 1474.62195 Depend. Model. 9, 43-61 (2021). MSC: 62H15 62G10 62G30 62H05 PDF BibTeX XML Cite \textit{M. Billio} et al., Depend. Model. 9, 43--61 (2021; Zbl 1474.62195) Full Text: DOI OpenURL
Clémençon, Stephan; Limnios, Myrto; Vayatis, Nicolas Concentration inequalities for two-sample rank processes with application to bipartite ranking. (English) Zbl 1471.62356 Electron. J. Stat. 15, No. 2, 4659-4717 (2021). MSC: 62G99 68T05 60E15 62C12 PDF BibTeX XML Cite \textit{S. Clémençon} et al., Electron. J. Stat. 15, No. 2, 4659--4717 (2021; Zbl 1471.62356) Full Text: DOI arXiv Link OpenURL
Sun, Zhihua; Chen, Feifei; Liang, Hua; Ruppert, David A projection-based consistent test incorporating dimension-reduction in partially linear models. (English) Zbl 1475.62172 Stat. Sin. 31, No. 3, 1489-1508 (2021). MSC: 62H15 62J02 PDF BibTeX XML Cite \textit{Z. Sun} et al., Stat. Sin. 31, No. 3, 1489--1508 (2021; Zbl 1475.62172) Full Text: DOI OpenURL
Buchmann, Boris; Ferreira, Ana; Maller, Ross A. Convergence of extreme values of Poisson point processes at small times. (English) Zbl 1473.60080 Extremes 24, No. 3, 501-529 (2021). MSC: 60G55 60F05 60G51 60G70 62G30 62G32 PDF BibTeX XML Cite \textit{B. Buchmann} et al., Extremes 24, No. 3, 501--529 (2021; Zbl 1473.60080) Full Text: DOI OpenURL
Bouzebda, Salim; Elhattab, Issam; Nemouchi, Boutheina On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation. (English) Zbl 1472.62067 J. Nonparametric Stat. 33, No. 2, 321-358 (2021). MSC: 62G30 62G07 62H05 62E20 60F05 60F15 PDF BibTeX XML Cite \textit{S. Bouzebda} et al., J. Nonparametric Stat. 33, No. 2, 321--358 (2021; Zbl 1472.62067) Full Text: DOI OpenURL
Dehling, H.; Giraudo, D.; Sharipov, O. Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data. (English) Zbl 07377595 Acta Math. Hung. 164, No. 2, 377-412 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60F17 62E20 PDF BibTeX XML Cite \textit{H. Dehling} et al., Acta Math. Hung. 164, No. 2, 377--412 (2021; Zbl 07377595) Full Text: DOI arXiv OpenURL
Hwang, Eunju Weak convergence for stationary bootstrap empirical processes of associated sequences. (English) Zbl 1469.62244 J. Korean Math. Soc. 58, No. 1, 237-264 (2021). MSC: 62G09 62G20 60F15 60G15 PDF BibTeX XML Cite \textit{E. Hwang}, J. Korean Math. Soc. 58, No. 1, 237--264 (2021; Zbl 1469.62244) Full Text: DOI OpenURL
Borda, Bence Equidistribution of random walks on compact groups. (English. French summary) Zbl 1468.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 54-72 (2021). MSC: 60G50 PDF BibTeX XML Cite \textit{B. Borda}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 54--72 (2021; Zbl 1468.60054) Full Text: DOI arXiv OpenURL
Mohr, Maria; Neumeyer, Natalie Nonparametric volatility change detection. (English) Zbl 1469.62246 Scand. J. Stat. 48, No. 2, 529-548 (2021). MSC: 62G10 62M10 62P05 PDF BibTeX XML Cite \textit{M. Mohr} and \textit{N. Neumeyer}, Scand. J. Stat. 48, No. 2, 529--548 (2021; Zbl 1469.62246) Full Text: DOI arXiv OpenURL
Jentsch, Carsten; Kulik, Rafał Bootstrapping Hill estimator and tail array sums for regularly varying time series. (English) Zbl 1479.62073 Bernoulli 27, No. 2, 1409-1439 (2021). Reviewer: Gilles Stupfler (Bruz) MSC: 62M10 62G32 62G05 60F10 60G70 PDF BibTeX XML Cite \textit{C. Jentsch} and \textit{R. Kulik}, Bernoulli 27, No. 2, 1409--1439 (2021; Zbl 1479.62073) Full Text: DOI OpenURL
Chu, Chi Wing; Sit, Tony; Xu, Gongjun Transformed dynamic quantile regression on censored data. (English) Zbl 1464.62402 J. Am. Stat. Assoc. 116, No. 534, 874-886 (2021). MSC: 62N01 62G08 62N05 PDF BibTeX XML Cite \textit{C. W. Chu} et al., J. Am. Stat. Assoc. 116, No. 534, 874--886 (2021; Zbl 1464.62402) Full Text: DOI OpenURL
Wang, Feng-Yu Precise limit in Wasserstein distance for conditional empirical measures of Dirichlet diffusion processes. (English) Zbl 1482.60015 J. Funct. Anal. 280, No. 11, Article ID 108998, 23 p. (2021). MSC: 60D05 58J65 PDF BibTeX XML Cite \textit{F.-Y. Wang}, J. Funct. Anal. 280, No. 11, Article ID 108998, 23 p. (2021; Zbl 1482.60015) Full Text: DOI arXiv OpenURL
Xia, Yifan; Hou, Yongchao; Lv, Shaogao Learning rates for partially linear support vector machine in high dimensions. (English) Zbl 1462.68165 Anal. Appl., Singap. 19, No. 1, 167-182 (2021). MSC: 68T05 62G05 62J07 PDF BibTeX XML Cite \textit{Y. Xia} et al., Anal. Appl., Singap. 19, No. 1, 167--182 (2021; Zbl 1462.68165) Full Text: DOI arXiv OpenURL
Dedecker, Jérôme; Merlevède, Florence Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. (English) Zbl 1457.60051 Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021). MSC: 60F17 60F15 60G10 60B12 PDF BibTeX XML Cite \textit{J. Dedecker} and \textit{F. Merlevède}, Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021; Zbl 1457.60051) Full Text: DOI OpenURL
Han, Qiyang; Wellner, Jon A. Complex sampling designs: uniform limit theorems and applications. (English) Zbl 1475.62090 Ann. Stat. 49, No. 1, 459-485 (2021). MSC: 62D05 62G20 62G05 62E20 62K20 60F15 PDF BibTeX XML Cite \textit{Q. Han} and \textit{J. A. Wellner}, Ann. Stat. 49, No. 1, 459--485 (2021; Zbl 1475.62090) Full Text: DOI arXiv Euclid OpenURL
Zou, Nan; Volgushev, Stanislav; Bücher, Axel Multiple block sizes and overlapping blocks for multivariate time series extremes. (English) Zbl 1461.62167 Ann. Stat. 49, No. 1, 295-320 (2021). MSC: 62M10 62H12 62H05 62G20 62G32 62E20 60F10 60G70 PDF BibTeX XML Cite \textit{N. Zou} et al., Ann. Stat. 49, No. 1, 295--320 (2021; Zbl 1461.62167) Full Text: DOI arXiv Euclid OpenURL
Bertail, Patrice; Dudek, Anna E. Consistency of the frequency domain bootstrap for differentiable functionals. (English) Zbl 1459.62176 Electron. J. Stat. 15, No. 1, 1-36 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62M15 62M10 62G09 62G20 PDF BibTeX XML Cite \textit{P. Bertail} and \textit{A. E. Dudek}, Electron. J. Stat. 15, No. 1, 1--36 (2021; Zbl 1459.62176) Full Text: DOI Euclid OpenURL
Chen, Ren Raw; Lee, Cheng Few; Lee, Han-Hsing Empirical performance of the constant elasticity variance option pricing model. (English) Zbl 1452.91305 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903-1942 (2021). MSC: 91G20 60G40 91G60 91G40 PDF BibTeX XML Cite \textit{R. R. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903--1942 (2021; Zbl 1452.91305) Full Text: DOI OpenURL
Jafari, A. A.; Bafekri, S. Inferences on the performance index of Weibull distribution based on \(k\)-record values. (English) Zbl 1448.62059 J. Comput. Appl. Math. 382, Article ID 113060, 16 p. (2021). MSC: 62G30 62G32 62G15 62N05 62E15 90B25 PDF BibTeX XML Cite \textit{A. A. Jafari} and \textit{S. Bafekri}, J. Comput. Appl. Math. 382, Article ID 113060, 16 p. (2021; Zbl 1448.62059) Full Text: DOI OpenURL
Feng, Yan; Zhao, Xiaobing; Zhou, Xian Semiparametric random censorship models for survival data with long-term survivors. (English) Zbl 07545501 Commun. Stat., Simulation Comput. 49, No. 11, 2876-2896 (2020). MSC: 62N01 62G07 62G20 62N02 PDF BibTeX XML Cite \textit{Y. Feng} et al., Commun. Stat., Simulation Comput. 49, No. 11, 2876--2896 (2020; Zbl 07545501) Full Text: DOI OpenURL
Hisakado, Masato; Mori, Shintaro Phase transition in the Bayesian estimation of the default portfolio. (English) Zbl 07527216 Physica A 544, Article ID 123480, 13 p. (2020). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Hisakado} and \textit{S. Mori}, Physica A 544, Article ID 123480, 13 p. (2020; Zbl 07527216) Full Text: DOI OpenURL
Park, Jin Kyung; Ng, Chi Tim; Na, Myung Hwan Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes. (English) Zbl 1484.62108 J. Korean Stat. Soc. 49, No. 3, 1008-1025 (2020). MSC: 62M05 60G51 PDF BibTeX XML Cite \textit{J. K. Park} et al., J. Korean Stat. Soc. 49, No. 3, 1008--1025 (2020; Zbl 1484.62108) Full Text: DOI OpenURL
Zhang, Hu; Yang, Qinglong Statistical inference for proportional mean residual life model with continuous auxiliary covariate. (Chinese. English summary) Zbl 07494846 Sci. Sin., Math. 50, No. 11, 1631-1648 (2020). MSC: 62N02 62N05 62P10 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{Q. Yang}, Sci. Sin., Math. 50, No. 11, 1631--1648 (2020; Zbl 07494846) Full Text: DOI OpenURL
Domínguez, Manuel A.; Lobato, Ignacio N. Specification testing with estimated variables. (English) Zbl 07484516 Econom. Rev. 39, No. 5, 476-494 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. A. Domínguez} and \textit{I. N. Lobato}, Econom. Rev. 39, No. 5, 476--494 (2020; Zbl 07484516) Full Text: DOI OpenURL
Bhati, Deepesh; Kattumannil, Sudheesh K. Jackknife empirical likelihood test for testing one-sided Lévy distribution. (English) Zbl 07481504 J. Appl. Stat. 47, No. 7, 1208-1219 (2020). MSC: 62Pxx PDF BibTeX XML Cite \textit{D. Bhati} and \textit{S. K. Kattumannil}, J. Appl. Stat. 47, No. 7, 1208--1219 (2020; Zbl 07481504) Full Text: DOI OpenURL
Balakrishnan, Narayanaswamy; Qin, Chengwei Nonparametric optimal designs for degradation tests. (English) Zbl 07481463 J. Appl. Stat. 47, No. 4, 624-641 (2020). MSC: 62Pxx PDF BibTeX XML Cite \textit{N. Balakrishnan} and \textit{C. Qin}, J. Appl. Stat. 47, No. 4, 624--641 (2020; Zbl 07481463) Full Text: DOI OpenURL
Schreuder, N. Bounding the expectation of the supremum of empirical processes indexed by Hölder classes. (English) Zbl 1476.62040 Math. Methods Stat. 29, No. 1, 76-86 (2020). MSC: 62E10 62G30 60G05 PDF BibTeX XML Cite \textit{N. Schreuder}, Math. Methods Stat. 29, No. 1, 76--86 (2020; Zbl 1476.62040) Full Text: DOI arXiv OpenURL
Zitelli, G. L. Random matrix models for datasets with fixed time horizons. (English) Zbl 1466.91302 Quant. Finance 20, No. 5, 769-781 (2020). MSC: 91G10 60G51 PDF BibTeX XML Cite \textit{G. L. Zitelli}, Quant. Finance 20, No. 5, 769--781 (2020; Zbl 1466.91302) Full Text: DOI OpenURL
Oesting, Marco; Schnurr, Alexander Ordinal patterns in clusters of subsequent extremes of regularly varying time series. (English) Zbl 1468.62343 Extremes 23, No. 4, 521-545 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 62G32 62H30 62P12 PDF BibTeX XML Cite \textit{M. Oesting} and \textit{A. Schnurr}, Extremes 23, No. 4, 521--545 (2020; Zbl 1468.62343) Full Text: DOI arXiv OpenURL
Zheng, Su-jin; Gao, Si-yu; Sun, Zhi-hua Projection-based consistent test for linear regression model with missing response and covariates. (English) Zbl 1466.62370 Acta Math. Appl. Sin., Engl. Ser. 36, No. 4, 917-935 (2020). MSC: 62J05 62J10 62D10 41A60 PDF BibTeX XML Cite \textit{S.-j. Zheng} et al., Acta Math. Appl. Sin., Engl. Ser. 36, No. 4, 917--935 (2020; Zbl 1466.62370) Full Text: DOI OpenURL
Zhuang, Jiancang; Wang, Ting; Kiyosugi, Koji Detection and replenishment of missing data in marked point processes. (English) Zbl 1464.62484 Stat. Sin. 30, No. 4, 2105-2130 (2020). MSC: 62P12 86A15 62D10 60G55 65C05 PDF BibTeX XML Cite \textit{J. Zhuang} et al., Stat. Sin. 30, No. 4, 2105--2130 (2020; Zbl 1464.62484) Full Text: DOI OpenURL
Wang, Yinfeng; Tang, Yanlin; Zhang, Xinsheng A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type. (English) Zbl 1462.62277 J. Syst. Sci. Complex. 33, No. 6, 2067-2079 (2020). MSC: 62G10 62H15 62L10 62E10 62P05 PDF BibTeX XML Cite \textit{Y. Wang} et al., J. Syst. Sci. Complex. 33, No. 6, 2067--2079 (2020; Zbl 1462.62277) Full Text: DOI OpenURL
Bouzebda, Salim; Cherfi, Mohamed General inference in semiparametric models through divergences and the duality technique with applications. (English) Zbl 1474.62154 Theory Stoch. Process. 25, No. 1, 1-24 (2020). MSC: 62G20 62G09 62G30 PDF BibTeX XML Cite \textit{S. Bouzebda} and \textit{M. Cherfi}, Theory Stoch. Process. 25, No. 1, 1--24 (2020; Zbl 1474.62154) Full Text: Link OpenURL
Dwivedi, Raaz; Ho, Nhat; Khamaru, Koulik; Wainwright, Martin J.; Jordan, Michael I.; Yu, Bin Singularity, misspecification and the convergence rate of EM. (English) Zbl 1462.62382 Ann. Stat. 48, No. 6, 3161-3182 (2020). MSC: 62H30 62G05 62G20 62B10 PDF BibTeX XML Cite \textit{R. Dwivedi} et al., Ann. Stat. 48, No. 6, 3161--3182 (2020; Zbl 1462.62382) Full Text: DOI arXiv Euclid OpenURL
He, Baihua; Liu, Yanyan; Wu, Yuanshan; Zhao, Xingqiu Semiparametric efficient estimation for additive hazards regression with case II interval-censored survival data. (English) Zbl 1457.62293 Lifetime Data Anal. 26, No. 4, 708-730 (2020). MSC: 62N01 62N05 62P10 PDF BibTeX XML Cite \textit{B. He} et al., Lifetime Data Anal. 26, No. 4, 708--730 (2020; Zbl 1457.62293) Full Text: DOI OpenURL
Liu, Yutao; Pan, Jing; Zhou, Yong Nonparametric estimation of the quantile differences for right-censored and length-biased data. (Chinese. English summary) Zbl 1463.62120 Acta Math. Sin., Chin. Ser. 63, No. 2, 105-122 (2020). MSC: 62G08 62G05 62G20 62P10 62N01 PDF BibTeX XML Cite \textit{Y. Liu} et al., Acta Math. Sin., Chin. Ser. 63, No. 2, 105--122 (2020; Zbl 1463.62120) OpenURL
Beran, Jan; Sabzikar, Farzad; Surgailis, Donatas; Telkmann, Klaus On the empirical process of tempered moving averages. (English) Zbl 1456.62181 Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020). MSC: 62M10 62G20 60F17 PDF BibTeX XML Cite \textit{J. Beran} et al., Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020; Zbl 1456.62181) Full Text: DOI OpenURL
Balakrishna, N.; Kim, Jiwoong; Koul, Hira L. Lack-of-fit of a parametric measurement error AR(1) model. (English) Zbl 1456.62178 Stat. Probab. Lett. 166, Article ID 108872, 10 p. (2020). MSC: 62M10 62F03 62F12 60G44 PDF BibTeX XML Cite \textit{N. Balakrishna} et al., Stat. Probab. Lett. 166, Article ID 108872, 10 p. (2020; Zbl 1456.62178) Full Text: DOI OpenURL
Cheek, David; Shneer, Seva The empirical mean position of a branching Lévy process. (English) Zbl 1457.60130 J. Appl. Probab. 57, No. 4, 1252-1259 (2020). MSC: 60J80 60G51 60J25 PDF BibTeX XML Cite \textit{D. Cheek} and \textit{S. Shneer}, J. Appl. Probab. 57, No. 4, 1252--1259 (2020; Zbl 1457.60130) Full Text: DOI arXiv OpenURL
Withers, Christopher S.; Nadarajah, Saralees The distribution of the maximum of an ARMA(1,1) process. (English) Zbl 1455.62184 C. R., Math., Acad. Sci. Paris 358, No. 8, 909-916 (2020). MSC: 62M10 62G30 62E10 60F10 45B05 41A35 PDF BibTeX XML Cite \textit{C. S. Withers} and \textit{S. Nadarajah}, C. R., Math., Acad. Sci. Paris 358, No. 8, 909--916 (2020; Zbl 1455.62184) Full Text: DOI arXiv OpenURL
Teckentrup, Aretha L. Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems. (English) Zbl 1461.60022 SIAM/ASA J. Uncertain. Quantif. 8, 1310-1337 (2020). MSC: 60G15 62G08 62J07 65D05 65D30 65J22 PDF BibTeX XML Cite \textit{A. L. Teckentrup}, SIAM/ASA J. Uncertain. Quantif. 8, 1310--1337 (2020; Zbl 1461.60022) Full Text: DOI arXiv OpenURL
Chu, Chenghao; Zhang, Ying; Tu, Wanzhu Stochastic functional estimates in longitudinal models with interval-censored anchoring events. (English) Zbl 1454.62551 Scand. J. Stat. 47, No. 3, 638-661 (2020). MSC: 62R10 62N01 62H11 62G07 PDF BibTeX XML Cite \textit{C. Chu} et al., Scand. J. Stat. 47, No. 3, 638--661 (2020; Zbl 1454.62551) Full Text: DOI Link OpenURL
Albertus, Mickael Raking-ratio empirical process with auxiliary information learning. (English) Zbl 1453.62461 ESAIM, Probab. Stat. 24, 435-453 (2020). MSC: 62G09 62G10 62G20 60F17 60F05 PDF BibTeX XML Cite \textit{M. Albertus}, ESAIM, Probab. Stat. 24, 435--453 (2020; Zbl 1453.62461) Full Text: DOI arXiv OpenURL
Bertoin, Jean How linear reinforcement affects Donsker’s theorem for empirical processes. (English) Zbl 1478.60108 Probab. Theory Relat. Fields 178, No. 3-4, 1173-1192 (2020); correction ibid. 181, No. 1-3, 291-310 (2021). MSC: 60F17 62G30 60G50 PDF BibTeX XML Cite \textit{J. Bertoin}, Probab. Theory Relat. Fields 178, No. 3--4, 1173--1192 (2020; Zbl 1478.60108) Full Text: DOI arXiv OpenURL
Chang, Seong Yeon A new test of asset return predictability with an unstable predictor. (English) Zbl 1451.91234 Econ. Lett. 196, Article ID 109529, 5 p. (2020). MSC: 91G99 62P05 PDF BibTeX XML Cite \textit{S. Y. Chang}, Econ. Lett. 196, Article ID 109529, 5 p. (2020; Zbl 1451.91234) Full Text: DOI OpenURL
Chazottes, Jean-René; Collet, Pierre; Martínez, Servet; Méléard, Sylvie Quasi-stationary distributions and resilience: what to get from a sample? (Distributions quasi-stationnaires et résilience : que peut-on obtenir des données ?) (English. French summary) Zbl 1459.60151 J. Éc. Polytech., Math. 7, 943-980 (2020). MSC: 60J28 60K35 92D25 PDF BibTeX XML Cite \textit{J.-R. Chazottes} et al., J. Éc. Polytech., Math. 7, 943--980 (2020; Zbl 1459.60151) Full Text: DOI arXiv OpenURL
Ying, Zhiliang; Yu, Wen; Zhao, Ziqiang; Zheng, Ming Regression analysis of doubly truncated data. (English) Zbl 1445.62063 J. Am. Stat. Assoc. 115, No. 530, 810-821 (2020). MSC: 62G05 62G20 62N01 PDF BibTeX XML Cite \textit{Z. Ying} et al., J. Am. Stat. Assoc. 115, No. 530, 810--821 (2020; Zbl 1445.62063) Full Text: DOI arXiv Link OpenURL
Dehling, Herold; Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh Distance covariance for discretized stochastic processes. (English) Zbl 1462.62356 Bernoulli 26, No. 4, 2758-2789 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62H20 62G10 62G20 60G05 60E10 PDF BibTeX XML Cite \textit{H. Dehling} et al., Bernoulli 26, No. 4, 2758--2789 (2020; Zbl 1462.62356) Full Text: DOI arXiv Euclid OpenURL
Lecué, Guillaume; Lerasle, Matthieu; Mathieu, Timlothée Robust classification via MOM minimization. (English) Zbl 07255760 Mach. Learn. 109, No. 8, 1635-1665 (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{G. Lecué} et al., Mach. Learn. 109, No. 8, 1635--1665 (2020; Zbl 07255760) Full Text: DOI arXiv OpenURL
Albisetti, Isaia; Balabdaoui, Fadoua; Holzmann, Hajo Testing for spherical and elliptical symmetry. (English) Zbl 1450.62054 J. Multivariate Anal. 180, Article ID 104667, 19 p. (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H15 62H10 PDF BibTeX XML Cite \textit{I. Albisetti} et al., J. Multivariate Anal. 180, Article ID 104667, 19 p. (2020; Zbl 1450.62054) Full Text: DOI arXiv OpenURL
Clémençon, Stephan; Bertail, Patrice; Ciołek, Gabriela Statistical learning based on Markovian data maximal deviation inequalities and learning rates. (English) Zbl 1454.60112 Ann. Math. Artif. Intell. 88, No. 7, 735-757 (2020). MSC: 60J20 60J05 62M05 PDF BibTeX XML Cite \textit{S. Clémençon} et al., Ann. Math. Artif. Intell. 88, No. 7, 735--757 (2020; Zbl 1454.60112) Full Text: DOI OpenURL
Badía, F. G.; Mercier, Sophie; Sangüesa, C. Trend-transformed independent vectors: construction and stochastic comparison results. (English) Zbl 1448.62057 Statistics 54, No. 4, 778-804 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62G30 62H25 60E15 60K10 62N05 62P30 PDF BibTeX XML Cite \textit{F. G. Badía} et al., Statistics 54, No. 4, 778--804 (2020; Zbl 1448.62057) Full Text: DOI HAL OpenURL
Kayid, M.; Shafaei Noughabi, M.; Abouammoh, A. M. A nonparametric estimator of bivariate quantile residual life model with application to tumor recurrence data set. (English) Zbl 07223598 J. Classif. 37, No. 1, 237-253 (2020). MSC: 62N05 60E15 62P05 PDF BibTeX XML Cite \textit{M. Kayid} et al., J. Classif. 37, No. 1, 237--253 (2020; Zbl 07223598) Full Text: DOI OpenURL
Wang, Lihong Lack of fit test for long memory regression models. (English) Zbl 1443.62292 Stat. Pap. 61, No. 3, 1043-1067 (2020). MSC: 62M10 62G10 62G20 62J02 PDF BibTeX XML Cite \textit{L. Wang}, Stat. Pap. 61, No. 3, 1043--1067 (2020; Zbl 1443.62292) Full Text: DOI OpenURL
Papamichail, Chrysanthi; Bouzebda, Salim; Limnios, Nikolaos Regression analysis of stochastic fatigue crack growth model in a martingale difference framework. (English) Zbl 1443.62125 J. Stat. Theory Pract. 14, No. 3, Paper No. 44, 43 p. (2020). MSC: 62G30 62G20 60E05 60F05 60G42 60J05 62H12 62J02 62M02 PDF BibTeX XML Cite \textit{C. Papamichail} et al., J. Stat. Theory Pract. 14, No. 3, Paper No. 44, 43 p. (2020; Zbl 1443.62125) Full Text: DOI OpenURL
Jurečková, Jana; Picek, Jan; Schindler, Martin Empirical regression quantile processes. (English) Zbl 07217109 Appl. Math., Praha 65, No. 3, 257-269 (2020). MSC: 62J02 62G30 90C05 65K05 49M29 PDF BibTeX XML Cite \textit{J. Jurečková} et al., Appl. Math., Praha 65, No. 3, 257--269 (2020; Zbl 07217109) Full Text: DOI OpenURL
Mohr, Maria; Neumeyer, Natalie Consistent nonparametric change point detection combining CUSUM and marked empirical processes. (English) Zbl 1476.62190 Electron. J. Stat. 14, No. 1, 2238-2271 (2020). Reviewer: Catalin Stoean (Craiova) MSC: 62M10 62G08 62G09 62G10 62H20 62L12 PDF BibTeX XML Cite \textit{M. Mohr} and \textit{N. Neumeyer}, Electron. J. Stat. 14, No. 1, 2238--2271 (2020; Zbl 1476.62190) Full Text: DOI arXiv Euclid OpenURL
Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing Robust nonparametric estimation of the conditional tail dependence coefficient. (English) Zbl 1441.62141 J. Multivariate Anal. 178, Article ID 104607, 19 p. (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62H12 62G32 62G35 62P12 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., J. Multivariate Anal. 178, Article ID 104607, 19 p. (2020; Zbl 1441.62141) Full Text: DOI HAL OpenURL