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Scale invariant and efficient estimation for groupwise scaled envelope model
Motivated by different groups containing different group information under the heteroscedastic error structure, we propose the groupwise scaled...
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Statistical inference of pth-order generalized binomial autoregressive model
To capture the higher-order autocorrelation structure for finite-range integer-valued time series of counts, and to consider the interdependence...
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A mixture of experts regression model for functional response with functional covariates
Due to the fast growth of data that are measured on a continuous scale, functional data analysis has undergone many developments in recent years....
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Multivariate Leimkuhler Curve: Properties and Applications to Analysis of Bibliometric Data
The Leimkuhler curve has established itself as an efficient tool in the analysis and comparison of concentration of bibliometric measures of...
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Estimation and backtesting of risk measures with emphasis on distortion risk measures
Statistical methodology has an important role to play in risk measurement. In this paper, we will review and discuss some statistical issues on risk...
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A limit formula and a series expansion for the bivariate Normal tail probability
This work presents a limit formula for the bivariate Normal tail probability. It only requires the larger threshold to grow indefinitely, but...
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Strong convergence of a nonparametric relative error regression estimator under missing data with functional predictors
In this paper, we develop a nonparametric estimator of the regression function for a functional explanatory variable and a scalar response variable...
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Classifier-dependent feature selection via greedy methods
The purpose of this study is to introduce a new approach to feature ranking for classification tasks, called in what follows greedy feature...
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Locally sparse and robust partial least squares in scalar-on-function regression
We present a novel approach for estimating a scalar-on-function regression model, leveraging a functional partial least squares methodology. Our...
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A Personal Celebration of Dr. D. Basu with Emphasis on Examples-Counterexamples-Clarifications
Preparing this centennial tribute to Dr. D. Basu (5 July, 1924 – 24 March, 2001) created an opportunity to selectively revisit a number of core...
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On weak convergence of quantile-based empirical likelihood process for ROC curves
The empirical likelihood (EL) method possesses desirable qualities such as automatically determining confidence regions and circumventing the need...
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Systemic infinitesimal over-dispersion on graphical dynamic models
Stochastic models for collections of interacting populations have crucial roles in many scientific fields such as epidemiology, ecology, performance...
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Correction to: analysis of stochastic gradient descent in continuous time
A correction regarding [Latz 2021, Stat. Comput. 31, 39].
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Dynamic factor models for claim reserving
This study presents a new approach to claim reserving in the insurance industry using dynamic factor models (DFMs). Traditional methods often...
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Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
To enhance the robustness and flexibility of Bayesian quantile regression models using the asymmetric Laplace or asymmetric Huberised-type (AH)...
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Greedy recursive spectral bisection for modularity-bound hierarchical divisive community detection
Spectral clustering techniques depend on the eigenstructure of a similarity matrix to assign data points to clusters, so that points within the same...
