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Likelihood Inference in Multiparameter Models
The concepts described in Chap. 4 are now extended to multiparameter models. The concept of profile...
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Estimating non-simultaneous changes in the mean of vectors
A sequence of independent vectors with correlated components is considered. It is supposed that there is one change point in the mean of each...
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Strong approximations for the p-fold integrated empirical process with applications to statistical tests
The main purpose of this paper is to investigate the strong approximation of the p -fold integrated empirical process, p being a fixed positive...
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Asymptotics for the linear kernel quantile estimator
The method of linear kernel quantile estimator was proposed by Parzen (J Am Stat Assoc 74:105–121,
1979 ), which is a reasonable estimator for...
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Introduction to U-statistics
U statistics are a large and important class of statistics. Indeed, any U-statistic (with finite variance) is the non-parametric minimum variance...
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Asymptotic Results for Truncated-censored and Associated Data
Left-truncation and right-censoring arise frequently when considering lifetime data. When both incompleteness conditions occur, a product-limit...
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An extended proportional hazards model for interval-censored data subject to instantaneous failures
The proportional hazards (PH) model is arguably one of the most popular models used to analyze time to event data arising from clinical trials and...
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An Infinitesimal Probabilistic Model for Principal Component Analysis of Manifold Valued Data
We provide a probabilistic and infinitesimal view of how the principal component analysis procedure (PCA) can be generalized to analysis of nonlinear...
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Some Results and Applications of Geometric Counting Processes
Among Mixed Poisson processes, counting processes having geometrically distributed increments can be obtained when the mixing random intensity is...
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Large and moderate deviation principles for the bootstrap sample quantile
Let { X , X n , n ≥ 1} be a sequence of independent identically distributed (i.i.d.) random variables defined on a probability space ( Ω, F , ℙ) with...
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Time Series with Stochastic Volatility
In the previous chapters we have already discussed that volatility plays an important role in modelling financial systems and time series. Unlike the...
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The Bennett-Orlicz Norm
van de Geer and Lederer ( Probab. Theory Related Fields 157 (1-2), 225–250,
2013 ) introduced a new Orlicz norm, the Bernstein-Orlicz norm, which is... -
Semi-functional partially linear regression model with responses missing at random
This paper focuses on semi-functional partially linear regression model, where a scalar response variable with missing at random is explained by a...
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A Law of the Iterated Logarithm for the Sojourn Time Process in Queues in Series
The object of this research in the sphere of queueing theory is the law of the iterated logarithm under the conditions of heavy traffic in queues in...
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A Survey on Conditioned Limit Theorems for Products of Random Matrices and Affine Random Walks
This paper is a survey of results on the asymptotics of the exit time from certain domains and conditioned limit theorems to stay in the same domains...
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Bayesian Variable Selection and Estimation Based on Global-Local Shrinkage Priors
We consider in this paper simultaneous Bayesian variable selection and estimation for linear regression models with global-local shrinkage priors on...
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Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression
We consider nonparametric inference for error hazard rates in linear regression with right censored data. The estimator for hazard rate function is...
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Some applications of the strong approximation of the integrated empirical copula processes
The purpose of the present paper is to provide a strong invariance principle for the integrated empirical copula process [introduced in a series of...