Search
Search Results
-
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...
-
The cumulative quantile regression function with censored and truncated response
In this paper, we propose a nonparametric estimator of the cumulative quantile regression (CQR) function when the response is subjected to random...
-
An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis
In this article, we revisit Winfried Stute’s contributions to survival analysis, which constitute a significant portion of his publications. Instead...
-
An exponential inequality and its application to M estimators in multiple linear models
In the paper, an exponential inequality for widely orthant dependent random variables is established without bounded condition. By using the...
-
Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes
Let X 1 ,..., X n , n > 1, be nondegenerate independent chronologically ordered realvalued observables with finite means. Consider the “no-change in...
-
kNN estimation in functional partial linear modeling
A statistical procedure combining the local adaptivity and the easiness of implementation of k -nearest-neighbours ( k NN) estimates together with the...
-
Robust skew-t factor analysis models for handling missing data
This paper presents a novel framework for maximum likelihood (ML) estimation in skew- t factor analysis (STFA) models in the presence of missing...
-
Minimization and estimation of the variance of prediction errors for cross-validation designs
We consider the mean prediction error of a classification or regression procedure as well as its cross-validation estimates, and investigate the...
-
-
Additional Indexes and Indicators for Assessment of Research Production
About forty-five indexes for assessment of research production of single researchers have been discussed in Chap. 2...
-
Additional Time Domain Topics
In this chapter, we present material that may be considered special or advanced topics in the time domain. Chapter 6 is devoted to one of the most...
-
-
A note on rank reduction in sparse multivariate regression
A reduced-rank regression with sparse singular value decomposition (RSSVD) approach was proposed by Chen et al. for conducting variable selection in...
-
Strong approximation of multidimensional ℙ-ℙ plots processes by Gaussian processes with applications to statistical tests
The present paper is mainly concerned with the strong approximation of ℙ-ℙ plot processes in ℝ d by sequences of Gaussian processes. In order to...
-
Lacunary Series and Stable Distributions
By well-known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central...
-
Model Estimation, Selection, and Checking
Model estimation, selection, and diagnostic checking are three interwoven components of time series analysis. If, within a specified class of...
-
Linear Time Series Analysis
From a purely statistical point of view, one major difference between time series and data sets as discussed in the previous chapters is that...
-
Copula based flexible modeling of associations between clustered event times
Multivariate survival data are characterized by the presence of correlation between event times within the same cluster. First, we build...
-
Parameter estimation for the non-stationary Ornstein–Uhlenbeck process with linear drift
We study the asymptotic behaviors for estimators of the parameters in the non-stationary Ornstein–Uhlenbeck process with linear drift. The law of...