Estimation of value-at-risk by \(L^{p}\) quantile regression Peng SunFuming LinKaizhi Yu OriginalPaper 19 September 2024
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field Nakahiro Yoshida OriginalPaper 14 September 2024
Asymptotic expected sensitivity function and its applications to measures of monotone association Qingyang Zhang OriginalPaper 17 August 2024 Pages: 877 - 896
Penalized estimation for non-identifiable models Junichiro YoshidaNakahiro Yoshida OriginalPaper 01 August 2024 Pages: 765 - 796
Minimizing robust density power-based divergences for general parametric density models Akifumi Okuno OriginalPaper 02 May 2024 Pages: 851 - 875
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates Jian-Jian RenYuyin Shi OriginalPaper 29 April 2024 Pages: 617 - 648
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation N. V. GribkovaJ. SuR. Zitikis OriginalPaper 23 April 2024 Pages: 821 - 850
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions Junichiro YoshidaNakahiro Yoshida OriginalPaper 23 April 2024 Pages: 711 - 763
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers Shaul K. Bar-LevGérard LetacAd Ridder OriginalPaper 22 April 2024 Pages: 679 - 709
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance Žikica LukićBojana Milošević OriginalPaper 08 April 2024 Pages: 797 - 820
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent Selina DrewsMichael Kohler OriginalPaper 08 April 2024 Pages: 361 - 391
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling Katarzyna Adamczyk-ChauvatMouna KassaRadu S. Stoica OriginalPaper 05 April 2024 Pages: 447 - 479
Using the growth curve model in classification of repeated measurements Dietrich von RosenMartin Singull OriginalPaper 29 March 2024 Pages: 511 - 534
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity Lixiu WuJiang Hu OriginalPaper 22 March 2024 Pages: 579 - 615
Data segmentation for time series based on a general moving sum approach Claudia KirchKerstin Reckruehm OriginalPaper 14 March 2024 Pages: 393 - 421
Testing against ordered alternatives in one-way ANOVA model with exponential errors Anjana MondalMarkus PaulySomesh Kumar OriginalPaper 12 March 2024 Pages: 649 - 678
Regularized nonlinear regression with dependent errors and its application to a biomechanical model Hojun YouKyubaek YoonChae Young Lim OriginalPaper 08 February 2024 Pages: 481 - 510
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis Chenlong LiKaiyan Cui OriginalPaper 29 January 2024 Pages: 535 - 578
Gradual change-point analysis based on Spearman matrices for multivariate time series Jean-François Quessy OriginalPaper 05 January 2024 Pages: 423 - 446
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions M. N. M. van Lieshout OriginalPaper 22 December 2023 Pages: 313 - 331
Test for conditional quantile change in general conditional heteroscedastic time series models Sangyeol LeeChang Kyeom Kim OriginalPaper 15 December 2023 Pages: 333 - 359
Multivariate frequency polygon for stationary random fields Michel CarbonThierry Duchesne OriginalPaper 08 November 2023 Pages: 263 - 287
Identifiability of latent-variable and structural-equation models: from linear to nonlinear Aapo HyvärinenIlyes KhemakhemRicardo Monti INVITED ARTICLE: FOURTH AKAIKE MEMORIAL LECTURE 04 November 2023 Pages: 1 - 33
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear" Aapo Hyvärinen Invited Article: Fourth Akaike Memorial Lecture 01 November 2023 Pages: 43 - 46
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” Takeru Matsuda Invited Article: Fourth Akaike Memorial Lecture 01 November 2023 Pages: 39 - 42
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear” Hiroshi Morioka Invited Article: Fourth Akaike Memorial Lecture 01 November 2023 Pages: 35 - 37
On estimation of nonparametric regression models with autoregressive and moving average errors Qi ZhengYunwei CuiRongning Wu OriginalPaper 26 October 2023 Pages: 235 - 262
On a projection least squares estimator for jump diffusion processes Hélène HalconruyNicolas Marie OriginalPaper 11 September 2023 Pages: 209 - 234
Comparing regression curves: an L1-point of view Patrick BastianHolger DetteKathrin Möllenhoff OriginalPaper 30 August 2023 Pages: 159 - 183
Gaussian quasi-information criteria for ergodic Lévy driven SDE Shoichi EguchiHiroki Masuda OriginalPaper 11 August 2023 Pages: 111 - 157
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics Lutz DümbgenKlaus Nordhausen OriginalPaper 08 August 2023 Pages: 185 - 207
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression Kai XuNan An OriginalPaper 18 July 2023 Pages: 93 - 110
Model averaging for estimating treatment effects Zhihao ZhaoXinyu ZhangGeoffrey K. F. Tso OriginalPaper 30 June 2023 Pages: 73 - 92
Comparative evaluation of point process forecasts Jonas R. BrehmerTilmann GneitingKirstin Strokorb OriginalPaper 15 June 2023 Pages: 47 - 71
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method Bruno EbnerAdrian FischerCeleste Mayer OriginalPaper 22 May 2023 Pages: 1011 - 1038
Estimation of complier causal treatment effects with informatively interval-censored failure time data Yuqing MaPeijie WangJianguo Sun OriginalPaper 15 May 2023 Pages: 1039 - 1062
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models Xiuli WangJingchang ShaoQiang Zhao OriginalPaper 03 May 2023 Pages: 949 - 977
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data Hengfang WangJae Kwang Kim OriginalPaper 27 April 2023 Pages: 911 - 929
A goodness-of-fit test on the number of biclusters in a relational data matrix Chihiro WatanabeTaiji Suzuki OriginalPaper 17 April 2023 Pages: 979 - 1009
Gene–environment interaction analysis under the Cox model Kuangnan FangJingmao LiQingzhao Zhang OriginalPaper 10 April 2023 Pages: 931 - 948
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic Conor KresinFrederic Schoenberg OriginalPaper 10 March 2023 Pages: 887 - 909
Automatic data-based bin width selection for rose diagram Yasuhito TsurutaMasahiko Sagae OriginalPaper 09 March 2023 Pages: 855 - 886
Mixture of shifted binomial distributions for rating data Shaoting LiJiahua Chen OriginalPaper 10 February 2023 Pages: 833 - 853
Least absolute deviation estimation for AR(1) processes with roots close to unity Nannan MaHailin SangGuangyu Yang OriginalPaper 23 January 2023 Pages: 799 - 832
Nonparametric multiple regression by projection on non-compactly supported bases Florian Dussap OriginalPaper 22 January 2023 Pages: 731 - 771
Robust density power divergence estimates for panel data models Abhijit MandalBeste Hamiye BeyaztasSoutir Bandyopadhyay OriginalPaper 20 January 2023 Pages: 773 - 798
Correction to: Group least squares regression for linear models with strongly correlated predictor variables Min Tsao Correction 11 January 2023 Pages: 251 - 251
A copula spectral test for pairwise time reversibility Shibin Zhang OriginalPaper 26 December 2022 Pages: 705 - 729