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  1. Journal

    Metrika

    2020欧洲杯体育官方网站Volume 1 / 1958 - Volume 83 / 2020

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    2020欧洲杯体育官方网站 Article

    Space–time inhomogeneous background intensity estimators for semi-parametric space–time self-exciting point process models

    Histogram maximum likelihood estimators of semi-parametric space–time self-exciting point process models via expectation–maximization algorithm can be biased when the background process is inhomogeneous. We ex...

    Chenlong Li, Zhanjie Song in Annals of the Institute of Statistical Mathematics (2020)

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    Article

    Regression function estimation as a partly inverse problem

    This paper is about nonparametric regression function estimation. Our estimator is a one-step projection estimator obtained by least-squares contrast minimization. The specificity of our work is to consider a ...

    F. Comte, V. Genon-Catalot in Annals of the Institute of Statistical Mathematics (2020)

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    Article

    Estimation of extreme conditional quantiles under a general tail-first-order condition

    2020欧洲杯体育官方网站 We consider the estimation of an extreme conditional quantile. In a first part, we propose a new tail condition in order to establish the asymptotic distribution of an extreme conditional quantile estimator. N...

    Laurent Gardes, Armelle Guillou in Annals of the Institute of Statistical Mat… (2020)

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    Article

    Increasing concave orderings of linear combinations of order statistics with applications to social welfare

    We provide in this paper sufficient conditions for comparing, in terms of the increasing concave order, some income random variables based on linear combinations of order statistics that are relevant in the fr...

    Antonia Castaño-Martínez, Gema Pigueiras, Georgios Psarrakos, Miguel A. Sordo in Metrika (2020)

  6. Journal

    Annals of the Institute of Statistical Mathematics

    Volume 1 / 1949 - Volume 72 / 2020

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    2020欧洲杯体育官方网站 Article

    A unified approach to constructing correlation coefficients between random variables

    Measuring the correlation between two random variables is an important goal in various statistical applications. The standardized covariance is a widely used criterion for measuring the linear association. In ...

    Majid Asadi, Somayeh Zarezadeh in Metrika (2020)

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    2020欧洲杯体育官方网站 Article

    Large sample results for frequentist multiple imputation for Cox regression with missing covariate data

    Incomplete information on explanatory variables is commonly encountered in studies of possibly censored event times. A popular approach to deal with partially observed covariates is multiple imputation, where ...

    Frank Eriksson, Torben Martinussen in Annals of the Institute of Statistical Mat… (2020)

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    Article

    Locally D-optimal designs for heteroscedastic polynomial measurement error models

    This paper considers constructions of optimal designs for heteroscedastic polynomial measurement error models. Corresponding approximate design theory is developed by using corrected score function approach, w...

    Min-Jue Zhang, Rong-Xian Yue in Metrika (2020)

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    2020欧洲杯体育官方网站 Article

    Reliability of a coherent system equipped with two cold standby components

    In this paper, we focus on a particular type of coherent system which may fail either on the failure of its first component or on the failure of its second component. We investigate the renewal of such a coher...

    Achintya Roy, Nitin Gupta in Metrika (2020)

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    Article

    Convergence rate of kernel regression estimation for time series data when both response and covariate are functional

    We investigate kernel estimates in the functional nonparametric regression model when both the response and the explanatory variable (the covariate) are functional. The rates of almost complete and uniform alm...

    Nengxiang Ling, Lingyu Wang, Philippe Vieu in Metrika (2020)

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    2020欧洲杯体育官方网站 Article

    Distributions of pattern statistics in sparse Markov models

    Markov models provide a good approximation to probabilities associated with many categorical time series, and thus they are applied extensively. However, a major drawback associated with them is that the numbe...

    Donald E. K. Martin in Annals of the Institute of Statistical Mathematics (2020)

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    2020欧洲杯体育官方网站 Article

    Detecting deviations from second-order stationarity in locally stationary functional time series

    A time-domain test for the assumption of second-order stationarity of a functional time series is proposed. The test is based on combining individual cumulative sum tests which are designed to be sensitive to ...

    Axel Bücher, Holger Dette, Florian Heinrichs in Annals of the Institute of Statistical Mat… (2020)

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    Article

    Nonparametric MANOVA in meaningful effects

    Multivariate analysis of variance (MANOVA) is a powerful and versatile method to infer and quantify main and interaction effects in metric multivariate multi-factor data. It is, however, neither robust against...

    Dennis Dobler, Sarah Friedrich, Markus Pauly in Annals of the Institute of Statistical Mat… (2020)

  15. Journal

    Computational Statistics

    Volume 14 / 1999 - Volume 35 / 2020

  16. Journal

    Behaviormetrika

    2020欧洲杯体育官方网站Volume 1 / 1974 - Volume 47 / 2020

  17. 2020欧洲杯体育官方网站 Journal

    Sankhya A

    2020欧洲杯体育官方网站Volume 72 / 2010 - Volume 82 / 2020

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    Article

    Multivector Variate Distributions

    A new family of multivariate distributions under elliptical models is proposed in this work. Several particular cases of this multivector variate distributions are obtained and a number of published multivariate ...

    José A. Díaz-García, Francisco J. Caro-Lopera, Fredy O. Pérez Ramírez in Sankhya A (2020)

  19. Journal

    Journal of Classification

    Volume 1 / 1984 - Volume 37 / 2020

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    Article

    Asymptotic properties of mildly explosive processes with locally stationary disturbance

    In this study, we derive the limiting distribution of the least squares estimator (LSE) and the localized LSE for mildly explosive autoregressive models with locally stationary disturbance and verify that it i...

    Junichi Hirukawa, Sangyeol Lee in Metrika (2020)

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