Blier-Wong, Christopher; Cossette, Hélène; Legros, Sebastien; Marceau, Etienne A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. (English) Zbl 07823258 J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024). MSC: 62Hxx 60E05 62H20 65C10 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024; Zbl 07823258) Full Text: DOI arXiv
Kong, Linglong; Luo, Xinchao; Xie, Jinhan; Zhu, Lixing; Zhu, Hongtu A functional nonlinear mixed effects modeling framework for longitudinal functional responses. (English) Zbl 07823241 Electron. J. Stat. 18, No. 1, 1355-1393 (2024). MSC: 62G05 60J05 62G08 62G20 PDFBibTeX XMLCite \textit{L. Kong} et al., Electron. J. Stat. 18, No. 1, 1355--1393 (2024; Zbl 07823241) Full Text: DOI Link
Han, Yuecai; Zhang, Dingwen Nadaraya-Watson estimators for reflected stochastic processes. (English) Zbl 07784076 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 143-160 (2024). MSC: 60F15 62F12 PDFBibTeX XMLCite \textit{Y. Han} and \textit{D. Zhang}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 143--160 (2024; Zbl 07784076) Full Text: DOI
Amato, Umberto; Antoniadis, Anestis; De Feis, Italia; Gijbels, Irène Penalized wavelet nonparametric univariate logistic regression for irregular spaced data. (English) Zbl 07757618 Statistics 57, No. 5, 1037-1060 (2023). MSC: 62H12 60K35 62G08 PDFBibTeX XMLCite \textit{U. Amato} et al., Statistics 57, No. 5, 1037--1060 (2023; Zbl 07757618) Full Text: DOI
Allouche, Michaël; El Methni, Jonathan; Girard, Stéphane A refined Weissman estimator for extreme quantiles. (English) Zbl 07730786 Extremes 26, No. 3, 545-572 (2023). MSC: 62G32 62G05 62G30 60G70 PDFBibTeX XMLCite \textit{M. Allouche} et al., Extremes 26, No. 3, 545--572 (2023; Zbl 07730786) Full Text: DOI
Bouzebda, Salim; Slaoui, Yousri Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method. (English) Zbl 07730315 Sankhyā, Ser. A 85, No. 1, 658-690 (2023). MSC: 62G08 60F10 62L20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{Y. Slaoui}, Sankhyā, Ser. A 85, No. 1, 658--690 (2023; Zbl 07730315) Full Text: DOI
Bouzebda, Salim; Taachouche, Nourelhouda On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm. (English) Zbl 07723542 Physica A 625, Article ID 129000, 72 p. (2023). MSC: 82-XX 60F05 60G15 60G10 62G05 62G07 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{N. Taachouche}, Physica A 625, Article ID 129000, 72 p. (2023; Zbl 07723542) Full Text: DOI
Bouzebda, Salim General tests of conditional independence based on empirical processes indexed by functions. (English) Zbl 1522.60043 Jpn. J. Stat. Data Sci. 6, No. 1, 115-177 (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 62E20 62G20 62H10 60F15 PDFBibTeX XMLCite \textit{S. Bouzebda}, Jpn. J. Stat. Data Sci. 6, No. 1, 115--177 (2023; Zbl 1522.60043) Full Text: DOI
Chen, Yu; Ma, Mengyuan; Sun, Hongfang Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model. (English) Zbl 1520.91318 Insur. Math. Econ. 111, 142-162 (2023). MSC: 91G05 62P05 60G70 62G32 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 111, 142--162 (2023; Zbl 1520.91318) Full Text: DOI
Song, Yuping; Li, Hangyan Bias reduction estimation for drift coefficient in diffusion models with jumps. (English) Zbl 07709743 Statistics 57, No. 3, 597-616 (2023). MSC: 62G20 62M05 60J75 62P20 PDFBibTeX XMLCite \textit{Y. Song} and \textit{H. Li}, Statistics 57, No. 3, 597--616 (2023; Zbl 07709743) Full Text: DOI
Henzi, Alexander; Kleger, Gian-Reto; Ziegel, Johanna F. Distributional (single) index models. (English) Zbl 1514.62235 J. Am. Stat. Assoc. 118, No. 541, 489-503 (2023). MSC: 62P10 60E05 60E15 62G30 PDFBibTeX XMLCite \textit{A. Henzi} et al., J. Am. Stat. Assoc. 118, No. 541, 489--503 (2023; Zbl 1514.62235) Full Text: DOI arXiv
Kuchibhotla, Arun K.; Patra, Rohit K.; Sen, Bodhisattva Semiparametric efficiency in convexity constrained single-index model. (English) Zbl 1514.62064 J. Am. Stat. Assoc. 118, No. 541, 272-286 (2023). MSC: 62G08 60E15 PDFBibTeX XMLCite \textit{A. K. Kuchibhotla} et al., J. Am. Stat. Assoc. 118, No. 541, 272--286 (2023; Zbl 1514.62064) Full Text: DOI arXiv
Letourneau, Pascal; Stentoft, Lars Simulated Greeks for American options. (English) Zbl 1518.91284 Quant. Finance 23, No. 4, 653-676 (2023). MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{P. Letourneau} and \textit{L. Stentoft}, Quant. Finance 23, No. 4, 653--676 (2023; Zbl 1518.91284) Full Text: DOI
Kozachenko, Yuriy; Rozora, Iryna On statistical properties of the estimator of impulse response function. (English) Zbl 07819630 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 563-585 (2022). MSC: 62G07 60G07 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Springer Proc. Math. Stat. 408, 563--585 (2022; Zbl 07819630) Full Text: DOI
Daouia, Abdelaati; Gijbels, Irène; Stupfler, Gilles Extremile regression. (English) Zbl 1506.62296 J. Am. Stat. Assoc. 117, No. 539, 1579-1586 (2022). MSC: 62G32 60G70 62G08 PDFBibTeX XMLCite \textit{A. Daouia} et al., J. Am. Stat. Assoc. 117, No. 539, 1579--1586 (2022; Zbl 1506.62296) Full Text: DOI
Bouzebda, Salim; Limnios, Nikolaos The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications. (English) Zbl 07622177 J. Nonparametric Stat. 34, No. 4, 758-788 (2022). MSC: 62Gxx 60J28 60K15 60G09 62F40 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{N. Limnios}, J. Nonparametric Stat. 34, No. 4, 758--788 (2022; Zbl 07622177) Full Text: DOI
Bouzebda, Salim; Chaouch, Mohamed; Biha, Sultana Didi Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes. (English) Zbl 1497.62085 Ann. Inst. Stat. Math. 74, No. 4, 737-771 (2022). MSC: 62G07 62G20 62M10 60G10 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., Ann. Inst. Stat. Math. 74, No. 4, 737--771 (2022; Zbl 1497.62085) Full Text: DOI
Smida, Zaineb; Cucala, Lionel; Gannoun, Ali; Durif, Ghislain A median test for functional data. (English) Zbl 1493.62178 J. Nonparametric Stat. 34, No. 2, 520-553 (2022). MSC: 62H15 62G10 62G20 60F17 62R10 PDFBibTeX XMLCite \textit{Z. Smida} et al., J. Nonparametric Stat. 34, No. 2, 520--553 (2022; Zbl 1493.62178) Full Text: DOI
Molina-Fructuoso, Martin; Murray, Ryan Tukey depths and Hamilton-Jacobi differential equations. (English) Zbl 1490.35478 SIAM J. Math. Data Sci. 4, No. 2, 604-633 (2022). MSC: 35Q62 62H05 62G35 35F21 60C05 PDFBibTeX XMLCite \textit{M. Molina-Fructuoso} and \textit{R. Murray}, SIAM J. Math. Data Sci. 4, No. 2, 604--633 (2022; Zbl 1490.35478) Full Text: DOI arXiv
Wehrli, Alexander; Sornette, Didier Classification of flash crashes using the Hawkes \(p,q\) framework. (English) Zbl 1484.91463 Quant. Finance 22, No. 2, 213-240 (2022). MSC: 91G15 60G55 PDFBibTeX XMLCite \textit{A. Wehrli} and \textit{D. Sornette}, Quant. Finance 22, No. 2, 213--240 (2022; Zbl 1484.91463) Full Text: DOI
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726 Bernoulli 28, No. 1, 395-423 (2022). MSC: 62Gxx 60Fxx 62Jxx PDFBibTeX XMLCite \textit{K. Benhenni} et al., Bernoulli 28, No. 1, 395--423 (2022; Zbl 07467726) Full Text: DOI arXiv Link
Cascos, Ignacio; Li, Qiyu; Molchanov, Ilya Depth and outliers for samples of sets and random sets distributions. (English) Zbl 1521.62080 Aust. N. Z. J. Stat. 63, No. 1, 55-82 (2021). MSC: 62H11 60D05 62R20 PDFBibTeX XMLCite \textit{I. Cascos} et al., Aust. N. Z. J. Stat. 63, No. 1, 55--82 (2021; Zbl 1521.62080) Full Text: DOI
Al-Babtain, Abdulhakim A.; Sherwani, Rehan A. K.; Afify, Ahmed Z.; Aidi, Khaoula; Nasir, M. Arslan; Jamal, Farrukh; Saboor, Abdus The extended Burr-R class: properties, applications and modified test for censored data. (English) Zbl 1525.62043 AIMS Math. 6, No. 3, 2912-2931 (2021). MSC: 62N05 62E15 62E10 60E05 62N01 PDFBibTeX XMLCite \textit{A. A. Al-Babtain} et al., AIMS Math. 6, No. 3, 2912--2931 (2021; Zbl 1525.62043) Full Text: DOI
Huang, Xin-Wei; Wang, Weijing; Emura, Takeshi A copula-based Markov chain model for serially dependent event times with a dependent terminal event. (English) Zbl 1478.62257 Jpn. J. Stat. Data Sci. 4, No. 2, 917-951 (2021); correction ibid. 4, No. 1, 475 (2021). MSC: 62M10 62H05 60J20 62G05 62H12 62E20 62N01 62N05 62P10 PDFBibTeX XMLCite \textit{X.-W. Huang} et al., Jpn. J. Stat. Data Sci. 4, No. 2, 917--951 (2021; Zbl 1478.62257) Full Text: DOI
Song, Yuping; Li, Hangyan; Fang, Yetong Efficient estimation for the volatility of stochastic interest rate models. (English) Zbl 1477.62304 Stat. Pap. 62, No. 4, 1939-1964 (2021). MSC: 62P05 62G07 62G20 62M10 60J60 91G30 PDFBibTeX XMLCite \textit{Y. Song} et al., Stat. Pap. 62, No. 4, 1939--1964 (2021; Zbl 1477.62304) Full Text: DOI
Gijbels, Irène; Matterne, Margot Study of partial and average conditional Kendall’s tau. (English) Zbl 1476.62091 Depend. Model. 9, 82-120 (2021). Reviewer: Carlo Sempi (Lecce) MSC: 62H05 60E05 PDFBibTeX XMLCite \textit{I. Gijbels} and \textit{M. Matterne}, Depend. Model. 9, 82--120 (2021; Zbl 1476.62091) Full Text: DOI
Heinrichs, Florian; Dette, Holger A distribution free test for changes in the trend function of locally stationary processes. (English) Zbl 1476.62079 Electron. J. Stat. 15, No. 2, 3762-3797 (2021). MSC: 62G10 62G08 62M10 60G10 PDFBibTeX XMLCite \textit{F. Heinrichs} and \textit{H. Dette}, Electron. J. Stat. 15, No. 2, 3762--3797 (2021; Zbl 1476.62079) Full Text: DOI arXiv Link
Bouzebda, Salim; Elhattab, Issam; Nemouchi, Boutheina On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation. (English) Zbl 1472.62067 J. Nonparametric Stat. 33, No. 2, 321-358 (2021). MSC: 62G30 62G07 62H05 62E20 60F05 60F15 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., J. Nonparametric Stat. 33, No. 2, 321--358 (2021; Zbl 1472.62067) Full Text: DOI
Huang, Jingwen; Wang, Dehui Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables. (English) Zbl 1471.62277 Proc. Indian Acad. Sci., Math. Sci. 131, No. 2, Paper No. 21, 24 p. (2021). MSC: 62F12 62M10 60G10 PDFBibTeX XMLCite \textit{J. Huang} and \textit{D. Wang}, Proc. Indian Acad. Sci., Math. Sci. 131, No. 2, Paper No. 21, 24 p. (2021; Zbl 1471.62277) Full Text: DOI
Quessy, Jean-François; Mesfioui, Mhamed A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests. (English) Zbl 1470.60071 Electron. J. Stat. 15, No. 1, 2393-2429 (2021). MSC: 60E15 62G10 62H05 PDFBibTeX XMLCite \textit{J.-F. Quessy} and \textit{M. Mesfioui}, Electron. J. Stat. 15, No. 1, 2393--2429 (2021; Zbl 1470.60071) Full Text: DOI
Kim, Joonpyo; Park, Seoncheol; Kwon, Junhyeon; Lim, Yaeji; Oh, Hee-Seok Estimation of spatio-temporal extreme distribution using a quantile factor model. (English) Zbl 1466.62322 Extremes 24, No. 1, 177-195 (2021). MSC: 62G32 62G08 62H25 60F10 62P12 PDFBibTeX XMLCite \textit{J. Kim} et al., Extremes 24, No. 1, 177--195 (2021; Zbl 1466.62322) Full Text: DOI
Cui, Qiurong; Xu, Yuqing; Zhang, Zhengjun; Chan, Vincent Max-linear regression models with regularization. (English) Zbl 1471.62460 J. Econom. 222, No. 1, Part B, 579-600 (2021). MSC: 62M10 60G70 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{Q. Cui} et al., J. Econom. 222, No. 1, Part B, 579--600 (2021; Zbl 1471.62460) Full Text: DOI
Kim, Sangjin; Pokojovy, Michael; Wan, Xiang The taut string approach to statistical inverse problems: theory and applications. (English) Zbl 1451.60042 J. Comput. Appl. Math. 382, Article ID 113098, 20 p. (2021). MSC: 60G35 60G15 62G08 62G20 62G35 PDFBibTeX XMLCite \textit{S. Kim} et al., J. Comput. Appl. Math. 382, Article ID 113098, 20 p. (2021; Zbl 1451.60042) Full Text: DOI Link
Gijbels, Irène; Karim, Rezaul; Verhasselt, Anneleen Response to the letter to the editor on “On quantile-based asymmetric family of distributions: properties and inference”. (English) Zbl 1528.60019 Int. Stat. Rev. 88, No. 3, 797-801 (2020). MSC: 60E05 62F10 62F12 PDFBibTeX XMLCite \textit{I. Gijbels} et al., Int. Stat. Rev. 88, No. 3, 797--801 (2020; Zbl 1528.60019) Full Text: DOI
Rubio Alvarez, Francisco J. Letter to the editor: “On quantile-based asymmetric family of distributions: properties and inference”. (English) Zbl 1528.60021 Int. Stat. Rev. 88, No. 3, 793-796 (2020). MSC: 60E05 62F10 62F12 PDFBibTeX XMLCite \textit{F. J. Rubio Alvarez}, Int. Stat. Rev. 88, No. 3, 793--796 (2020; Zbl 1528.60021) Full Text: DOI
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation. (English) Zbl 07732660 Adv. Pure Appl. Math. 12, No. 3, 15-35 (2021). MSC: 62G08 62G20 60G10 PDFBibTeX XMLCite \textit{K. Benhenni} et al., Adv. Pure Appl. Math. 12, No. 3, 15--35 (2020; Zbl 07732660) Full Text: DOI
Golubev, Yu.; Pouet, C. Multi-level Bayes and MAP monotonicity testing. (English) Zbl 1476.62078 Math. Methods Stat. 29, No. 1, 57-75 (2020). MSC: 62G10 62G30 62J05 62C20 60G35 65T60 PDFBibTeX XMLCite \textit{Yu. Golubev} and \textit{C. Pouet}, Math. Methods Stat. 29, No. 1, 57--75 (2020; Zbl 1476.62078) Full Text: DOI arXiv
Slaoui, Yousri Nonparametric relative recursive regression estimators for censored data. (English) Zbl 1466.62279 Stoch. Models 36, No. 4, 638-660 (2020). MSC: 62G05 62G08 62L20 62N01 60F05 PDFBibTeX XMLCite \textit{Y. Slaoui}, Stoch. Models 36, No. 4, 638--660 (2020; Zbl 1466.62279) Full Text: DOI
Sheikhi, A.; Mesiar, R. Copula-based measurement error models. (English) Zbl 1458.60026 Iran. J. Fuzzy Syst. 17, No. 6, 29-38 (2020). MSC: 60E05 62H05 PDFBibTeX XMLCite \textit{A. Sheikhi} and \textit{R. Mesiar}, Iran. J. Fuzzy Syst. 17, No. 6, 29--38 (2020; Zbl 1458.60026) Full Text: DOI
Binois, Mickael; Picheny, Victor; Taillandier, Patrick; Habbal, Abderrahmane The Kalai-Smorodinsky solution for many-objective Bayesian optimization. (English) Zbl 1525.90384 J. Mach. Learn. Res. 21, Paper No. 150, 42 p. (2020). MSC: 90C29 62C10 62-04 60G15 62F15 68T05 PDFBibTeX XMLCite \textit{M. Binois} et al., J. Mach. Learn. Res. 21, Paper No. 150, 42 p. (2020; Zbl 1525.90384) Full Text: arXiv Link
Li, Qing; Liu, Songlin; Zhou, Misi Nonparametric estimation of fractional option pricing model. (English) Zbl 1459.91194 Math. Probl. Eng. 2020, Article ID 8858821, 8 p. (2020). MSC: 91G20 60H30 60G22 62P05 62G08 PDFBibTeX XMLCite \textit{Q. Li} et al., Math. Probl. Eng. 2020, Article ID 8858821, 8 p. (2020; Zbl 1459.91194) Full Text: DOI
Rubín, Tomáš; Panaretos, Victor M. Functional lagged regression with sparse noisy observations. (English) Zbl 1454.62271 J. Time Ser. Anal. 41, No. 6, 858-882 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62R10 62G08 62H25 62M15 60G10 62P35 86A32 PDFBibTeX XMLCite \textit{T. Rubín} and \textit{V. M. Panaretos}, J. Time Ser. Anal. 41, No. 6, 858--882 (2020; Zbl 1454.62271) Full Text: DOI arXiv
Xu, Ganggang; Zhao, Chong; Jalilian, Abdollah; Waagepetersen, Rasmus; Zhang, Jingfei; Guan, Yongtao Nonparametric estimation of the pair correlation function of replicated inhomogeneous point processes. (English) Zbl 1455.62082 Electron. J. Stat. 14, No. 2, 3730-3765 (2020). Reviewer: Apostolos Batsidis (Ioannina) MSC: 62G07 62G05 62G15 60G55 PDFBibTeX XMLCite \textit{G. Xu} et al., Electron. J. Stat. 14, No. 2, 3730--3765 (2020; Zbl 1455.62082) Full Text: DOI Euclid
Al-Sharadqah, Ali; Mojirsheibani, Majid; Pouliot, William On the performance of weighted bootstrapped kernel deconvolution density estimators. (English) Zbl 1452.62260 Stat. Pap. 61, No. 4, 1773-1798 (2020). MSC: 62G07 62G09 60F05 PDFBibTeX XMLCite \textit{A. Al-Sharadqah} et al., Stat. Pap. 61, No. 4, 1773--1798 (2020; Zbl 1452.62260) Full Text: DOI Link
Truquet, Lionel A perturbation analysis of Markov chains models with time-varying parameters. (English) Zbl 1455.60092 Bernoulli 26, No. 4, 2876-2906 (2020). MSC: 60J05 62G05 PDFBibTeX XMLCite \textit{L. Truquet}, Bernoulli 26, No. 4, 2876--2906 (2020; Zbl 1455.60092) Full Text: DOI arXiv Euclid
Westling, Ted; van der Laan, Mark J.; Carone, Marco Correcting an estimator of a multivariate monotone function with isotonic regression. (English) Zbl 1448.62056 Electron. J. Stat. 14, No. 2, 3032-3069 (2020). MSC: 62G20 62G15 62H12 60G15 PDFBibTeX XMLCite \textit{T. Westling} et al., Electron. J. Stat. 14, No. 2, 3032--3069 (2020; Zbl 1448.62056) Full Text: DOI arXiv Euclid
Montes, Ignacio; Salamanca, Juan Jesús; Montes, Susana A modified version of stochastic dominance involving dependence. (English) Zbl 1450.60014 Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020). MSC: 60E15 62H05 PDFBibTeX XMLCite \textit{I. Montes} et al., Stat. Probab. Lett. 165, Article ID 108848, 11 p. (2020; Zbl 1450.60014) Full Text: DOI
Reiss, Markus; Schmidt-Hieber, Johannes Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. (English) Zbl 1452.62155 Ann. Stat. 48, No. 3, 1432-1451 (2020). Reviewer: Doina Carp (Bucureşti) MSC: 62C10 62G05 60G55 PDFBibTeX XMLCite \textit{M. Reiss} and \textit{J. Schmidt-Hieber}, Ann. Stat. 48, No. 3, 1432--1451 (2020; Zbl 1452.62155) Full Text: DOI arXiv Euclid
Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient. (English) Zbl 1445.62071 Braz. J. Probab. Stat. 34, No. 3, 537-579 (2020). MSC: 62G07 60J60 60J70 60H10 62P20 91B84 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Braz. J. Probab. Stat. 34, No. 3, 537--579 (2020; Zbl 1445.62071) Full Text: DOI arXiv Euclid
Lehtomaa, Jaakko; Resnick, Sidney I. Asymptotic independence and support detection techniques for heavy-tailed multivariate data. (English) Zbl 1448.62074 Insur. Math. Econ. 93, 262-277 (2020). MSC: 62H12 62E20 62G32 62G05 60G70 60G57 PDFBibTeX XMLCite \textit{J. Lehtomaa} and \textit{S. I. Resnick}, Insur. Math. Econ. 93, 262--277 (2020; Zbl 1448.62074) Full Text: DOI arXiv
Fernández, Tamara; Rivera, Nicolás Kaplan-Meier V- and U-statistics. (English) Zbl 1443.62141 Electron. J. Stat. 14, No. 1, 1872-1916 (2020). Reviewer: Martin Wendler (Greifswald) MSC: 62H10 62G30 62N02 62G20 60F05 PDFBibTeX XMLCite \textit{T. Fernández} and \textit{N. Rivera}, Electron. J. Stat. 14, No. 1, 1872--1916 (2020; Zbl 1443.62141) Full Text: DOI arXiv Euclid
Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle Bias correction in conditional multivariate extremes. (English) Zbl 1439.62120 Electron. J. Stat. 14, No. 1, 1773-1795 (2020). MSC: 62G32 62H12 62G05 62G20 62L20 60F05 60G70 62P12 PDFBibTeX XMLCite \textit{M. Escobar-Bach} et al., Electron. J. Stat. 14, No. 1, 1773--1795 (2020; Zbl 1439.62120) Full Text: DOI Euclid
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Tail expectile process and risk assessment. (English) Zbl 1441.62263 Bernoulli 26, No. 1, 531-556 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62P05 62G32 91G05 91G15 60G70 91G70 PDFBibTeX XMLCite \textit{A. Daouia} et al., Bernoulli 26, No. 1, 531--556 (2020; Zbl 1441.62263) Full Text: DOI Euclid
Ibáñez, Alfredo; Velasco, Carlos Recursive lower and dual upper bounds for Bermudan-style options. (English) Zbl 1431.91397 Eur. J. Oper. Res. 280, No. 2, 730-740 (2020). MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{A. Ibáñez} and \textit{C. Velasco}, Eur. J. Oper. Res. 280, No. 2, 730--740 (2020; Zbl 1431.91397) Full Text: DOI
Attouch, Mohammed; Laksaci, Ali; Rafaa, Fatima On the local linear estimate for functional regression: uniform in bandwidth consistency. (English) Zbl 07530852 Commun. Stat., Theory Methods 48, No. 8, 1836-1853 (2019). MSC: 60G42 62F12 62G20 62G05 PDFBibTeX XMLCite \textit{M. Attouch} et al., Commun. Stat., Theory Methods 48, No. 8, 1836--1853 (2019; Zbl 07530852) Full Text: DOI
Dette, Holger; Wu, Weichi Detecting relevant changes in the mean of nonstationary processes – a mass excess approach. (English) Zbl 1435.62320 Ann. Stat. 47, No. 6, 3578-3608 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62G08 62G09 60G12 62G10 PDFBibTeX XMLCite \textit{H. Dette} and \textit{W. Wu}, Ann. Stat. 47, No. 6, 3578--3608 (2019; Zbl 1435.62320) Full Text: DOI arXiv Euclid
Stupfler, Gilles On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails. (English) Zbl 1434.62039 Extremes 22, No. 4, 749-769 (2019). MSC: 62G05 62G20 62G30 62G32 60F05 PDFBibTeX XMLCite \textit{G. Stupfler}, Extremes 22, No. 4, 749--769 (2019; Zbl 1434.62039) Full Text: DOI
Mesiar, Radko; Sheikhi, Ayyub; Komorníková, Magda Random noise and perturbation of copulas. (English) Zbl 1488.62070 Kybernetika 55, No. 2, 422-434 (2019). MSC: 62H05 60E05 62H20 PDFBibTeX XMLCite \textit{R. Mesiar} et al., Kybernetika 55, No. 2, 422--434 (2019; Zbl 1488.62070) Full Text: DOI Link
Hu, Lixia; Huang, Tao; You, Jinhong Estimation and identification of a varying-coefficient additive model for locally stationary processes. (English) Zbl 1428.62394 J. Am. Stat. Assoc. 114, No. 527, 1191-1204 (2019). MSC: 62M10 60G10 62G05 62G20 PDFBibTeX XMLCite \textit{L. Hu} et al., J. Am. Stat. Assoc. 114, No. 527, 1191--1204 (2019; Zbl 1428.62394) Full Text: DOI
Zhou, Xingcai; Ni, Beibei; Zhu, Chunhua Wavelet estimation in time-varying coefficient models. (English) Zbl 1431.62133 Lith. Math. J. 59, No. 2, 276-293 (2019). MSC: 62G05 60G07 42C40 PDFBibTeX XMLCite \textit{X. Zhou} et al., Lith. Math. J. 59, No. 2, 276--293 (2019; Zbl 1431.62133) Full Text: DOI
Haouas, Nawel; Necir, Abdelhakim; Brahimi, Brahim Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation. (English) Zbl 1420.62221 J. Stat. Theory Pract. 13, No. 1, Paper No. 7, 33 p. (2019). MSC: 62G30 62G32 62P05 60F17 PDFBibTeX XMLCite \textit{N. Haouas} et al., J. Stat. Theory Pract. 13, No. 1, Paper No. 7, 33 p. (2019; Zbl 1420.62221) Full Text: DOI arXiv
Branson, Zach; Rischard, Maxime; Bornn, Luke; Miratrix, Luke W. A nonparametric Bayesian methodology for regression discontinuity designs. (English) Zbl 1422.62147 J. Stat. Plann. Inference 202, 14-30 (2019). MSC: 62G08 60G15 62K20 62P99 PDFBibTeX XMLCite \textit{Z. Branson} et al., J. Stat. Plann. Inference 202, 14--30 (2019; Zbl 1422.62147) Full Text: DOI arXiv
Song, Yuping; Chen, Ying; Wang, Zhouwei Bias correction estimation for a continuous-time asset return model with jumps. (English) Zbl 1419.62214 J. Time Ser. Anal. 40, No. 1, 66-101 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M05 60J60 62G20 62P05 PDFBibTeX XMLCite \textit{Y. Song} et al., J. Time Ser. Anal. 40, No. 1, 66--101 (2019; Zbl 1419.62214) Full Text: DOI arXiv
Li, Gen; Huang, Jianhua Z.; Shen, Haipeng To wait or not to wait: two-way functional hazards model for understanding waiting in call centers. (English) Zbl 1409.62193 J. Am. Stat. Assoc. 113, No. 524, 1503-1514 (2018). MSC: 62N02 60K30 62P20 PDFBibTeX XMLCite \textit{G. Li} et al., J. Am. Stat. Assoc. 113, No. 524, 1503--1514 (2018; Zbl 1409.62193) Full Text: DOI arXiv
Krebs, Johannes T. N. Non-parametric regression for spatially dependent data with wavelets. (English) Zbl 1403.62061 Statistics 52, No. 6, 1270-1308 (2018). MSC: 62G08 62H11 65T60 65C40 60G60 PDFBibTeX XMLCite \textit{J. T. N. Krebs}, Statistics 52, No. 6, 1270--1308 (2018; Zbl 1403.62061) Full Text: DOI arXiv
El Karoui, Noureddine; Purdom, Elizabeth Can we trust the bootstrap in high-dimensions? The case of linear models. (English) Zbl 1444.62039 J. Mach. Learn. Res. 19, Paper No. 5, 66 p. (2018). MSC: 62F40 62F25 62J05 60B20 PDFBibTeX XMLCite \textit{N. El Karoui} and \textit{E. Purdom}, J. Mach. Learn. Res. 19, Paper No. 5, 66 p. (2018; Zbl 1444.62039) Full Text: arXiv Link
Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle Local robust estimation of the Pickands dependence function. (English) Zbl 1408.62095 Ann. Stat. 46, No. 6A, 2806-2843 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G32 62G05 62G20 60F05 60G70 62P12 PDFBibTeX XMLCite \textit{M. Escobar-Bach} et al., Ann. Stat. 46, No. 6A, 2806--2843 (2018; Zbl 1408.62095) Full Text: DOI Euclid
Sancetta, Alessio Estimation for the prediction of point processes with many covariates. (English) Zbl 1390.62048 Econom. Theory 34, No. 3, 598-627 (2018). MSC: 62G05 60G55 62P05 PDFBibTeX XMLCite \textit{A. Sancetta}, Econom. Theory 34, No. 3, 598--627 (2018; Zbl 1390.62048) Full Text: DOI arXiv
Clinet, Simon; Potiron, Yoann Statistical inference for the doubly stochastic self-exciting process. (English) Zbl 1407.60070 Bernoulli 24, No. 4B, 3469-3493 (2018). MSC: 60G55 62F10 62F12 PDFBibTeX XMLCite \textit{S. Clinet} and \textit{Y. Potiron}, Bernoulli 24, No. 4B, 3469--3493 (2018; Zbl 1407.60070) Full Text: DOI arXiv Euclid
Tajvidi, N.; Turlach, B. A. A general approach to generate random variates for multivariate copulae. (English) Zbl 1521.62077 Aust. N. Z. J. Stat. 60, No. 1, 140-155 (2018). MSC: 62H05 62G32 60G70 60F10 PDFBibTeX XMLCite \textit{N. Tajvidi} and \textit{B. A. Turlach}, Aust. N. Z. J. Stat. 60, No. 1, 140--155 (2018; Zbl 1521.62077) Full Text: DOI
Geller, Juliane; Neumann, Michael H. Improved local polynomial estimation in time series regression. (English) Zbl 1415.62020 J. Nonparametric Stat. 30, No. 1, 1-27 (2018). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 62G08 62M10 60F05 PDFBibTeX XMLCite \textit{J. Geller} and \textit{M. H. Neumann}, J. Nonparametric Stat. 30, No. 1, 1--27 (2018; Zbl 1415.62020) Full Text: DOI
Ćmiel, Bogdan; Ledwina, Teresa Validation of positive expectation dependence. (English) Zbl 1393.60028 ESAIM, Probab. Stat. 21, 536-561 (2017). MSC: 60F05 62G09 62G10 62G20 PDFBibTeX XMLCite \textit{B. Ćmiel} and \textit{T. Ledwina}, ESAIM, Probab. Stat. 21, 536--561 (2017; Zbl 1393.60028) Full Text: DOI
Han, Zhong-Cheng; Lin, Jin-Guan; Wang, Hong-Xia; Huang, Xing-Fang A robust and efficient estimation method for nonparametric models with jump points. (English) Zbl 1388.62146 Commun. Stat., Simulation Comput. 46, No. 8, 6283-6297 (2017). MSC: 62G35 60J75 62G08 62P12 PDFBibTeX XMLCite \textit{Z.-C. Han} et al., Commun. Stat., Simulation Comput. 46, No. 8, 6283--6297 (2017; Zbl 1388.62146) Full Text: DOI
Nagy, Stanislav; Gijbels, Irène Law of large numbers for discretely observed random functions. (English) Zbl 1381.62104 J. Korean Stat. Soc. 46, No. 4, 562-572 (2017). MSC: 62H12 60F15 62G20 PDFBibTeX XMLCite \textit{S. Nagy} and \textit{I. Gijbels}, J. Korean Stat. Soc. 46, No. 4, 562--572 (2017; Zbl 1381.62104) Full Text: DOI Link
de Amo, Enrique; Díaz Carrillo, Manuel; Durante, Fabrizio; Fernández Sánchez, Juan Extensions of subcopulas. (English) Zbl 1373.60037 J. Math. Anal. Appl. 452, No. 1, 1-15 (2017). MSC: 60E05 60B10 62H05 PDFBibTeX XMLCite \textit{E. de Amo} et al., J. Math. Anal. Appl. 452, No. 1, 1--15 (2017; Zbl 1373.60037) Full Text: DOI
Gijbels, Irène; Omelka, Marek; Veraverbeke, Noël Nonparametric testing for no covariate effects in conditional copulas. (English) Zbl 1369.62112 Statistics 51, No. 3, 475-509 (2017). MSC: 62H05 62G05 60H20 PDFBibTeX XMLCite \textit{I. Gijbels} et al., Statistics 51, No. 3, 475--509 (2017; Zbl 1369.62112) Full Text: DOI Link
Belalia, M.; Bouezmarni, T.; Lemyre, F. C.; Taamouti, A. Testing independence based on Bernstein empirical copula and copula density. (English) Zbl 1369.62085 J. Nonparametric Stat. 29, No. 2, 346-380 (2017). MSC: 62G10 60H05 62G07 62G20 PDFBibTeX XMLCite \textit{M. Belalia} et al., J. Nonparametric Stat. 29, No. 2, 346--380 (2017; Zbl 1369.62085) Full Text: DOI Link
Bouzebda, Salim; Didi, Sultana Additive regression model for stationary and ergodic continuous time processes. (English) Zbl 1380.62165 Commun. Stat., Theory Methods 46, No. 5, 2454-2493 (2017). MSC: 62G08 60G09 62G07 62G20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{S. Didi}, Commun. Stat., Theory Methods 46, No. 5, 2454--2493 (2017; Zbl 1380.62165) Full Text: DOI
Chen, Yixin; Yao, Weixin Unified inference for sparse and dense longitudinal data in time-varying coefficient models. (English) Zbl 1361.62020 Scand. J. Stat. 44, No. 1, 268-284 (2017). MSC: 62G08 62P10 60F05 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{W. Yao}, Scand. J. Stat. 44, No. 1, 268--284 (2017; Zbl 1361.62020) Full Text: DOI
Nagy, Stanislav Integrated depth for measurable functions and sets. (English) Zbl 1360.62236 Stat. Probab. Lett. 123, 165-170 (2017). MSC: 62G20 60B12 62G86 28A35 PDFBibTeX XMLCite \textit{S. Nagy}, Stat. Probab. Lett. 123, 165--170 (2017; Zbl 1360.62236) Full Text: DOI
Hanif, Muhammad A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels. (English) Zbl 1426.62243 Cogent Math. 3, Article ID 1179247, 15 p. (2016). MSC: 62M05 60J75 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{M. Hanif}, Cogent Math. 3, Article ID 1179247, 15 p. (2016; Zbl 1426.62243) Full Text: DOI
Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel Integrated depth for functional data: statistical properties and consistency. (English) Zbl 1357.62201 ESAIM, Probab. Stat. 20, 95-130 (2016). MSC: 62G20 62H05 60F15 62-07 PDFBibTeX XMLCite \textit{S. Nagy} et al., ESAIM, Probab. Stat. 20, 95--130 (2016; Zbl 1357.62201) Full Text: DOI Link
Latif, Sumaia A.; Morettin, Pedro A. Curve of correlation for time series. (English) Zbl 1347.62195 Commun. Stat., Simulation Comput. 45, No. 8, 2792-2809 (2016). MSC: 62M10 62G05 60G10 62H20 PDFBibTeX XMLCite \textit{S. A. Latif} and \textit{P. A. Morettin}, Commun. Stat., Simulation Comput. 45, No. 8, 2792--2809 (2016; Zbl 1347.62195) Full Text: DOI
Lei, Huang; Xia, Yingcun; Qin, Xu Estimation of semivarying coefficient time series models with ARMA errors. (English) Zbl 1346.60020 Ann. Stat. 44, No. 4, 1618-1660 (2016). MSC: 60F05 62M10 62G05 62G08 62G20 65C60 PDFBibTeX XMLCite \textit{H. Lei} et al., Ann. Stat. 44, No. 4, 1618--1660 (2016; Zbl 1346.60020) Full Text: DOI Euclid
Liao, Xin; Peng, Liang; Peng, ZuoXiang; Zheng, YanTing Dynamic bivariate normal copula. (English) Zbl 1341.62158 Sci. China, Math. 59, No. 5, 955-976 (2016). MSC: 62H20 62F12 62G30 60G70 62G32 PDFBibTeX XMLCite \textit{X. Liao} et al., Sci. China, Math. 59, No. 5, 955--976 (2016; Zbl 1341.62158) Full Text: DOI arXiv
Bouzebda, Salim; Chokri, Khalid; Louani, Djamal Some uniform consistency results in the partially linear additive model components estimation. (English) Zbl 1337.62100 Commun. Stat., Theory Methods 45, No. 5, 1278-1310 (2016). MSC: 62G20 62G32 62J05 60G07 60F15 62G08 PDFBibTeX XMLCite \textit{S. Bouzebda} et al., Commun. Stat., Theory Methods 45, No. 5, 1278--1310 (2016; Zbl 1337.62100) Full Text: DOI
Zhang, Ting Testing for jumps in the presence of smooth changes in trends of nonstationary time series. (English) Zbl 1419.62256 Electron. J. Stat. 10, No. 1, 706-735 (2016). MSC: 62M10 62G08 62G10 60J75 PDFBibTeX XMLCite \textit{T. Zhang}, Electron. J. Stat. 10, No. 1, 706--735 (2016; Zbl 1419.62256) Full Text: DOI Euclid
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel Convergence results for patchwork copulas. (English) Zbl 1346.60007 Eur. J. Oper. Res. 247, No. 2, 525-531 (2015). MSC: 60E05 PDFBibTeX XMLCite \textit{F. Durante} et al., Eur. J. Oper. Res. 247, No. 2, 525--531 (2015; Zbl 1346.60007) Full Text: DOI
Gribkova, Svetlana; Lopez, Olivier Non-parametric copula estimation under bivariate censoring. (English) Zbl 1357.62154 Scand. J. Stat. 42, No. 4, 925-946 (2015). MSC: 62G05 62H05 62N01 62G20 60F05 PDFBibTeX XMLCite \textit{S. Gribkova} and \textit{O. Lopez}, Scand. J. Stat. 42, No. 4, 925--946 (2015; Zbl 1357.62154) Full Text: DOI HAL
Nagy, Stanislav Consistency of \(h\)-mode depth. (English) Zbl 1326.62108 J. Stat. Plann. Inference 165, 91-103 (2015). MSC: 62G20 62G07 62G10 62G35 60B11 62H30 PDFBibTeX XMLCite \textit{S. Nagy}, J. Stat. Plann. Inference 165, 91--103 (2015; Zbl 1326.62108) Full Text: DOI
Liang, Han-Ying; De Uña-Álvarez, Jacobo; Iglesias-Pérez, María Del Carmen A central limit theorem in non-parametric regression with truncated, censored and dependent data. (English) Zbl 1369.62076 Scand. J. Stat. 42, No. 1, 256-269 (2015). MSC: 62G08 60F05 62N02 PDFBibTeX XMLCite \textit{H.-Y. Liang} et al., Scand. J. Stat. 42, No. 1, 256--269 (2015; Zbl 1369.62076) Full Text: DOI
Terán, Pedro; López-Díaz, Miguel Strong consistency and rates of convergence for a random estimator of a fuzzy set. (English) Zbl 1506.62176 Comput. Stat. Data Anal. 77, 130-145 (2014). MSC: 62-08 62G07 62G20 62G86 60D05 60F05 52A22 PDFBibTeX XMLCite \textit{P. Terán} and \textit{M. López-Díaz}, Comput. Stat. Data Anal. 77, 130--145 (2014; Zbl 1506.62176) Full Text: DOI
Wang, Jixia; Xiao, Qingxian Local polynomial estimations of time-varying coefficients for local stationary diffusion models. (English) Zbl 1379.60093 J. Inequal. Appl. 2014, Paper No. 17, 11 p. (2014). MSC: 60J60 62F10 PDFBibTeX XMLCite \textit{J. Wang} and \textit{Q. Xiao}, J. Inequal. Appl. 2014, Paper No. 17, 11 p. (2014; Zbl 1379.60093) Full Text: DOI
Song, Xin-Yuan; Cai, Jing-Heng; Feng, Xiang-Nan; Jiang, Xue-Jun Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model. (English) Zbl 1327.62166 Bayesian Anal. 9, No. 2, 371-396 (2014). MSC: 62F15 62G05 60J22 62M10 62P05 PDFBibTeX XMLCite \textit{X.-Y. Song} et al., Bayesian Anal. 9, No. 2, 371--396 (2014; Zbl 1327.62166) Full Text: DOI Euclid
Lin, Zhengyan; Song, Yuping; Yi, Jiangsheng Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions. (English) Zbl 1396.62064 Sci. China, Math. 57, No. 3, 609-626 (2014). MSC: 62G05 60H10 62G20 62M05 65C30 PDFBibTeX XMLCite \textit{Z. Lin} et al., Sci. China, Math. 57, No. 3, 609--626 (2014; Zbl 1396.62064) Full Text: DOI
Chen, Song Xi; Xu, Zheng On implied volatility for options – some reasons to smile and more to correct. (English) Zbl 1293.91193 J. Econom. 179, No. 1, 1-15 (2014). MSC: 91G70 91G20 62P05 62G07 60H30 PDFBibTeX XMLCite \textit{S. X. Chen} and \textit{Z. Xu}, J. Econom. 179, No. 1, 1--15 (2014; Zbl 1293.91193) Full Text: DOI
Borovskikh, Yuri V.; Weber, N. C. Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples. (English) Zbl 1367.62060 Statistics 48, No. 3, 609-632 (2014). MSC: 62F12 62F35 60F05 PDFBibTeX XMLCite \textit{Y. V. Borovskikh} and \textit{N. C. Weber}, Statistics 48, No. 3, 609--632 (2014; Zbl 1367.62060) Full Text: DOI
Zhou, Zhou Inference of weighted \(V\)-statistics for nonstationary time series and its applications. (English) Zbl 1306.62205 Ann. Stat. 42, No. 1, 87-114 (2014). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62M10 62G05 62E20 60F05 62M15 PDFBibTeX XMLCite \textit{Z. Zhou}, Ann. Stat. 42, No. 1, 87--114 (2014; Zbl 1306.62205) Full Text: DOI arXiv Euclid
Zhao, Mu; Jiang, Hongmei; Liu, Xu A note on estimation of the mean residual life function with left-truncated and right-censored data. (English) Zbl 1282.62221 Stat. Probab. Lett. 83, No. 10, 2332-2336 (2013). MSC: 62N02 62N01 60F05 62M99 65C60 PDFBibTeX XMLCite \textit{M. Zhao} et al., Stat. Probab. Lett. 83, No. 10, 2332--2336 (2013; Zbl 1282.62221) Full Text: DOI
Hanif, Muhammad Local linear estimation of jump-diffusion models by using asymmetric kernels. (English) Zbl 1283.62172 Stochastic Anal. Appl. 31, No. 6, 956-974 (2013). MSC: 62M05 62G05 60J60 60J75 62G20 PDFBibTeX XMLCite \textit{M. Hanif}, Stochastic Anal. Appl. 31, No. 6, 956--974 (2013; Zbl 1283.62172) Full Text: DOI