Güney, Yeşim; Tuaç, Y.; Özdemir, Ş.; Arslan, O. Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms. (English) Zbl 07308643 Metrika 84, No. 1, 47-74 (2021). MSC: 62M10 62J05 62F10 62F12 60F05 PDF BibTeX XML Cite \textit{Y. Güney} et al., Metrika 84, No. 1, 47--74 (2021; Zbl 07308643) Full Text: DOI
Chen, Peimin; Wu, Chunchi; Zhang, Ying DCC-GARCH model for market and firm-level dynamic correlation in S&P 500. (English) Zbl 1451.91183 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4421-4440 (2021). MSC: 91G15 91G45 62P05 62M10 PDF BibTeX XML Cite \textit{P. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4421--4440 (2021; Zbl 1451.91183) Full Text: DOI
Tsukuda, Yoshihiko; Shimada, Junji; Miyakoshi, Tatsuyoshi The multivariate GARCH model and its application to East Asian financial market integration. (English) Zbl 1451.91191 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209-4254 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{Y. Tsukuda} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209--4254 (2021; Zbl 1451.91191) Full Text: DOI
Mohnot, Rajesh Crisis impact on stock market predictability. (English) Zbl 07283319 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific (ISBN 978-981-12-0244-5/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 3737-3751 (2021). MSC: 91G15 62P05 62M10 PDF BibTeX XML Cite \textit{R. Mohnot}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3737--3751 (2021; Zbl 07283319) Full Text: DOI
Chien, Chin-Chen; Lee, Cheng Few; Chiu, She-Chih The revision of systematic risk on earnings announcement in the presence of conditional heteroscedasticity. (English) Zbl 07283265 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1969-1990 (2021). MSC: 91G45 62P05 62M10 PDF BibTeX XML Cite \textit{C.-C. Chien} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1969--1990 (2021; Zbl 07283265) Full Text: DOI
He, Yi; Hou, Yanxi; Peng, Liang; Shen, Haipeng Inference for conditional value-at-risk of a predictive regression. (English) Zbl 07315917 Ann. Stat. 48, No. 6, 3442-3464 (2020). MSC: 62M20 62M10 62G20 62G08 62P20 PDF BibTeX XML Cite \textit{Y. He} et al., Ann. Stat. 48, No. 6, 3442--3464 (2020; Zbl 07315917) Full Text: DOI Euclid
Jiménez-Gamero, M. Dolores; Lee, Sangyeol; Meintanis, Simos G. Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models. (English) Zbl 07300893 Test 29, No. 3, 682-703 (2020). MSC: 62G10 62G20 62M10 62J02 62P05 PDF BibTeX XML Cite \textit{M. D. Jiménez-Gamero} et al., Test 29, No. 3, 682--703 (2020; Zbl 07300893) Full Text: DOI
Nitithumbundit, Thanakorn; Chan, Jennifer S. K. ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density. (English) Zbl 07297553 Methodol. Comput. Appl. Probab. 22, No. 3, 1169-1191 (2020). MSC: 62H12 62F10 62M10 62P05 91B84 PDF BibTeX XML Cite \textit{T. Nitithumbundit} and \textit{J. S. K. Chan}, Methodol. Comput. Appl. Probab. 22, No. 3, 1169--1191 (2020; Zbl 07297553) Full Text: DOI
Karttunen, Henri An autoregressive model based on the generalized hyperbolic distribution. (English) Zbl 07279462 Scand. J. Stat. 47, No. 3, 787-816 (2020). MSC: 62M10 62M20 62E15 PDF BibTeX XML Cite \textit{H. Karttunen}, Scand. J. Stat. 47, No. 3, 787--816 (2020; Zbl 07279462) Full Text: DOI
Ayad, Somia; Laksaci, Ali; Rahmani, Saâdia; Rouane, Rachida On the local linear modelization of the conditional density for functional and ergodic data. (English) Zbl 1452.62262 Metron 78, No. 2, 237-254 (2020). MSC: 62G07 62G05 62G08 62G20 62G35 62H12 62M10 62R10 62P12 PDF BibTeX XML Cite \textit{S. Ayad} et al., Metron 78, No. 2, 237--254 (2020; Zbl 1452.62262) Full Text: DOI
Choi, Ji-Eun; Shin, Dong Wan A self-normalization test for correlation change. (English) Zbl 1452.62398 Econ. Lett. 193, Article ID 108363, 4 p. (2020). MSC: 62H20 62P05 62H15 PDF BibTeX XML Cite \textit{J.-E. Choi} and \textit{D. W. Shin}, Econ. Lett. 193, Article ID 108363, 4 p. (2020; Zbl 1452.62398) Full Text: DOI
Mohr, Maria; Selk, Leonie Estimating change points in nonparametric time series regression models. (English) Zbl 1452.62318 Stat. Pap. 61, No. 4, 1437-1463 (2020). MSC: 62G10 62G05 62G08 62G20 62M10 PDF BibTeX XML Cite \textit{M. Mohr} and \textit{L. Selk}, Stat. Pap. 61, No. 4, 1437--1463 (2020; Zbl 1452.62318) Full Text: DOI
Wang, Minghui; Liu, Xiangdong; Li, Yin A semiparametric estimation of a regression function in the partially linear autoregressive model. (English) Zbl 07266441 Chin. J. Appl. Probab. Stat. 36, No. 1, 26-40 (2020). MSC: 62G05 62J05 62M10 PDF BibTeX XML Cite \textit{M. Wang} et al., Chin. J. Appl. Probab. Stat. 36, No. 1, 26--40 (2020; Zbl 07266441) Full Text: DOI
Mukherjee, K. Bootstrapping \(M\)-estimators in generalized autoregressive conditional heteroscedastic models. (English) Zbl 1451.62094 Biometrika 107, No. 3, 753-760 (2020). MSC: 62M05 62G09 62M10 PDF BibTeX XML Cite \textit{K. Mukherjee}, Biometrika 107, No. 3, 753--760 (2020; Zbl 1451.62094) Full Text: DOI
Zhang, Yuanyuan; Liu, Rong; Shao, Qin; Yang, Lijian Two-step estimation for time varying ARCH models. (English) Zbl 1450.62037 J. Time Ser. Anal. 41, No. 4, 551-570 (2020). MSC: 62G08 62M10 65D07 62P05 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Time Ser. Anal. 41, No. 4, 551--570 (2020; Zbl 1450.62037) Full Text: DOI
Krajewska, Elżbieta On (in)dependence measures in Riesz spaces. (English) Zbl 07244638 J. Math. Anal. Appl. 491, No. 1, Article ID 124266, 12 p. (2020). MSC: 47B60 47B65 46A40 46B42 60G48 PDF BibTeX XML Cite \textit{E. Krajewska}, J. Math. Anal. Appl. 491, No. 1, Article ID 124266, 12 p. (2020; Zbl 07244638) Full Text: DOI
Hofer-Szabó, Gábor On the three types of Bell’s inequalities. (English) Zbl 07242210 Hemmo, Meir (ed.) et al., Quantum, probability, logic. The work and influence of Itamar Pitowsky. Cham: Springer (ISBN 978-3-030-34315-6/hbk; 978-3-030-34316-3/ebook). Jerusalem Studies in Philosophy and History of Science, 353-374 (2020). MSC: 03 81 60 PDF BibTeX XML Cite \textit{G. Hofer-Szabó}, in: Quantum, probability, logic. The work and influence of Itamar Pitowsky. Cham: Springer. 353--374 (2020; Zbl 07242210) Full Text: DOI
Berrett, Thomas B.; Wang, Yi; Barber, Rina Foygel; Samworth, Richard J. The conditional permutation test for independence while controlling for confounders. (English) Zbl 1440.62223 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 1, 175-197 (2020). MSC: 62H20 62A01 PDF BibTeX XML Cite \textit{T. B. Berrett} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 1, 175--197 (2020; Zbl 1440.62223) Full Text: DOI
Ayele, Amare Wubishet; Gabreyohannes, Emmanuel; Edmealem, Hayimro Generalized autoregressive conditional heteroskedastic model to examine silver price volatility and its macroeconomic determinant in Ethiopia market. (English) Zbl 1445.62308 J. Probab. Stat. 2020, Article ID 5095181, 10 p. (2020). MSC: 62P20 62M10 62J05 PDF BibTeX XML Cite \textit{A. W. Ayele} et al., J. Probab. Stat. 2020, Article ID 5095181, 10 p. (2020; Zbl 1445.62308) Full Text: DOI
Zanin Zambom, Adriano; Gel, Yulia R. Testing for local covariate trend effects in volatility models. (English) Zbl 1450.62119 Electron. J. Stat. 14, No. 2, 2529-2550 (2020). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 62G10 62G20 62J10 91B84 62P20 PDF BibTeX XML Cite \textit{A. Zanin Zambom} and \textit{Y. R. Gel}, Electron. J. Stat. 14, No. 2, 2529--2550 (2020; Zbl 1450.62119) Full Text: DOI Euclid
Maleki, Mohsen; Hajrajabi, Arezo; Arellano-Valle, Reinaldo B. Symmetrical and asymmetrical mixture autoregressive processes. (English) Zbl 1445.62233 Braz. J. Probab. Stat. 34, No. 2, 273-290 (2020). MSC: 62M10 62H30 62P20 PDF BibTeX XML Cite \textit{M. Maleki} et al., Braz. J. Probab. Stat. 34, No. 2, 273--290 (2020; Zbl 1445.62233) Full Text: DOI Euclid
Li, Jing; Tartakovsky, Alexandre M. Gaussian process regression and conditional polynomial chaos for parameter estimation. (English) Zbl 1437.62334 J. Comput. Phys. 416, Article ID 109520, 22 p. (2020). MSC: 62M10 60G15 65C05 PDF BibTeX XML Cite \textit{J. Li} and \textit{A. M. Tartakovsky}, J. Comput. Phys. 416, Article ID 109520, 22 p. (2020; Zbl 1437.62334) Full Text: DOI
Chekroun, Mickaël D.; Tantet, Alexis; Dijkstra, Henk A.; Neelin, J. David Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory. (English) Zbl 07222537 J. Stat. Phys. 179, No. 5-6, 1366-1402 (2020). MSC: 60H10 35Q84 35R60 60J35 82C31 PDF BibTeX XML Cite \textit{M. D. Chekroun} et al., J. Stat. Phys. 179, No. 5--6, 1366--1402 (2020; Zbl 07222537) Full Text: DOI
Ben, Youhong; Jiang, Feiyu A note on portmanteau tests for conditional heteroscedastistic models. (English) Zbl 1443.62244 Econ. Lett. 192, Article ID 109159, 4 p. (2020). MSC: 62M10 62F03 62F05 PDF BibTeX XML Cite \textit{Y. Ben} and \textit{F. Jiang}, Econ. Lett. 192, Article ID 109159, 4 p. (2020; Zbl 1443.62244) Full Text: DOI
Tzouvanas, Panagiotis; Kizys, Renatas; Tsend-Ayush, Bayasgalan Momentum trading in cryptocurrencies: short-term returns and diversification benefits. (English) Zbl 1442.91091 Econ. Lett. 191, Article ID 108728, 5 p. (2020). MSC: 91G10 62P05 PDF BibTeX XML Cite \textit{P. Tzouvanas} et al., Econ. Lett. 191, Article ID 108728, 5 p. (2020; Zbl 1442.91091) Full Text: DOI
Bouanani, Oussama; Rahmani, Saâdia; Ait-Hennani, Larbi Local linear conditional cumulative distribution function with mixing data. (English) Zbl 1441.62082 Arab. J. Math. 9, No. 2, 289-307 (2020). MSC: 62G05 62G08 62G20 62G07 62G30 62H12 62M10 PDF BibTeX XML Cite \textit{O. Bouanani} et al., Arab. J. Math. 9, No. 2, 289--307 (2020; Zbl 1441.62082) Full Text: DOI
Syuhada, Khreshna The improved value-at-risk for heteroscedastic processes and their coverage probability. (English) Zbl 1440.62366 J. Probab. Stat. 2020, Article ID 7638517, 5 p. (2020). MSC: 62P05 62M10 PDF BibTeX XML Cite \textit{K. Syuhada}, J. Probab. Stat. 2020, Article ID 7638517, 5 p. (2020; Zbl 1440.62366) Full Text: DOI
Michel, Jon The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process. (English) Zbl 07205125 J. Time Ser. Anal. 41, No. 2, 351-356 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 62E20 60H15 65C30 91B84 37M10 PDF BibTeX XML Cite \textit{J. Michel}, J. Time Ser. Anal. 41, No. 2, 351--356 (2020; Zbl 07205125) Full Text: DOI
Arvanitis, Stelios; Anyfantaki, Sofia On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model. (English) Zbl 07205124 J. Time Ser. Anal. 41, No. 2, 341-350 (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62M10 60G44 60F17 65C05 91B84 62P20 PDF BibTeX XML Cite \textit{S. Arvanitis} and \textit{S. Anyfantaki}, J. Time Ser. Anal. 41, No. 2, 341--350 (2020; Zbl 07205124) Full Text: DOI
Hølleland, Sondre; Karlsen, Hans Arnfinn A stationary spatio-temporal GARCH model. (English) Zbl 1443.62267 J. Time Ser. Anal. 41, No. 2, 177-209 (2020). MSC: 62M10 62M30 62H11 62F12 60G10 PDF BibTeX XML Cite \textit{S. Hølleland} and \textit{H. A. Karlsen}, J. Time Ser. Anal. 41, No. 2, 177--209 (2020; Zbl 1443.62267) Full Text: DOI
Derumigny, Alexis; Fermanian, Jean-David On Kendall’s regression. (English) Zbl 1440.62225 J. Multivariate Anal. 178, Article ID 104610, 21 p. (2020). MSC: 62H20 62F12 62P25 PDF BibTeX XML Cite \textit{A. Derumigny} and \textit{J.-D. Fermanian}, J. Multivariate Anal. 178, Article ID 104610, 21 p. (2020; Zbl 1440.62225) Full Text: DOI
Li, Degao; Zeng, Ruochen; Zhang, Liwen; Li, Wai Keung; Li, Guodong Conditional quantile estimation for hysteretic autoregressive models. (English) Zbl 1439.62103 Stat. Sin. 30, No. 2, 809-827 (2020). MSC: 62G08 62M10 62P20 62P25 PDF BibTeX XML Cite \textit{D. Li} et al., Stat. Sin. 30, No. 2, 809--827 (2020; Zbl 1439.62103) Full Text: DOI
Elmasri, Mohamad; Farrell, Maxwell J.; Davies, T. Jonathan; Stephens, David A. A hierarchical Bayesian model for predicting ecological interactions using scaled evolutionary relationships. (English) Zbl 1439.62236 Ann. Appl. Stat. 14, No. 1, 221-240 (2020). MSC: 62P12 62F15 62H20 PDF BibTeX XML Cite \textit{M. Elmasri} et al., Ann. Appl. Stat. 14, No. 1, 221--240 (2020; Zbl 1439.62236) Full Text: DOI Euclid
Park, Jin-hong; Samadi, S. Yaser Dimension reduction for the conditional mean and variance functions in time series. (English) Zbl 1444.62107 Scand. J. Stat. 47, No. 1, 134-155 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62G07 PDF BibTeX XML Cite \textit{J.-h. Park} and \textit{S. Y. Samadi}, Scand. J. Stat. 47, No. 1, 134--155 (2020; Zbl 1444.62107) Full Text: DOI
Lu, Jun; Lin, Lu Model-free conditional screening via conditional distance correlation. (English) Zbl 1437.62207 Stat. Pap. 61, No. 1, 225-244 (2020). MSC: 62H20 62R07 62L12 62P10 PDF BibTeX XML Cite \textit{J. Lu} and \textit{L. Lin}, Stat. Pap. 61, No. 1, 225--244 (2020; Zbl 1437.62207) Full Text: DOI
Luo, Zhongde Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences. (English) Zbl 1435.62126 Stat. Pap. 61, No. 2, 615-643 (2020). MSC: 62G05 62G20 62E20 62M10 PDF BibTeX XML Cite \textit{Z. Luo}, Stat. Pap. 61, No. 2, 615--643 (2020; Zbl 1435.62126) Full Text: DOI
Torabi, Mahmoud; Jiang, Jiming Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model. (English) Zbl 1435.62266 J. Stat. Plann. Inference 208, 82-93 (2020). MSC: 62J05 62D05 62M10 62P10 PDF BibTeX XML Cite \textit{M. Torabi} and \textit{J. Jiang}, J. Stat. Plann. Inference 208, 82--93 (2020; Zbl 1435.62266) Full Text: DOI
Lu, Renjie; Yu, Philip L. H. Smooth buffered autoregressive time series models. (English) Zbl 1437.62335 J. Stat. Plann. Inference 206, 196-210 (2020). MSC: 62M10 91B84 62P20 62F12 PDF BibTeX XML Cite \textit{R. Lu} and \textit{P. L. H. Yu}, J. Stat. Plann. Inference 206, 196--210 (2020; Zbl 1437.62335) Full Text: DOI
Córdoba, Irene; Bielza, Concha; Larrañaga, Pedro A review of Gaussian Markov models for conditional independence. (English) Zbl 1437.62195 J. Stat. Plann. Inference 206, 127-144 (2020). MSC: 62H12 62F15 62-02 62H20 62J07 60G15 PDF BibTeX XML Cite \textit{I. Córdoba} et al., J. Stat. Plann. Inference 206, 127--144 (2020; Zbl 1437.62195) Full Text: DOI
Derumigny, Alexis; Fermanian, Jean-David On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior. (English) Zbl 1439.62149 Depend. Model. 7, 292-321 (2019). MSC: 62H20 62G05 62G08 62G20 62G07 PDF BibTeX XML Cite \textit{A. Derumigny} and \textit{J.-D. Fermanian}, Depend. Model. 7, 292--321 (2019; Zbl 1439.62149) Full Text: DOI
Burda, Martin; Bélisle, Louis Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo. (English) Zbl 1439.62127 Depend. Model. 7, 133-149 (2019). MSC: 62H05 62M10 62F15 65C05 91B84 62P05 62P20 62-08 PDF BibTeX XML Cite \textit{M. Burda} and \textit{L. Bélisle}, Depend. Model. 7, 133--149 (2019; Zbl 1439.62127) Full Text: DOI
Cascone, Marcos H.; Hotta, Luiz K. Quasi-maximum likelihood estimation of GARCH models in the presence of missing values. (English) Zbl 07193725 J. Stat. Comput. Simulation 89, No. 2, 292-314 (2019). MSC: 62M10 91B70 91B84 PDF BibTeX XML Cite \textit{M. H. Cascone} and \textit{L. K. Hotta}, J. Stat. Comput. Simulation 89, No. 2, 292--314 (2019; Zbl 07193725) Full Text: DOI
Balakrishna, N.; Koul, H. L.; Ossiander, M.; Sakhanenko, L. Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model. (English) Zbl 1437.62290 Sankhyā, Ser. B 81, No. 1, Suppl., S103-S122 (2019). MSC: 62J12 62M10 62P20 PDF BibTeX XML Cite \textit{N. Balakrishna} et al., Sankhyā, Ser. B 81, No. 1, S103--S122 (2019; Zbl 1437.62290) Full Text: DOI
Wang, Yu; Wang, Chunjie; Zhang, Haixiang Weighed conditional least squares estimation for ADCINAR(1) model. (Chinese. English summary) Zbl 1449.62190 J. Jilin Univ., Sci. 57, No. 3, 553-561 (2019). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{Y. Wang} et al., J. Jilin Univ., Sci. 57, No. 3, 553--561 (2019; Zbl 1449.62190) Full Text: DOI
Zhu, Ke Statistical inference for autoregressive models under heteroscedasticity of unknown form. (English) Zbl 1436.62444 Ann. Stat. 47, No. 6, 3185-3215 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62P20 62J05 62H12 PDF BibTeX XML Cite \textit{K. Zhu}, Ann. Stat. 47, No. 6, 3185--3215 (2019; Zbl 1436.62444) Full Text: DOI Euclid
Velthoen, Jasper; Cai, Juan-Juan; Jongbloed, Geurt; Schmeits, Maurice Improving precipitation forecasts using extreme quantile regression. (English) Zbl 1434.62058 Extremes 22, No. 4, 599-622 (2019). MSC: 62G08 62P12 62M20 62M10 PDF BibTeX XML Cite \textit{J. Velthoen} et al., Extremes 22, No. 4, 599--622 (2019; Zbl 1434.62058) Full Text: DOI
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien Bounds on concordance-based validation statistics in regression models for binary responses. (English) Zbl 1428.62342 Methodol. Comput. Appl. Probab. 21, No. 2, 491-509 (2019). MSC: 62J12 62P05 62P15 PDF BibTeX XML Cite \textit{M. Denuit} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 491--509 (2019; Zbl 1428.62342) Full Text: DOI
Rolling, Craig A.; Yang, Yuhong; Velez, Dagmar Combining estimates of conditional treatment effects. (English) Zbl 1434.62238 Econom. Theory 35, No. 6, 1089-1110 (2019). MSC: 62P20 62H20 62G08 PDF BibTeX XML Cite \textit{C. A. Rolling} et al., Econom. Theory 35, No. 6, 1089--1110 (2019; Zbl 1434.62238) Full Text: DOI
Ahmed, S. Ejaz; Es-Sebaiy, Khalifa; Hussein, Abdulkadir; Ouassou, Idir; Snowdon, Anne An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data. (English) Zbl 1433.62251 Ahmed, S. Ejaz (ed.) et al., Matrices, statistics and big data. Selected contributions from IWMS 2016, the 25th international workshop on matrices and statistics, Funchal, Madeira, Portugal, June 6–9, 2016. Cham: Springer. Contrib. Stat., 177-190 (2019). MSC: 62M10 62P10 PDF BibTeX XML Cite \textit{S. E. Ahmed} et al., in: Matrices, statistics and big data. Selected contributions from IWMS 2016, the 25th international workshop on matrices and statistics, Funchal, Madeira, Portugal, June 6--9, 2016. Cham: Springer. 177--190 (2019; Zbl 1433.62251) Full Text: DOI
Wu, Qi; Yan, Xing Capturing deep tail risk via sequential learning of quantile dynamics. (English) Zbl 1425.91435 J. Econ. Dyn. Control 109, Article ID 103771, 17 p. (2019). MSC: 91G70 62M10 62G32 PDF BibTeX XML Cite \textit{Q. Wu} and \textit{X. Yan}, J. Econ. Dyn. Control 109, Article ID 103771, 17 p. (2019; Zbl 1425.91435) Full Text: DOI
Bouezmarni, Taoufik; Lemyre, Félix Camirand; Quessy, Jean-François On the large-sample behavior of two estimators of the conditional copula under serially dependent data. (English) Zbl 1432.62171 Metrika 82, No. 7, 823-841 (2019). MSC: 62H20 62G07 62H05 PDF BibTeX XML Cite \textit{T. Bouezmarni} et al., Metrika 82, No. 7, 823--841 (2019; Zbl 1432.62171) Full Text: DOI
Mondal, Debashis; Wang, Chunxiao A matrix-free method for spatial-temporal Gaussian state-space models. (English) Zbl 1442.62203 Stat. Sin. 29, No. 4, 2205-2227 (2019). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M30 62M40 62H35 62J12 62P12 PDF BibTeX XML Cite \textit{D. Mondal} and \textit{C. Wang}, Stat. Sin. 29, No. 4, 2205--2227 (2019; Zbl 1442.62203) Full Text: DOI
Bouezmarni, Taoufik; Lemyre, Félix Camirand; Quessy, Jean-François Inference on local causality and tests of non-causality in time series. (English) Zbl 1431.62355 Electron. J. Stat. 13, No. 2, 4121-4156 (2019). MSC: 62M10 62H05 62P05 62M02 91B84 PDF BibTeX XML Cite \textit{T. Bouezmarni} et al., Electron. J. Stat. 13, No. 2, 4121--4156 (2019; Zbl 1431.62355) Full Text: DOI Euclid
Kim, Jeongyong; Bandeen-Roche, Karen Parametric estimation of association in bivariate failure-time data subject to competing risks: sensitivity to underlying assumptions. (English) Zbl 1429.62209 Lifetime Data Anal. 25, No. 2, 259-279 (2019). MSC: 62H20 62N02 62N05 PDF BibTeX XML Cite \textit{J. Kim} and \textit{K. Bandeen-Roche}, Lifetime Data Anal. 25, No. 2, 259--279 (2019; Zbl 1429.62209) Full Text: DOI
Heller, Ruth; Meir, Amit; Chatterjee, Nilanjan Post-selection estimation and testing following aggregate association tests. (English) Zbl 1420.62260 J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 3, 547-573 (2019). MSC: 62H20 62G15 62P10 PDF BibTeX XML Cite \textit{R. Heller} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 3, 547--573 (2019; Zbl 1420.62260) Full Text: DOI
Liu, Xiufang; Wang, Dehui Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model. (English) Zbl 1426.62261 Braz. J. Probab. Stat. 33, No. 3, 638-673 (2019). MSC: 62M10 62F12 62E20 62P10 PDF BibTeX XML Cite \textit{X. Liu} and \textit{D. Wang}, Braz. J. Probab. Stat. 33, No. 3, 638--673 (2019; Zbl 1426.62261) Full Text: DOI Euclid
Kim, Moosup; Lee, Sangyeol Test for tail index constancy of GARCH innovations based on conditional volatility. (English) Zbl 1432.62302 Ann. Inst. Stat. Math. 71, No. 4, 947-981 (2019). Reviewer: Andriy Olenko (Victoria) MSC: 62M10 62F03 62P20 62P05 PDF BibTeX XML Cite \textit{M. Kim} and \textit{S. Lee}, Ann. Inst. Stat. Math. 71, No. 4, 947--981 (2019; Zbl 1432.62302) Full Text: DOI
Schnell, Patrick M.; Bose, Maitreyee Spectral parameterization for linear mixed models applied to confounding of fixed effects by random effects. (English) Zbl 1421.62090 J. Stat. Plann. Inference 200, 47-62 (2019). MSC: 62J05 62J10 62M10 60G15 PDF BibTeX XML Cite \textit{P. M. Schnell} and \textit{M. Bose}, J. Stat. Plann. Inference 200, 47--62 (2019; Zbl 1421.62090) Full Text: DOI
Xia, Xiaochao; Li, Jialiang; Fu, Bo Conditional quantile correlation learing for ultrahigh dimensional varying coefficient models and its application in survival analysis. (English) Zbl 1421.62071 Stat. Sin. 29, No. 2, 645-669 (2019). MSC: 62H20 62N05 62G35 62P10 PDF BibTeX XML Cite \textit{X. Xia} et al., Stat. Sin. 29, No. 2, 645--669 (2019; Zbl 1421.62071) Full Text: DOI
Stoklosa, Jakub; Lee, Shen-Ming; Hwang, Wen-Han Closed population capture-recapture models with measurement error and missing observations in covariates. (English) Zbl 1421.62155 Stat. Sin. 29, No. 2, 589-610 (2019). MSC: 62P10 62H20 PDF BibTeX XML Cite \textit{J. Stoklosa} et al., Stat. Sin. 29, No. 2, 589--610 (2019; Zbl 1421.62155) Full Text: DOI
Bouchentouf, Amina Angelika; Rabhi, Abbes; Traore, Aboubacar Consistency of recursive nonparametric kernel estimates for independent functional data. (English) Zbl 1421.62032 Appl. Math. 46, No. 1, 53-83 (2019). MSC: 62G05 62M10 62G07 PDF BibTeX XML Cite \textit{A. A. Bouchentouf} et al., Appl. Math. 46, No. 1, 53--83 (2019; Zbl 1421.62032) Full Text: DOI
Lu, Wanbo; Ke, Rui A generalized least squares estimation method for the autoregressive conditional duration model. (English) Zbl 1411.62258 Stat. Pap. 60, No. 1, 123-146 (2019). MSC: 62M10 62M09 62F12 PDF BibTeX XML Cite \textit{W. Lu} and \textit{R. Ke}, Stat. Pap. 60, No. 1, 123--146 (2019; Zbl 1411.62258) Full Text: DOI
Little, John B. Modeling and data analysis. An introduction with environmental applications. (English) Zbl 1419.00010 Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4869-1/hbk; 978-1-4704-5200-1/ebook). xv, 323 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 00A71 62-01 62-07 39A06 62P12 97-01 97A40 26A06 54C30 PDF BibTeX XML Cite \textit{J. B. Little}, Modeling and data analysis. An introduction with environmental applications. Providence, RI: American Mathematical Society (AMS) (2019; Zbl 1419.00010)
Yu, Meiju; Wang, Dehui; Yang, Kai A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning. (English) Zbl 1416.62535 J. Korean Stat. Soc. 48, No. 2, 248-264 (2019). MSC: 62M10 62G05 62G10 62G15 PDF BibTeX XML Cite \textit{M. Yu} et al., J. Korean Stat. Soc. 48, No. 2, 248--264 (2019; Zbl 1416.62535) Full Text: DOI
Lai, Peng; Song, Fengli; Gao, Yufei Stable feature screening for ultrahigh dimensional data. (English) Zbl 1416.62217 J. Korean Stat. Soc. 48, No. 2, 221-232 (2019). MSC: 62G08 62H20 PDF BibTeX XML Cite \textit{P. Lai} et al., J. Korean Stat. Soc. 48, No. 2, 221--232 (2019; Zbl 1416.62217) Full Text: DOI
Gagliardini, Patrick; Gouriéroux, Christian Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (English) Zbl 1452.62908 J. Econom. 208, No. 2, 613-637 (2019). MSC: 62P20 62M10 62M05 PDF BibTeX XML Cite \textit{P. Gagliardini} and \textit{C. Gouriéroux}, J. Econom. 208, No. 2, 613--637 (2019; Zbl 1452.62908) Full Text: DOI
Kasahara, Hiroyuki; Shimotsu, Katsumi Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (English) Zbl 1452.62929 J. Econom. 208, No. 2, 442-467 (2019). MSC: 62P20 62M05 62F12 62M10 PDF BibTeX XML Cite \textit{H. Kasahara} and \textit{K. Shimotsu}, J. Econom. 208, No. 2, 442--467 (2019; Zbl 1452.62929) Full Text: DOI arXiv
Choi, Ji-Eun; Shin, Dong Wan Moving block bootstrapping for a CUSUM test for correlation change. (English) Zbl 07045227 Comput. Stat. Data Anal. 135, 95-106 (2019). MSC: 62 PDF BibTeX XML Cite \textit{J.-E. Choi} and \textit{D. W. Shin}, Comput. Stat. Data Anal. 135, 95--106 (2019; Zbl 07045227) Full Text: DOI
Lütkepohl, Helmut; Schlaak, Thore Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH. (English) Zbl 1411.62257 J. Econ. Dyn. Control 101, 41-61 (2019). MSC: 62M10 62G09 62P20 PDF BibTeX XML Cite \textit{H. Lütkepohl} and \textit{T. Schlaak}, J. Econ. Dyn. Control 101, 41--61 (2019; Zbl 1411.62257) Full Text: DOI
Hušková, Marie; Neumeyer, Natalie; Niebuhr, Tobias; Selk, Leonie Specification testing in nonparametric AR-ARCH models. (English) Zbl 1417.62247 Scand. J. Stat. 46, No. 1, 26-58 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62M10 62G10 62G20 PDF BibTeX XML Cite \textit{M. Hušková} et al., Scand. J. Stat. 46, No. 1, 26--58 (2019; Zbl 1417.62247) Full Text: DOI
Michel, Jon; de Jong, Robert M. A model for level induced conditional heteroskedasticity. (English) Zbl 1407.62322 Stat. Probab. Lett. 145, 293-300 (2019). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{J. Michel} and \textit{R. M. de Jong}, Stat. Probab. Lett. 145, 293--300 (2019; Zbl 1407.62322) Full Text: DOI
Maugis, Pierre-André G. Correlation extrapolated. (English) Zbl 1407.62210 Stat. Probab. Lett. 145, 89-95 (2019). MSC: 62H20 62H10 PDF BibTeX XML Cite \textit{P.-A. G. Maugis}, Stat. Probab. Lett. 145, 89--95 (2019; Zbl 1407.62210) Full Text: DOI
Mara, Thierry A.; Fahs, Marwan; Shao, Qian; Younes, Anis Random sampling from joint probability distributions defined in a Bayesian framework. (English) Zbl 07010374 SIAM J. Sci. Comput. 41, No. 1, A316-A338 (2019). MSC: 65C60 62H20 PDF BibTeX XML Cite \textit{T. A. Mara} et al., SIAM J. Sci. Comput. 41, No. 1, A316--A338 (2019; Zbl 07010374) Full Text: DOI
Keefe, Matthew J.; Ferreira, Marco A. R.; Franck, Christopher T. Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors. (English) Zbl 1409.62187 Bayesian Anal. 14, No. 1, 181-209 (2019). MSC: 62M30 62F15 62M10 62P20 PDF BibTeX XML Cite \textit{M. J. Keefe} et al., Bayesian Anal. 14, No. 1, 181--209 (2019; Zbl 1409.62187) Full Text: DOI Euclid
Goel, Anubha; Sharma, Amita; Mehra, Aparna Robust optimization of mixed CVaR STARR ratio using copulas. (English) Zbl 1407.62384 J. Comput. Appl. Math. 347, 62-83 (2019). MSC: 62P05 62M10 91G10 91G70 62H05 PDF BibTeX XML Cite \textit{A. Goel} et al., J. Comput. Appl. Math. 347, 62--83 (2019; Zbl 1407.62384) Full Text: DOI
Qi, Xiaohong; Li, Qi; Zhu, Fukang Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations. (English) Zbl 1405.62119 J. Comput. Appl. Math. 346, 572-590 (2019). MSC: 62M10 60G10 62F10 PDF BibTeX XML Cite \textit{X. Qi} et al., J. Comput. Appl. Math. 346, 572--590 (2019; Zbl 1405.62119) Full Text: DOI
Joe, Harry Parsimonious graphical dependence models constructed from vines. (English. French summary) Zbl 07193346 Can. J. Stat. 46, No. 4, 532-555 (2018). MSC: 62 PDF BibTeX XML Cite \textit{H. Joe}, Can. J. Stat. 46, No. 4, 532--555 (2018; Zbl 07193346) Full Text: DOI
Liu, Yi; Chen, Xiaolin Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables. (English) Zbl 07192555 J. Stat. Comput. Simulation 88, No. 2, 329-342 (2018). MSC: 62H12 62H20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{X. Chen}, J. Stat. Comput. Simulation 88, No. 2, 329--342 (2018; Zbl 07192555) Full Text: DOI
Kadiri, Nadia; Rabhi, Abbes; Bouchentouf, Amina Angelika Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship. (English) Zbl 1434.62053 Depend. Model. 6, 197-227 (2018). MSC: 62G08 62N01 62M10 PDF BibTeX XML Cite \textit{N. Kadiri} et al., Depend. Model. 6, 197--227 (2018; Zbl 1434.62053) Full Text: DOI
Chen, Jin; Wang, Dehui Statistical inference of bivariate autoregressive model with Laplace marginal distribution. (Chinese. English summary) Zbl 1438.62157 J. Jilin Univ., Sci. 56, No. 6, 1419-1422 (2018). MSC: 62M10 62H12 PDF BibTeX XML Cite \textit{J. Chen} and \textit{D. Wang}, J. Jilin Univ., Sci. 56, No. 6, 1419--1422 (2018; Zbl 1438.62157) Full Text: DOI
Lee, Jaeha; Tsutsui, Izumi A general framework of quasi-probabilities and the statistical behaviour of non-commuting quantum observables. (English) Zbl 1414.81029 Ozawa, Masanao (ed.) et al., Reality and measurement in algebraic quantum theory. NWW 2015, Nagoya, Japan, March 9–13, 2015. Selected papers based on presentations at the Nagoya winter workshop 2015: reality and measurement in algebraic quantum theory. Singapore: Springer. Springer Proc. Math. Stat. 261, 195-228 (2018). MSC: 81P05 81S30 81P15 81P40 81S05 PDF BibTeX XML Cite \textit{J. Lee} and \textit{I. Tsutsui}, Springer Proc. Math. Stat. 261, 195--228 (2018; Zbl 1414.81029) Full Text: DOI
MacNab, Ying C. Some recent work on multivariate Gaussian Markov random fields. (English) Zbl 1417.62276 Test 27, No. 3, 497-541 (2018). MSC: 62M40 62H11 62H12 62F15 62M30 62M10 62P10 PDF BibTeX XML Cite \textit{Y. C. MacNab}, Test 27, No. 3, 497--541 (2018; Zbl 1417.62276) Full Text: DOI
Li, Bing; Solea, Eftychia A nonparametric graphical model for functional data with application to brain networks based on fMRI. (English) Zbl 1409.62074 J. Am. Stat. Assoc. 113, No. 524, 1637-1655 (2018). MSC: 62G05 62P10 62H99 PDF BibTeX XML Cite \textit{B. Li} and \textit{E. Solea}, J. Am. Stat. Assoc. 113, No. 524, 1637--1655 (2018; Zbl 1409.62074) Full Text: DOI
Liu, Qi; Li, Chun; Wanga, Valentine; Shepherd, Bryan E. Covariate-adjusted Spearman’s rank correlation with probability-scale residuals. (English) Zbl 1414.62456 Biometrics 74, No. 2, 595-605 (2018). MSC: 62P10 62H20 62G35 PDF BibTeX XML Cite \textit{Q. Liu} et al., Biometrics 74, No. 2, 595--605 (2018; Zbl 1414.62456) Full Text: DOI
Mauguen, Audrey; Seshan, Venkatraman E.; Ostrovnaya, Irina; Begg, Colin B. Estimating the probability of clonal relatedness of pairs of tumors in cancer patients. (English) Zbl 1415.62121 Biometrics 74, No. 1, 321-330 (2018). MSC: 62P10 62H20 92D10 PDF BibTeX XML Cite \textit{A. Mauguen} et al., Biometrics 74, No. 1, 321--330 (2018; Zbl 1415.62121) Full Text: DOI
Zheng, Yao; Zhu, Qianqian; Li, Guodong; Xiao, Zhijie Hybrid quantile regression estimation for time series models with conditional heteroscedasticity. (English) Zbl 1407.62336 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 975-993 (2018). MSC: 62M10 62G08 62P05 PDF BibTeX XML Cite \textit{Y. Zheng} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 975--993 (2018; Zbl 1407.62336) Full Text: DOI
Zhu, Yunzhang; Li, Lexin Multiple matrix Gaussian graphs estimation. (English) Zbl 1407.62214 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 927-950 (2018). MSC: 62H20 62P10 PDF BibTeX XML Cite \textit{Y. Zhu} and \textit{L. Li}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 927--950 (2018; Zbl 1407.62214) Full Text: DOI
Wu, Jiao; Li, Yuan Inequalities in the Heisenberg and Schrödinger uncertainty relations. (Chinese. English summary) Zbl 1424.46095 Adv. Math., Beijing 47, No. 4, 595-602 (2018). MSC: 46L60 46L05 PDF BibTeX XML Cite \textit{J. Wu} and \textit{Y. Li}, Adv. Math., Beijing 47, No. 4, 595--602 (2018; Zbl 1424.46095) Full Text: DOI
Harvey, Andrew; Lange, Rutger-Jan Modeling the interactions between volatility and returns using EGARCH-M. (English) Zbl 1402.91585 J. Time Ser. Anal. 39, No. 6, 909-919 (2018). MSC: 91B84 62M10 37M10 91G70 PDF BibTeX XML Cite \textit{A. Harvey} and \textit{R.-J. Lange}, J. Time Ser. Anal. 39, No. 6, 909--919 (2018; Zbl 1402.91585) Full Text: DOI
Arvanitis, Stelios; Magdalinos, Tassos Mildly explosive autoregression under stationary conditional heteroskedasticity. (English) Zbl 1402.62192 J. Time Ser. Anal. 39, No. 6, 892-908 (2018). MSC: 62M10 62F12 62E20 60F05 60F25 PDF BibTeX XML Cite \textit{S. Arvanitis} and \textit{T. Magdalinos}, J. Time Ser. Anal. 39, No. 6, 892--908 (2018; Zbl 1402.62192) Full Text: DOI
Alomani, Ghadah A.; Alzaid, Abdulhamid A.; Omair, Maha A. A Skellam GARCH model. (English) Zbl 1404.62082 Braz. J. Probab. Stat. 32, No. 1, 200-214 (2018). MSC: 62M10 PDF BibTeX XML Cite \textit{G. A. Alomani} et al., Braz. J. Probab. Stat. 32, No. 1, 200--214 (2018; Zbl 1404.62082) Full Text: DOI Euclid
Almanjahie, Ibrahim M.; Chikr Elmezouar, Zouaoui; Laksaci, Ali; Rachdi, Mustapha \(k\)NN local linear estimation of the conditional cumulative distribution function: dependent functional data case. (Analyse des séries temporelles fonctionnelles : estimation locale linéaire et par les \(k\) plus proches voisins de la fonction de répartition conditionnelle.) (English. French summary) Zbl 1405.62038 C. R., Math., Acad. Sci. Paris 356, No. 10, 1036-1039 (2018). MSC: 62G08 62G05 62M10 62G20 PDF BibTeX XML Cite \textit{I. M. Almanjahie} et al., C. R., Math., Acad. Sci. Paris 356, No. 10, 1036--1039 (2018; Zbl 1405.62038) Full Text: DOI
Wang, Fangfang; Wang, Haonan Modelling non-stationary multivariate time series of counts via common factors. (English) Zbl 1398.62251 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 769-791 (2018). MSC: 62M10 62J12 62H05 62P20 PDF BibTeX XML Cite \textit{F. Wang} and \textit{H. Wang}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 4, 769--791 (2018; Zbl 1398.62251) Full Text: DOI
Xu, Kai; Huang, Xudong Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation. (English) Zbl 1404.62041 Sci. China, Math. 61, No. 10, 1907-1922 (2018). MSC: 62G08 62G20 62H20 62N01 60G42 PDF BibTeX XML Cite \textit{K. Xu} and \textit{X. Huang}, Sci. China, Math. 61, No. 10, 1907--1922 (2018; Zbl 1404.62041) Full Text: DOI
Wang, Hui; Pan, Jiazhu A scalar dynamic conditional correlation model: structure and estimation. (English) Zbl 1400.37103 Sci. China, Math. 61, No. 10, 1881-1906 (2018). MSC: 37M10 62F12 PDF BibTeX XML Cite \textit{H. Wang} and \textit{J. Pan}, Sci. China, Math. 61, No. 10, 1881--1906 (2018; Zbl 1400.37103) Full Text: DOI
Lee, Chung Eun; Shao, Xiaofeng Martingale difference divergence matrix and its application to dimension reduction for stationary multivariate time series. (English) Zbl 1398.62238 J. Am. Stat. Assoc. 113, No. 521, 216-229 (2018). MSC: 62M10 60G42 62H20 62H25 PDF BibTeX XML Cite \textit{C. E. Lee} and \textit{X. Shao}, J. Am. Stat. Assoc. 113, No. 521, 216--229 (2018; Zbl 1398.62238) Full Text: DOI
Chen, Gang; Sun, Ting; Ding, Huiling The discussion of random variables correlation and random variables causal relationship. (Chinese. English summary) Zbl 1413.62135 Math. Pract. Theory 48, No. 5, 194-200 (2018). MSC: 62M10 62J10 PDF BibTeX XML Cite \textit{G. Chen} et al., Math. Pract. Theory 48, No. 5, 194--200 (2018; Zbl 1413.62135)
Li, Shunyong; Gao, Yan A partial correlation between variables of nonlinear relations. (Chinese. English summary) Zbl 1413.62077 J. Yunnan Minzu Univ., Nat. Sci. 27, No. 2, 113-118 (2018). MSC: 62H20 62J02 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Gao}, J. Yunnan Minzu Univ., Nat. Sci. 27, No. 2, 113--118 (2018; Zbl 1413.62077) Full Text: DOI
Wen, Jiuhong; Zhang, Zhengcheng; Jiang, Yuxia On the mean conditional residual lifetime of the components of \( (n - k + 1)\)-out-of-\(n\) system. (Chinese. English summary) Zbl 1413.62175 J. Anhui Norm. Univ., Nat. Sci. 41, No. 1, 24-29 (2018). MSC: 62N05 62M10 PDF BibTeX XML Cite \textit{J. Wen} et al., J. Anhui Norm. Univ., Nat. Sci. 41, No. 1, 24--29 (2018; Zbl 1413.62175) Full Text: DOI
Lu, Jun; Lin, Lu Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors. (English) Zbl 06957715 Comput. Stat. Data Anal. 128, 242-254 (2018). MSC: 62 PDF BibTeX XML Cite \textit{J. Lu} and \textit{L. Lin}, Comput. Stat. Data Anal. 128, 242--254 (2018; Zbl 06957715) Full Text: DOI