Mathematical Methods of Statistics Short Title: Math. Methods Stat. Publisher: Springer US, New York, NY; Pleiades Publishing (Allerton Press), New York, NY; MAIK “Nauka/Interperiodica”, Moscow ISSN: 1066-5307; 1934-8045/e Online: http://link.springer.com/journal/volumesAndIssues/12004 Comments: Indexed cover-to-cover Documents Indexed: 542 Publications (since 1992) References Indexed: 275 Publications with 6,549 References. all top 5 Latest Issues 31, No. 4 (2022) 31, No. 3 (2022) 31, No. 2 (2022) 31, No. 1 (2022) 30, No. 3-4 (2021) 30, No. 1-2 (2021) 29, No. 4 (2020) 29, No. 3 (2020) 29, No. 2 (2020) 29, No. 1 (2020) 28, No. 4 (2019) 28, No. 3 (2019) 28, No. 2 (2019) 28, No. 1 (2019) 27, No. 4 (2018) 27, No. 3 (2018) 27, No. 2 (2018) 27, No. 1 (2018) 26, No. 4 (2017) 26, No. 3 (2017) 26, No. 2 (2017) 26, No. 1 (2017) 25, No. 4 (2016) 25, No. 3 (2016) 25, No. 2 (2016) 25, No. 1 (2016) 24, No. 4 (2015) 24, No. 3 (2015) 24, No. 2 (2015) 24, No. 1 (2015) 23, No. 4 (2014) 23, No. 3 (2014) 23, No. 2 (2014) 23, No. 1 (2014) 22, No. 4 (2013) 22, No. 3 (2013) 22, No. 2 (2013) 22, No. 1 (2013) 21, No. 4 (2012) 21, No. 3 (2012) 21, No. 2 (2012) 21, No. 1 (2012) 20, No. 4 (2011) 20, No. 3 (2011) 20, No. 2 (2011) 20, No. 1 (2011) 19, No. 4 (2010) 19, No. 3 (2010) 19, No. 2 (2010) 19, No. 1 (2010) 18, No. 4 (2009) 18, No. 3 (2009) 18, No. 2 (2009) 18, No. 1 (2009) 17, No. 4 (2008) 17, No. 3 (2008) 17, No. 2 (2008) 17, No. 1 (2008) 16, No. 4 (2007) 16, No. 3 (2007) 16, No. 2 (2007) 16, No. 1 (2007) 13, No. 4 (2004) 13, No. 3 (2004) 13, No. 2 (2004) 13, No. 1 (2004) 11, No. 2 (2002) 11, No. 1 (2002) 10, No. 4 (2001) 10, No. 3 (2001) 10, No. 2 (2001) 10, No. 1 (2001) 9, No. 4 (2000) 9, No. 3 (2000) 9, No. 2 (2000) 9, No. 1 (2000) 8, No. 4 (1999) 8, No. 3 (1999) 8, No. 2 (1999) 8, No. 1 (1999) 7, No. 4 (1998) 7, No. 3 (1998) 7, No. 2 (1998) 7, No. 1 (1998) 6, No. 4 (1997) 6, No. 3 (1997) 6, No. 2 (1997) 6, No. 1 (1997) 5, No. 4 (1996) 5, No. 3 (1996) 5, No. 2 (1996) 5, No. 1 (1996) 4, No. 4 (1995) 4, No. 3 (1995) 4, No. 2 (1995) 4, No. 1 (1995) 3, No. 4 (1994) 3, No. 3 (1994) 3, No. 2 (1994) 3, No. 1 (1994) ...and 3 more Volumes all top 5 Authors 18 Levit, Boris Y. 14 Ingster, Yuriĭ Izmaĭlovich 11 Boldin, Mikhaĭl Vasil’evich 11 Bouzebda, Salim 11 Golubev, Yuriĭ K. 11 Lepskiĭ, Oleg Vital’evich 7 Kutoyants, Yury A. 6 Bar-Lev, Shaul K. 6 Dette, Holger 6 Rukhin, Andrew L. 6 Spokoiny, Vladimir G. 5 Belitser, Eduard 5 Korostelev, Alexander P. 5 Pergamenshchikov, Sergeĭ Markovich 5 Pfanzagl, Johann 5 von Rosen, Dietrich 4 Balakrishnan, Narayanaswamy 4 Comte, Fabienne 4 Diop, Aliou 4 Götze, Friedrich 4 Gribkova, Nadezhda Viktorovna 4 Ivchenko, Grigoriĭ Ivanovich 4 Kharin, Yuriĭ Sëmenovich 4 Mattner, Lutz 4 Piterbarg, Vladimir Il’ich 4 Pötzelberger, Klaus 4 Pouet, Christophe F. 4 Ruymgaart, Frits H. 4 Wefelmeyer, Wolfgang 3 Bening, Vladimir E. 3 Blanke, Delphine 3 Bshouty, Daoud H. 3 Dabo-Niang, Sophie 3 Dippon, Jürgen 3 Gupta, Arjun Kumar 3 Kholevo, Aleksandr Semënovich 3 Joutard, Cyrille 3 Kagan, Abram Meerovich 3 Khas’minskiĭ, Rafail Zalmanovich 3 Konev, Victor 3 Kumar, Somesh 3 Le Breton, Alain 3 Loubes, Jean-Michel 3 Mokkadem, Abdelkader 3 Nikitin, Yakov Yu. 3 Pelletier, Mariane 3 Pinelis, Iosif Froimovich 3 Rao, Calyampudi Radhakrishna 3 Sapatinas, Theofanis 3 Schick, Anton 3 Strasser, Helmut 3 Suslina, Irina A. 3 Székely, Gábor J. 3 Taupin, Marie-Luce 3 Tse, SzeMan 3 von Rosen, Tatjana 3 Wagener, Jens 3 Zari, Tarek 3 Zitikis, Ričardas 2 Akakpo, Nathalie 2 Aknouche, Abdelhakim 2 Al-Labadi, Luai 2 Alquier, Pierre 2 Arcones, Miguel A. 2 Autin, Florent 2 Bakirov, Nail K. 2 Balan, Raluca M. 2 Barakat, Haroon Mohamed 2 Barbe, Philippe 2 Bischoff, Wolfgang 2 Bobkov, Sergey Germanovich 2 Bosq, Denis 2 Butler, Leo T. 2 Cavalier, Laurent 2 Chibisov, Dmitriĭ Mikhaĭlovich 2 Chistyakov, Gennadiy P. 2 Davydov, Youri 2 Davydov, Yu. A. 2 Dedecker, Jérôme 2 Durot, Cécile 2 Einmahl, John H. J. 2 Enikeeva, Farida N. 2 Falconnet, Mikael 2 Ferger, Dietmar 2 Galtchouk, Leonid I. 2 Gayraud, Ghislaine 2 Ghosal, Subhashis 2 Gill, Richard David 2 Govindarajulu, Zakkula 2 Greenwood, Priscilla E. 2 Gushchin, Aleksandr Aleksandrovich 2 Györfi, László 2 Hadjicostas, Petros 2 Härdle, Wolfgang Karl 2 Henze, Norbert 2 Holdai, V. 2 Höpfner, Reinhard 2 Inglot, Tadeusz 2 Ivanoff, B. Gail 2 Ivanov, Aleksandr Vladimirovich ...and 439 more Authors all top 5 Fields 518 Statistics (62-XX) 170 Probability theory and stochastic processes (60-XX) 16 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 6 Information and communication theory, circuits (94-XX) 4 Real functions (26-XX) 4 Measure and integration (28-XX) 4 Special functions (33-XX) 4 Approximations and expansions (41-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Operator theory (47-XX) 4 Quantum theory (81-XX) 3 Functional analysis (46-XX) 3 Computer science (68-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Integral transforms, operational calculus (44-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Difference and functional equations (39-XX) 1 Convex and discrete geometry (52-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 392 Publications have been cited 2,274 times in 1,740 Documents Cited by ▼ Year ▼ Asymptotically minimax hypothesis testing for nonparametric alternatives. I. Zbl 0798.62057Ingster, Yu. I. 81 1993 Linear and convex aggregation of density estimators. Zbl 1231.62057Rigollet, Ph.; Tsybakov, A. B. 47 2007 Some problems of hypothesis testing leading to infinitely divisible distributions. Zbl 0878.62005Ingster, Yu. I. 46 1997 Asymptotically minimax hypothesis testing for nonparametric alternatives. III. Zbl 0798.62059Ingster, Yu. I. 45 1993 Models with a Kronecker product covariance structure: estimation and testing. Zbl 1231.62101Srivastava, M. S.; Von Rosen, T.; Von Rosen, D. 35 2008 On spatially adaptive estimation of nonparametric regression. Zbl 0892.62018Goldenshluger, A.; Nemirovski, A. 34 1997 Minimax detection of a signal for \(l^ n\)-balls. Zbl 1103.62312Ingster, Yu. I. 32 1998 Nonparametric estimation of ruin probabilities given a random sample of claims. Zbl 1282.62080Mnatsakanov, R.; Ruymgaart, L. L.; Ruymgaart, F. H. 29 2008 Kernel regression estimation for continuous spatial processes. Zbl 1140.62071Dabo-Niang, S.; Yao, A.-F. 28 2007 On minimax filtering over ellipsoids. Zbl 0836.62070Belitser, E. N.; Levit, B. Y. 25 1995 On the strong approximation of bootstrapped empirical copula processes with applications. Zbl 1295.60042Bouzebda, S. 24 2012 The stochastic approximation method for estimation of a distribution function. Zbl 1308.62078Slaoui, Y. 23 2014 Penalized blockwise Stein’s method, monotone oracles and sharp adaptive estimation. Zbl 1005.62027Cavalier, L.; Tsybakov, A. B. 21 2001 Asymptotic equivalence for nonparametric regression. Zbl 1005.62039Grama, I.; Nussbaum, M. 21 2002 Adaptive minimax estimation of infinitely differentiable functions. Zbl 1103.62332Lepski, O. V.; Levit, B. Y. 20 1998 The asymptotic theory of permutation statistics. Zbl 1103.62346Strasser, H.; Weber, Ch. 20 1999 On sharp adaptive estimation of multivariate curves. Zbl 1006.62033Efromovich, S. 19 2000 Adaptive and spatially adaptive testing of a nonparametric hypothesis. Zbl 1103.62345Spokoiny, V. G. 18 1998 Asymptotically efficient estimation for analytic distributions. Zbl 0872.62042Golubev, G. K.; Levit, B. Y. 18 1996 Asymptotically minimax hypothesis testing for nonparametric alternatives. II. Zbl 0798.62058Ingster, Yu. I. 18 1993 Estimation of the expected discounted penalty function for Lévy insurance risks. Zbl 1308.62199Shimizu, Y. 18 2011 Normal approximation for some mean-value estimates of absolutely regular tessellations. Zbl 0824.60011Heinrich, Lothar 17 1994 Adaptive density deconvolution with dependent inputs. Zbl 1282.62087Comte, F.; Dedecker, J.; Taupin, M. L. 16 2008 On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019Beirlant, J.; Mason, D. M. 16 1995 Semiparametric two-component mixture model with a known component: an asymptotically normal estimator. Zbl 1282.62068Bordes, L.; Vandekerkhove, P. 16 2010 Least squares estimation with complexity penalties. Zbl 1005.62043van de Geer, Sara 15 2001 Some theoretical results on the grouped variables Lasso. Zbl 1282.62159Chesneau, Ch.; Hebiri, M. 15 2008 ANOVA for a large number of treatments. Zbl 1005.62065Bathke, Arne 14 2002 Uniform strong representation of the conditional Kaplan-Meier process. Zbl 1005.62082Du, Yunling; Akritas, M. G. 14 2002 Optimal rates and constants in \(L_ 2\)-minimax estimation of probability density functions. Zbl 0872.62043Schipper, M. 14 1996 Wavelet estimators: Adapting to unknown smoothness. Zbl 0871.62039Juditsky, A. 14 1997 Adaptive detection of a signal of growing dimension. II. Zbl 1005.62052Ingster, Yu. I. 13 2002 Current status regression. Zbl 1033.62021Murphy, S. A.; van der Vaart, A. W.; Wellner, J. A. 13 1999 Generalized intermediate efficiency of goodness-of-fit tests. Zbl 1103.62342Inglot, T. 13 1999 PAC-Bayesian bounds for randomized empirical risk minimizers. Zbl 1260.62038Alquier, P. 13 2008 Asymptotic normality of LAD estimator in censored regression models. Zbl 0798.62034Rao, C. R.; Zhao, L. C. 13 1993 Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection. Zbl 1308.62070Akakpo, N. 13 2012 Adaptive detection of a signal of growing dimension. I. Zbl 1005.62051Ingster, Yu. I. 12 2001 How to improve the accuracy of estimation. Zbl 1033.62032Lepski, O. V. 12 1999 Functional limit theorems for induced order statistics. Zbl 1010.60031Davydov, Yu.; Egorov, V. 12 2000 Nonparametric hypothesis testing for intensity of the Poisson process. Zbl 1231.62081Ingster, Yu. I.; Kutoyants, Yu. A. 12 2007 Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing. Zbl 1231.62064Dette, H.; Hetzler, B. 12 2009 Normal approximation to the posterior distribution for generalized linear models with many covariates. Zbl 0888.62071Ghosal, Subhashis 12 1997 Moment convergence in regularized estimation under multiple and mixed-rates asymptotics. Zbl 1380.62082Masuda, H.; Shimizu, Y. 12 2017 Deconvolving compactly supported densities. Zbl 1283.62078Meister, A. 12 2007 Watson-type goodness-of-fit tests based on the integrated empirical process. Zbl 1005.62050Henze, N.; Nikitin, Ya. Yu. 11 2002 Adaptive nonparametric estimation of smooth multivariate functions. Zbl 1104.62312Lepski, O. V.; Levit, B. Y. 11 1999 Adaptive estimation of the transition density of a regular Markov chain. Zbl 1008.62076Clémençon, S. J. M. 11 2000 Estimation of functionals of density support. Zbl 0873.62038Gayraud, G. 11 1997 The method of sieves and minimum contrast estimators. Zbl 0831.62029van de Geer, S. 11 1995 On the efficiency of wavelet estimators under arbitrary error distributions. Zbl 0845.62034Neumann, M. H.; Spokoiny, V. G. 11 1995 Generalized mirror averaging and \(D\)-convex aggregation. Zbl 1231.62046Lounici, K. 11 2007 On the second order minimax estimation of distribution functions. Zbl 0853.62028Golubev, G. K.; Levit, B. Y. 11 1996 Estimation of the distribution of random shifts deformation. Zbl 1282.62069Castillo, I.; Loubes, J.-M. 11 2009 Warped bases for conditional density estimation. Zbl 1418.62132Chagny, G. 11 2013 Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems. Zbl 1005.62056Lachal, Aimé 10 2001 Local time and density estimation in continuous time. Zbl 1007.62025Bosq, D.; Davydov, Yu. 10 1999 On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation. Zbl 1006.62076Boldin, M. V. 10 2000 On the strong universal consistency of a series type regression estimate. Zbl 0874.62048Györfi, L.; Walk, H. 10 1996 Asymptotic theory of nonlinear regression with long-range dependence. Zbl 1132.62338Ivanov, A. V.; Leonenko, N. N. 10 2004 Empirical likelihood estimators for the error distribution in nonparametric regression models. Zbl 1231.62067Kiwitt, S.; Nagel, E.-R.; Neumeyer, N. 10 2008 Monotone nonparametric regression with random design. Zbl 1231.62066Durot, C. 10 2008 A characterization of exponential distributions by correlations between records. Zbl 0791.62015Nevzorov, V. B. 10 1992 Density estimation for a class of continuous time processes. Zbl 0880.62043Leblanc, Frédérique 10 1997 On asymptotic problems of parameter estimation in stochastic PDE’s: Discrete time sampling. Zbl 0884.65140Piterbarg, L.; Rozovskii, B. 10 1997 Upper functions for positive random functionals. I: General setting and Gaussian random functions. Zbl 1279.60033Lepski, O. 10 2013 \(K\)-sample problem using strong approximations of empirical copula processes. Zbl 1282.62115Bouzebda, S.; Keziou, A.; Zari, T. 10 2011 Testing strict monotonicity in nonparametric regression. Zbl 1283.62092Birke, M.; Dette, H. 10 2007 Empirical Bayesian test of the smoothness. Zbl 1282.62113Belitser, E.; Enikeeva, F. 9 2008 A test of independence in some copula models. Zbl 1282.62144Bouzebda, S.; Keziou, A. 9 2008 A generalization of covariance identity and related characterizations. Zbl 0831.62013Cacoullos, T.; Papathanasiou, V. 9 1995 Estimation and detection of high-variable functions from Sloan-Woźniakowski space. Zbl 1229.62074Ingster, Yuri; Suslina, Irina 9 2007 Consistency of concave regression with an application to current-status data. Zbl 1129.62033Dümbgen, L.; Freitag, S.; Jongbloed, G. 9 2004 Two tests for multivariate normality based on the characteristic function. Zbl 1231.62102Arcones, M. A. 9 2007 Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points. Zbl 1297.62039Bouzebda, S. 9 2014 Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring. Zbl 1334.60090Brahimi, B.; Meraghni, D.; Necir, A. 9 2015 Testing skew normality via the moment generating function. Zbl 1282.62123Meintanis, S. G. 9 2010 Approximations for a multivariate hybrid process with applications to change-point detection. Zbl 1282.60038Burke, M. D. 9 2010 On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean. Zbl 1283.62029Gribkova, N. V.; Helmers, R. 9 2007 Semiparametric hypotheses testing for dynamical systems with small noise. Zbl 1005.62072Iacus, S. M.; Kutoyants, Yu. A. 8 2001 Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics. Zbl 1005.62035Liebscher, Eckhard 8 2001 Interval censoring: A nonasymptotic point of view. Zbl 1033.62033Birgé, Lucien 8 1999 Nonparametric symmetry tests for statistical functionals. Zbl 1103.62343Janssen, A. 8 1999 Additive time series: The kernel integration method. Zbl 1008.62039Camlong-Viot, Ch.; Sarda, P.; Vieu, Ph. 8 2000 Large and moderate deviations principles for kernel estimators of the multivariate regression. Zbl 1282.62141Mokkadem, A.; Pelletier, M.; Thiam, B. 8 2008 Convergence theorems for empirical cumulative quantile regression functions. Zbl 0831.62035Rao, C. R.; Zhao, L. C. 8 1995 Bootstrapping a nonparametric polytomous regression model. Zbl 0832.62031Aerts, M.; Veraverbeke, N. 8 1995 An oracle approach to adaptive estimation of linear functionals in a Gaussian model. Zbl 1129.62020Golubev, Y.; Levit, B. 8 2004 On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity. Zbl 1231.62159Bibi, A.; Aknouche, A. 8 2008 On the solution of an optimal recovery problem and its applications in nonparametric regression. Zbl 0920.62052Leonov, Sergei L. 8 1997 Functional estimation for time series. I: Quadratic convergence properties. Zbl 0893.62024Ango Nze, P.; Doukhan, P. 8 1996 Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases. Zbl 0840.62033Ghosal, Subhashis; Samanta, Tapas 8 1995 Minimum Hellinger distance point estimates consistent under weak family regularity. Zbl 0824.62028Györfi, L.; Vajda, I.; van der Meulen, E. 8 1994 Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment. Zbl 1297.62184Falconnet, M.; Loukianova, D.; Matias, C. 8 2014 Limiting law results for a class of conditional mode estimates for functional stationary ergodic data. Zbl 1365.60014Bouzebda, S.; Chaouch, M.; Laïb, N. 8 2016 Consistency of a nonparametric conditional quantile estimator for random fields. Zbl 1282.62094Ould Abdi, S. A.; Dabo-Niang, S.; Diop, A.; Ould Abdi, A. 8 2010 Oracle convergence rate of posterior under projection prior and Bayesian model selection. Zbl 1282.62125Babenko, A.; Belitser, E. 8 2010 Consistent estimation of a convex density at the origin. Zbl 1283.62073Balabdaoui, F. 8 2007 Moderate deviations of some dependent variables. I: Martingales. Zbl 1007.60010Worms, J. 7 2001 Relative deficiency of the Kaplan-Meier estimator with respect to a smoothed estimator. Zbl 1005.62028Lemdani, M.; Ould-Said, E. 7 2001 Matrix variate distribution theory under elliptical models – V: the non-central Wishart and inverted Wishart distributions. Zbl 07561896Caro-Lopera, Francisco J.; González Farías, Graciela; Balakrishnan, N. 1 2022 A necessary Bayesian nonparametric test for assessing multivariate normality. Zbl 1490.62130Al-Labadi, Luai; Fazeli Asl, Forough; Saberi, Zahra 1 2021 Multi-level Bayes and MAP monotonicity testing. Zbl 1476.62078Golubev, Yu.; Pouet, C. 1 2020 Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences. Zbl 1425.60024Bouzebda, S.; Nemouchi, B. 6 2019 On the skewness order of Van Zwet and Oja. Zbl 1458.60022Eberl, A.; Klar, B. 3 2019 State occupation probabilities in non-Markov models. Zbl 1442.62216Overgaard, M. 3 2019 Bayesian predictive distribution for a negative binomial model. Zbl 1418.62030Hamura, Y.; Kubokawa, T. 3 2019 Maxiset point of view for signal detection in inverse problems. Zbl 1434.62067Autin, F.; Clausel, M.; Freyermuth, J.-M.; Marteau, C. 2 2019 Relative error prediction for twice censored data. Zbl 1444.62042Khardani, S. 1 2019 The empirical process of residuals from an inverse regression. Zbl 1426.62124Kutta, T.; Bissantz, N.; Chown, J.; Dette, H. 1 2019 On predictive density estimation under \(\alpha\)-divergence loss. Zbl 1426.62018L’Moudden, A.; Marchand, É. 1 2019 Density deconvolution with small Berkson errors. Zbl 1433.62106Rimal, R.; Pensky, M. 1 2019 On the power of Pearson’s test under local alternatives in autoregression with outliers. Zbl 1418.62189Boldin, M. V. 1 2019 Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series. Zbl 1401.62159Kharin, Yu. S.; Voloshko, V. A.; Medved, E. A. 4 2018 On the empirical distribution function of residuals in autoregression with outliers and Pearson’s chi-square type tests. Zbl 1418.62302Boldin, M. V.; Petriev, M. N. 4 2018 Estimating the index of increase via balancing deterministic and random data. Zbl 1401.62043Chen, L.; Davydov, Y.; Gribkova, N.; Zitikis, R. 3 2018 A test of correlation in the random coefficients of an autoregressive process. Zbl 1401.62174Proïa, F.; Soltane, M. 2 2018 Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs. Zbl 1425.62086Caron, E.; Dede, S. 2 2018 Asymptotic analysis of the jittering kernel density estimator. Zbl 1406.62031Nagler, T. 2 2018 Local inference by penalization method for biclustering model. Zbl 1414.62227Belitser, E.; Nurushev, N. 1 2018 Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models. Zbl 1419.62219Bibi, A. 1 2018 Truncated estimation of ratio statistics with application to heavy tail distributions. Zbl 1409.62103Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. 1 2018 On optimal cardinal interpolation. Zbl 1417.62081Levit, B. 1 2018 On the maximum likelihood estimation of a covariance matrix. Zbl 1402.62109Tsai, Ming-Tien 1 2018 Moment convergence in regularized estimation under multiple and mixed-rates asymptotics. Zbl 1380.62082Masuda, H.; Shimizu, Y. 12 2017 Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach. Zbl 06835802Al-Labadi, Luai; Zarepour, M. 7 2017 Statistical foundations for assessing the difference between the classical and weighted-Gini betas. Zbl 06845133Gribkova, N.; Zitikis, R. 6 2017 An oracle inequality for quasi-Bayesian nonnegative matrix factorization. Zbl 1381.62222Alquier, Pierre; Guedj, Benjamin 5 2017 A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models. Zbl 1380.62031Kubokawa, T.; Marchand, Éric; Strawderman, W. E. 4 2017 Classes of improved estimators for parameters of a Pareto distribution. Zbl 06835803Patra, L. K.; Kumar, S. 4 2017 On estimation in some reduced rank extended growth curve models. Zbl 06845135von Rosen, Tatjana; von Rosen, Dietrich 4 2017 Asymptotic theory of multiple-set linear canonical analysis. Zbl 06835801Nkiet, G. M. 3 2017 Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks. Zbl 1421.62062Gatto, R. 2 2017 On the mean value parametrization of natural exponential families – a revisited review. Zbl 1387.60028Bar-Lev, S. K.; Kokonendji, Célestin C. 2 2017 On joint weak reversed hazard rate order under symmetric copulas. Zbl 1387.60032Balakrishnan, N.; Barmalzan, G.; Kosari, S. 2 2017 On the lower bound in second order estimation for Poisson processes: asymptotic efficiency. Zbl 06808442Gasparyan, S. B.; Kutoyants, Y. A. 1 2017 Representations by uncorrelated random variables. Zbl 1381.62131Móri, T. F.; Székely, G.-J. 1 2017 Laguerre deconvolution with unknown matrix operator. Zbl 06845132Comte, Fabienne; Mabon, Gwennaelle 1 2017 Limiting law results for a class of conditional mode estimates for functional stationary ergodic data. Zbl 1365.60014Bouzebda, S.; Chaouch, M.; Laïb, N. 8 2016 Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses. Zbl 1342.62054Rebelles, G. 7 2016 On testing sphericity and identity of a covariance matrix with large dimensions. Zbl 1349.62217Ahmad, M. Rauf 4 2016 Efficiency of exponentiality tests based on a special property of exponential distribution. Zbl 1345.60019Nikitin, Ya. Yu.; Volkova, K. Yu. 4 2016 The multivariate Révész’s online estimator of a regression function and its averaging. Zbl 1366.62084Mokkadem, A.; Pelletier, M. 4 2016 On score-functions and goodness-of-fit tests for stochastic processes. Zbl 1349.62376Kutoyants, Yury A. 2 2016 Risk-optimal estimators for survey procedures with certain indirect questions. Zbl 06639826Groenitz, H. 2 2016 Optimal methods of interpolation in nonparametric regression. Zbl 1362.62090Levit, B. 2 2016 On robustness of discrete time optimal filters. Zbl 1365.60041Kleptsyna, M. L.; Veretennikov, A. Yu. 2 2016 Operator-based intensity functions for the nonhomogeneous Poisson process. Zbl 1366.60061Bar-Lev, S. K.; Bshouty, D.; van der Duyn Schouten, F. A. 1 2016 On likelihood ratio ordering of parallel systems with exponential components. Zbl 1347.93241Wang, J.; Zhao, P. 1 2016 Rate of convergence of truncated stochastic approximation procedures with moving bounds. Zbl 1362.62050Sharia, T.; Zhong, L. 1 2016 Some applications of the strong approximation of the integrated empirical copula processes. Zbl 1362.60032Bouzebda, Salim 1 2016 Cramér type moderate deviations for trimmed \(L\)-statistics. Zbl 1362.60024Gribkova, N. 1 2016 Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring. Zbl 1334.60090Brahimi, B.; Meraghni, D.; Necir, A. 9 2015 Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results. Zbl 1332.62111Bouzebda, S.; Didi, S.; El Hajj, L. 7 2015 Variance inequalities for quadratic forms with applications. 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Zbl 1295.60042Bouzebda, S. 24 2012 ...and 292 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,927 Authors 46 Bouzebda, Salim 20 Ingster, Yuriĭ Izmaĭlovich 20 Slaoui, Yousri 18 Lepskiĭ, Oleg Vital’evich 18 Tsybakov, Alexandre B. 17 Butucea, Cristina 17 Dabo-Niang, Sophie 16 Arias-Castro, Ery 16 Efromovich, Sam 15 Comte, Fabienne 14 Dalalyan, Arnak S. 13 Laurent, Béatrice 13 Van de Geer, Sara Anna 12 Schick, Anton 12 Spokoiny, Vladimir G. 11 Chesneau, Christophe 11 Gribkova, Nadezhda Viktorovna 11 Kohler, Michael 11 Kutoyants, Yury A. 11 Nikitin, Yakov Yu. 10 Alquier, Pierre 10 Boldin, Mikhaĭl Vasil’evich 10 Cai, Tony Tony 10 Dette, Holger 10 Laksaci, Ali 10 Marteau, Clément 10 Pelletier, Mariane 10 Zitikis, Ričardas 9 Ghosal, Subhashis 9 Goldenshluger, Alexander 9 Golubev, Yuriĭ K. 9 Hall, Peter Gavin 9 Juditsky, Anatoli B. 9 Lacour, Claire 9 Levit, Boris Y. 9 Loubes, Jean-Michel 9 Mokkadem, Abdelkader 9 Sapatinas, Theofanis 9 Suslina, Irina A. 9 Van der Vaart, Adrianus Willem 9 Verzelen, Nicolas 9 Zhang, Zhimin 8 Alvarez-Andrade, Sergio 8 Belitser, Eduard 8 Harrar, Solomon W. 8 Inglot, Tadeusz 8 Jin, Jiashun 8 Ledwina, Teresa 8 Lerasle, Matthieu 8 Nickl, Richard 8 von Rosen, Dietrich 7 Al-Labadi, Luai 7 Babilua, Petre K. 7 Baraud, Yannick 7 Diop, Aliou 7 Ermakov, Mikhaĭl Sergeevich 7 Genon-Catalot, Valentine 7 Heinrich, Lothar 7 Henze, Norbert 7 Klein, Daniel J. 7 Munk, Axel 7 Nemirovski, Arkadi S. 7 Ould-Saïd, Elias 7 Rigollet, Philippe 7 Sen, Bodhisattva 7 Van Keilegom, Ingrid 7 Vasil’iev, Vyacheslav A. 6 Bathke, Arne C. 6 Bertail, Patrice 6 Bissantz, Nicolai 6 Cialenco, Igor 6 Clémençon, Stéphan 6 Collier, Olivier 6 Debbarh, Mohammed 6 Dümbgen, Lutz 6 Fadili, Jalal M. 6 Filipiak, Katarzyna 6 Giné-Masdéu, Evarist 6 Groeneboom, Piet 6 Keziou, Amor 6 Limnios, Nikolaos 6 Low, Mark G. 6 Lugosi, Gábor 6 Müller, Ursula U. 6 Nadaraya, Elizbar A. 6 Neumeyer, Natalie 6 Pensky, Marianna 6 Shang, Zuofeng 6 Wefelmeyer, Wolfgang 5 Bar-Lev, Shaul K. 5 Benhaddou, Rida 5 Bening, Vladimir E. 5 Bertin, Karine 5 Birke, Melanie 5 Bobkov, Sergey Germanovich 5 Bosq, Denis 5 Chagny, Gaëlle 5 Chistyakov, Gennadiy P. 5 Doukhan, Paul 5 Durot, Cécile ...and 1,827 more Authors all top 5 Cited in 218 Journals 173 The Annals of Statistics 120 Journal of Statistical Planning and Inference 110 Mathematical Methods of Statistics 106 Electronic Journal of Statistics 95 Statistics & Probability Letters 81 Journal of Multivariate Analysis 79 Bernoulli 40 Communications in Statistics. 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Probabilités et Statistiques 24 Journal of Nonparametric Statistics 24 Statistical Inference for Stochastic Processes 23 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 22 Test 19 Probability Theory and Related Fields 19 Statistical Papers 18 Journal of Econometrics 15 Statistical Science 14 Scandinavian Journal of Statistics 12 Journal of the Korean Statistical Society 11 Insurance Mathematics & Economics 11 Journal of Statistical Theory and Practice 10 Theory of Probability and its Applications 10 Journal of the American Statistical Association 10 Kybernetika 9 Problems of Information Transmission 9 Sequential Analysis 9 Journal of Statistical Computation and Simulation 9 Statistics and Computing 8 Moscow University Mathematics Bulletin 8 Journal of Theoretical Probability 8 Journal of Applied Statistics 8 Statistical Methodology 7 Journal of Time Series Analysis 7 The Annals of Applied Probability 7 Communications in Statistics. Simulation and Computation 7 Extremes 7 Scandinavian Actuarial Journal 7 Japanese Journal of Statistics and Data Science 6 Lithuanian Mathematical Journal 6 The Annals of Probability 6 Journal of Computational and Applied Mathematics 6 Computational Statistics 6 The Annals of Applied Statistics 6 Sankhyā. Series A 6 Dependence Modeling 5 The Canadian Journal of Statistics 5 Applied and Computational Harmonic Analysis 5 Lifetime Data Analysis 5 Methodology and Computing in Applied Probability 5 AStA. Advances in Statistical Analysis 5 Science China. Mathematics 4 Advances in Applied Probability 4 Journal of Mathematical Analysis and Applications 4 Automatica 4 Journal of Applied Probability 4 Metron 4 Science in China. Series A 4 Vestnik St. Petersburg University. Mathematics 4 Statistica Sinica 4 Acta Mathematica Sinica. English Series 4 Econometric Theory 4 Brazilian Journal of Probability and Statistics 4 Entropy 4 Statistical Methods and Applications 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Mathematical Statistics and Learning 3 Computers & Mathematics with Applications 3 Biometrical Journal 3 Biometrics 3 Acta Mathematicae Applicatae Sinica. English Series 3 Automation and Remote Control 3 Linear Algebra and its Applications 3 Revista Matemática Complutense 3 Lobachevskii Journal of Mathematics 3 Stochastic Models 3 Journal of Machine Learning Research (JMLR) 3 Advances in Data Analysis and Classification. ADAC 3 Sankhyā. Series B 3 Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika 3 SIAM/ASA Journal on Uncertainty Quantification 3 Transactions of A. Razmadze Mathematical Institute 2 Physics Letters. A 2 Psychometrika 2 Applied Mathematics and Computation 2 Proceedings of the American Mathematical Society 2 Acta Mathematica Hungarica 2 Applications of Mathematics 2 Indagationes Mathematicae. New Series 2 Theory of Probability and Mathematical Statistics 2 Georgian Mathematical Journal 2 Random Operators and Stochastic Equations 2 Mathematical Problems in Engineering 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings ...and 118 more Journals all top 5 Cited in 42 Fields 1,616 Statistics (62-XX) 478 Probability theory and stochastic processes (60-XX) 148 Numerical analysis (65-XX) 58 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Information and communication theory, circuits (94-XX) 37 Harmonic analysis on Euclidean spaces (42-XX) 31 Computer science (68-XX) 19 Functional analysis (46-XX) 16 Operations research, mathematical programming (90-XX) 16 Systems theory; control (93-XX) 14 Biology and other natural sciences (92-XX) 12 Approximations and expansions (41-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Quantum theory (81-XX) 9 Operator theory (47-XX) 8 Combinatorics (05-XX) 6 History and biography (01-XX) 6 Measure and integration (28-XX) 6 Special functions (33-XX) 6 Partial differential equations (35-XX) 5 Integral transforms, operational calculus (44-XX) 5 Integral equations (45-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Abstract harmonic analysis (43-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Geophysics (86-XX) 3 Number theory (11-XX) 3 Commutative algebra (13-XX) 3 Real functions (26-XX) 3 Ordinary differential equations (34-XX) 3 Convex and discrete geometry (52-XX) 3 Differential geometry (53-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Astronomy and astrophysics (85-XX) 2 Algebraic geometry (14-XX) 2 Group theory and generalizations (20-XX) 2 Functions of a complex variable (30-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Associative rings and algebras (16-XX) 1 General topology (54-XX) Citations by Year