Article ID Journal Published Year Pages File Type 7548644 Statistics & Probability Letters 2018 7 Pages PDF Abstract Let B=Bx,xâS2 be the fractional Brownian motion indexed by the unit sphere S2 with index 0 Keywords 60G6060G2260G17 Related Topics Physical Sciences and Engineering Mathematics Statistics and Probability Preview Authors Xiaohong Lan, Yimin Xiao, Related Articles Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes A weighted simulation-based estimator for incomplete longitudinal data models Posterior property of Student-tt linear regression model using objective priors Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles Nonparametric Bayes modeling with sample survey weights Bin sizes in time-inhomogeneous infinite Polya processes A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes A random matrix from a stochastic heat equation A characterization of the generalized Laplace distribution by constant regression on the sample mean Bayesian inference for extreme quantiles of heavy tailed distributions
Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
