Keywords: 62G20; 62H25Canonical correlation analysis; Covariance operator; Cross-covariance operator; Lower bound
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Keywords: 62G05; 62G08; 62G20; 62G35; 62G07; 62G32; 62G30; Secondary 62E20Mean square relative error; Nonparametric estimation; Functional data; Regression operator; Positive responses; Asymptotic normality; Small ball property; Stock price; Economic data
Keywords: 62G10; 62G20; 62G30Integrated empirical process; Bahadur efficiency; Skew alternative
Keywords: 62G20; 62M05LASSO-type estimator; GMM with continuum of moment method (CGMM) estimator; The process of Ornstein–Uhlenbeck type
Keywords: 62G08; 62G20; 62H25Continuously dynamic additive models; Penalized least squares; Tensor spline; Stochastic process; Volatility prediction
Keywords: 62G05; 62G08; 62G20; 62G35Dimension reduction; Index model; Nadaraya–Watson estimator; Quantile regression
Keywords: 62G10; 62G20; 62H25
Keywords: 62G08; 62G20; 62H35Semiparametric estimation; Illumination problem; Denoising; Statistical image processing; Local polynomial regression
Keywords: 62B10; 62G20; 62N01B-splines; Counting process; Empirical process; Interval censored data; Monotonicity constraints; Semiparametric efficiency bound
Keywords: 62G08; 62G20; 65T60Global thresholding; Needlets; Spherical data; Nonparametric regression; U-statistics; Besov spaces; Adaptivity
Keywords: 62G7; 62G20; Asymmetric kernel; Bias reduction; Boundary effect; Semiparametric density estimation; Smoothing;
Keywords: 62J10; 47B32; 62C20; 62G20; Covariance operator; Minimax lower bound; Rate of convergence; Reproducing kernel Hilbert space; Shrinkage estimator;
Keywords: 62G05; 62G20; Dimension reduction; Functional data; Functional response; Reproducing kernel Hilbert space;
Keywords: 62M02; 62G10; 62G20; Hidden process; Parameter estimation; Partially observed linear system; Small noise asymptotics;
On APF test for Poisson process with shift and scale parameters
Keywords: 62F03; 62F05; 62F12; 62G10; 62G20; Inhomogeneous Poisson process; Parametric basic hypothesis; Cramér-von Mises test; Asymptotically parameter free test; Scale and shift parameters;
Bayesian optimality for Beran's class of tests of uniformity around the circle
Keywords: primary; 62G20; secondary; 62G30; Bayesian optimal test; Beran's tests; Directional data; Locally most powerful test; Prior distributions;
Bootstrapping LASSO-type estimators in regression models
Keywords: primary; 62G05; secondary; 62G20; Regression models; Random predictors; Oracle property; LASSO-type estimators; Bootstrap methods;
Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
Keywords: 62G05; 62G20; Bayesian update; Deconvolution; Mixture model; Predictive recursion; Smoothing;
Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels
Keywords: 62G05; 62G20; 62G08; Simultaneous wavelet deconvolution; Blind deconvolution; Besov space; Long-range dependence; Minimax convergence rate;
Wavelet density deconvolution estimations with heteroscedastic measurement errors
Keywords: 62G07; 42C40; 62G20; Density estimation; Wavelets; Consistency; Heteroscedastic errors;
Glivenko-Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model
Keywords: 62G20; 60F15; Kernel estimator; Glivenko-Cantelli Theorem; CDF. Residuals; Autoregressive models;
On change point test for ARMA-GARCH models: Bootstrap approach
Keywords: 62M10; 62G20; ARMA-GARCH models; Parameter change test; CUSUM test; Bootstrap method; Residual bootstrap; Wild bootstrap;
Efficiency for heteroscedastic regression with responses missing at random
Keywords: 62G05; 62G08; 62G20; 62J02; Efficiency transfer; Partially linear; Random coefficient; Semiparametric regression; Single index; Transfer principle;
A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model
Keywords: primary; 62G20; 62M10; 37A25; secondary; 62G09; Asymptotic inequalities; β-mixing; Functional data analysis; Large deviation inequality; Nonparametric statistics; Time series;
An RKHS-based approach to double-penalized regression in high-dimensional partially linear models
Keywords: 62G08; 62G20; 62F12; 62J07; Eigen-analysis; High-dimensional data; Oracle property; Partially linear model; Representer theorem; Reproducing kernel Hilbert space; Sacks-Ylvisaker conditions; SCAD (smoothly clipped absolute deviation) penalty;
Quantile regression for additive coefficient models in high dimensions
Keywords: 62G05; 62G20; Additive coefficient models; B-splines; High-dimensional model; Quantile regression; SCAD; Variable selection;
Quantile based tests for exponentiality against DMRQ and NBUE alternatives
Keywords: 62G10; 62G20; DMRQ; Exponential distribution; Gini mean difference; Mean residual quantile function; NBUE;
Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation
Keywords: primary; 62G07; secondary; 62G20; Density estimation; Boundary-bias-free; Symmetrical-based inverse Gaussian density; Dual transformation; Log-symmetrical density;
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
Keywords: 62G10; 62H20; 62G20; 60E10; Characteristic functions; Distance covariance; Multivariate analysis; Mutual independence; V-statistics;
PCA-based estimation for functional linear regression with functional responses
Keywords: 62G08; 62G20; Functional data; Functional principal component analysis; Ill-posed inverse problem; Minimax rate;
Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
Keywords: 62H10; 62G20; 62H12; 62H15; 62G10; Hi-C data; Multiple change-point estimation; Nonparametric estimation;
A high quantile estimator based on the log-generalized Weibull tail limit
Keywords: High quantile; Hill estimator; Log-generalized Weibull tail limit; Log-GW tail index; 60G70; 62G32; 62G20;
Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance
Keywords: primary; 62G10; secondary; 62G20; Sample size; Wasserstein distance; Brownian bridge; L-statistics; Type I and type II errors;
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
Keywords: 62G07; 62G10; 62G20; Kernel density estimation; Higher order kernels; Bias reduction;
On minimax convergence rates under Lp-risk for the anisotropic functional deconvolution model
Keywords: 62G05; 62G20; 62G08; Anisotropic functional deconvolution; Besov space; Minimax convergence rate;
Bayesian sieve method for piece-wise smooth regression
Keywords: 62G08; 62G10; 62G20; Change-point; Piece-wise smooth; Sieve; Posterior contraction rate; Posterior consistency;
Nonparametric multiplicative heteroscedasticity in multi-dimensional regression
Keywords: primary; 62G08; secondary; 62G20; Multiplicative variance function; Smooth backfitting; Curse of dimensionality;
QR decomposition based orthogonality estimation for partially linear models with longitudinal data
Keywords: 62G05; 62G20; 62G30; Partially linear model; Longitudinal data; Orthogonality estimation; QR decomposition;
A central limit theorem for bootstrap sample sums from non-i.i.d. models
Keywords: 60F05; 62G09; 62G20; Bootstrap samples; Central limit theorem; Almost sure convergence; Random bootstrap sample size;
Data-driven kNN estimation in nonparametric functional data analysis
Keywords: primary; 62G05; 62G08; 62G20; 62G35; 62G07; 62G32; 62G30; secondary; 62H12; Functional data analysis; UINN consistency; Functional nonparametric statistics; kNN estimator; Data-driven estimator;
Nonparametric tests for multi-parameter M-estimators
Keywords: 62G09; 62G10; 62G20; Empirical saddlepoint; Tilted bootstrap; Regression; Non-linear regression; Generalized linear models;
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
Keywords: 62H12; 62G20; 62H11; Elliptical distribution; Spatial Kendall's tau matrix; Spatial sign;
Estimation of a semiparametric multiplicative density model
Keywords: 62G07; 62G20; Semiparametric models; In-sample density forecasting; Backfitting; Newton-Kantorovich Theorem;
An extension of Chesneau’s theorem
Keywords: 62G07; 62G20; 42C40Lower bound; Biased regression estimation; LpLp risk; Wavelets
Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
Keywords: 62G10; 62H15; 62G20; 62H10Toeplitz matrix; Covariance matrix; High-dimensional data; U-statistic; Minimax hypothesis testing; Optimal separation rates; Sharp asymptotic rates
Finite sampling inequalities: An application to two-sample Kolmogorov-Smirnov statistics
Keywords: 60F15; 60F17; 62E20; 62F12; 62G20; Bennett inequality; Finite sampling; Hoeffding inequality; Hypergeometric distribution; Two-samples; Kolmogorov-Smirnov statistics; Exponential bounds;
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
Keywords: 62G08; 62G20; 62H99; 62M09; 62M10; 62M99Functional data analysis (FDA); Long-range dependence; Eigenfunctions; Eigenvalues; Scores
The Fine-Gray model under interval censored competing risks data
Keywords: 62G20; 62E20; 62N02; 62P10; Competing risk; Cumulative incidence function; Interval censored data; Subdistribution hazard; Semiparametric efficiency; Sieve estimation;
Variable selection for additive partial linear quantile regression with missing covariates
Keywords: 62G20; 62G35; Quantile regression; Partial linear; Missing data; Inverse probability weighting; Variable selection; SCAD; MCP;
Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
Keywords: 62B15; 62G20; 60G51; Nonparametric experiments; Le Cam distance; Asymptotic equivalence; Lévy processes;