:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Gámiz, María Luz, Mammen, Enno, Martínez-Miranda, María Dolores, Nielsen, Jens Perch
Format:	Preprint
Published:	2023
Subjects:	Methodology 62G05 G.3
Online Access:	https://arxiv.org/abs/2308.09918
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Monitoring a developing pandemic with available data
by: Gámiz, María Luz, et al.
Published: (2023)

Data-adaptive structural change-point detection via isolation
by: Anastasiou, Andreas, et al.
Published: (2024)

Over the Stability Space of a Multivariate Time Series
by: Vásquez-Martínez, Roberto, et al.
Published: (2025)

Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
by: Novo, Silvia, et al.
Published: (2024)

Statistical Inference for Scale Mixture Models via Mellin Transform Approach
by: Belomestny, Denis, et al.
Published: (2022)

Robust Variable Selection in High-dimensional Nonparametric Additive Model
by: Chatla, Suneel Babu, et al.
Published: (2025)

Empowering Multi-class Classification for Multivariate Functional Data with Simultaneous Feature Selection
by: Wang, Shuoyang, et al.
Published: (2025)

Quantile-respectful density estimation based on the Harrell-Davis quantile estimator
by: Akinshin, Andrey
Published: (2024)

Nonparametric Empirical Bayes Estimation on Heterogeneous Data
by: Banerjee, Trambak, et al.
Published: (2020)

TSSS: A Novel Triangulated Spherical Spline Smoothing for Surface-based Data
by: Gu, Zhiling, et al.
Published: (2024)

Adaptive Kernel Regression for Constrained Route Alignment: Theory and Iterative Data Sharpening
by: Du, Shiyin, et al.
Published: (2026)

Rejoinder to the discussion of "Mode-based estimation of the center of symmetry"
by: Chacón, José E., et al.
Published: (2025)

Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
by: Novo, Silvia, et al.
Published: (2024)

Nonparametric Bayesian analysis for the Galton-Watson process
by: Cannas, Massimo, et al.
Published: (2025)

Testing for linearity in scalar-on-function regression with responses missing at random
by: Febrero-Bande, Manuel, et al.
Published: (2023)

Identifying arbitrary transformation between the slopes in scalar-on-function regression
by: Niyogi, Pratim Guha, et al.
Published: (2024)

Statistical Inference on the Cumulative Distribution Function using Judgment Post Stratification
by: Kouhanestani, Mina Azizi, et al.
Published: (2024)

Estimation of Quantile Functionals in Linear Model
by: Jurečková, Jana, et al.
Published: (2024)

Proper Correlation Coefficients for Nominal Random Variables
by: Wermuth, Jan-Lukas
Published: (2025)

Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)

Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
by: Jana, Soham, et al.
Published: (2022)

Discriminating Tail Behavior Using Halfspace Depths: Population and Empirical Perspectives
by: Singha, Sibsankar, et al.
Published: (2025)

Convolutional neural networks for valid and efficient causal inference
by: Ghasempour, Mohammad, et al.
Published: (2023)

Automatic and location-adaptive estimation in functional single-index regression
by: Novo, Silvia, et al.
Published: (2024)

Statistical Multicriteria Benchmarking via the GSD-Front
by: Jansen, Christoph, et al.
Published: (2024)

On lead-lag estimation of non-synchronously observed point processes
by: Shiotani, Takaaki, et al.
Published: (2026)

Lancaster correlation -- a new dependence measure linked to maximum correlation
by: Holzmann, Hajo, et al.
Published: (2023)

"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
by: Chen, Richard Y.
Published: (2024)

Non-parametric estimation of transition intensities in interval censored Markov multi-state models without loops
by: Gomon, Daniel, et al.
Published: (2024)

Learning binary undirected graph in low dimensional regime
by: De Canditiis, Daniela
Published: (2019)

Leave-One-Out Neighborhood Smoothing for Graphons: Berry-Esseen Bounds, Confidence Intervals, and Honest Tuning
by: Aalipur, Behzad, et al.
Published: (2026)

A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
by: Gharbi, Rihab, et al.
Published: (2025)

Asymptotic theory and statistical inference for the samples problems with heavy-tailed data using the functional empirical process
by: Camara, Abdoulaye, et al.
Published: (2025)

A Gaussian process and linear-based framework for computing cut distributions in modular Bayesian calibration of two chained computer models
by: Baldé, Oumar, et al.
Published: (2023)

Variance-Reduced Manifold Sampling via Polynomial-Maximization Density Estimation
by: Zabolotnii, Serhii
Published: (2026)

A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
by: Van Oirbeek, Robin, et al.
Published: (2026)

Estimation of a Likelihood Ratio Ordered Family of Distributions
by: Mösching, Alexandre, et al.
Published: (2020)

Nonparametric estimation of trawl processes: Theory and applications
by: Sauri, Orimar, et al.
Published: (2022)

Identification of Latent Group Effects under Conditional Calibration
by: Kurbucz, Marcell T.
Published: (2026)

Mean and Covariance Estimation for Discretely Observed High-Dimensional Functional Data: Rates of Convergence and Division of Observational Regimes
by: Petersen, Alexander
Published: (2024)