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Preface |
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Portfolio optimisation via graphical least squares estimation (Saeed Aldahmani, Hongsheng Dai, Qiao-Zhen Zhang and Marialuisa Restaino) |
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Change of Measure Applications in Nonparametric Statistics (Mayer Alvo) |
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Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model (Alessandra Amendola, Vincenzo Candila and Giampiero M. Gallo) |
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Goodness-of-fit test for the baseline hazard rate (Anfriani, A. and Butucea, C. and Gerardin E. and Jeantheau, T. and Lecleire U.) |
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Permutation tests for multivariate stratified data: synchronized or unsynchronized permutations? (Rosa Arboretti, Eleonora Carrozzo and Luigi Salmaso) |
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An extension of the dgLARS method to high-dimensional relative risk regression models (Luigi Augugliaro, Ernst C. Wit and Angelo M. Mineo) |
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A kernel goodness-of-fit test for maximum likelihood density estimates of normal mixtures. (Dimitrios Bagkavos and Prakash N. Patil)- Robust estimation of sparse signal with unknown sparsity cluster value (Eduard Belitser, Nurzhan Nurushev, and Paulo Serra) |
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Test for sign effect in intertemporal choice experiments: a nonparametric solution (Stefano Bonnini and Isabel Maria Parra Oller) |
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Nonparametric first-order analysis of spatial and spatio-temporal point processes (M.I. Borrajo, I. Fuentes-Santos and W. González-Manteiga) |
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Bayesian nonparametric prediction with multi-sample data (Federico Camerlenghi, Antonio Lijoi and Igor Prünster) |
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Algorithm for Automatic Description of Historical Series of Forecast Error in Electrical Power Grid (Gaia Ceresa, Andrea Pitto, Diego Cirio and Nicolas Omont) |
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Linear wavelet estimation in regression with additive and multiplicative noise (Christophe Chesneau, Junke Kou and Fabien Navarro) |
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Speeding up algebraic-based sampling via permutations (Francesca Romana Crucinio and Roberto Fontana) |
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Obstacle Problems For Nonlocal Operators: A Brief Overview (Donatella Danielli, Arshak Petrosyan, and Camelia A. Pop) |
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Low and high resonance components restoration in multichannel data (Daniela De Canditiis and Italia De Feis) |
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Kernel circular deconvolution density estimation (Marco Di Marzio, Stefania Fensore, Agnese Panzera, Charles C. Taylor) |
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Asymptotic for Relative Frequency when Population is Driven by Arbitrary Unknown Evolution (Silvano Fiorin) |
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Semantic keywords clustering to optimize Text Ads campaigns (Pietro Fodra, Emmanuel Pasquet, Guillaume Mohr, Bruno Goutorbe, and Matthieu Cornec) |
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A Note on Robust Estimation of the Extremal Index (M. Ivette Gomes, Cristina Miranda and Manuela Souto de Miranda) |
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Multivariate permutation tests for ordered categorical data (Huiting Huang, Fortunato Pesarin, Rosa Arboretti, Riccardo Ceccato) |
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Smooth nonparametric survival analysis (Dimitrios Ioannides and Dimitrios Bagkavos) |
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Density estimation using multiscale local polynomial transforms (Maarten Jansen) |
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On Sensitivity of Metalearning: An Illustrative Study for Robust Regression (Jan Kalina) |
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Function-parametric empirical processes, projections and unitary operators (Estáte Khmaladze) |
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Rank-based Analysis of Multivariate Data in Factorial Designs and Its Implementation in R (Maximilian Kiefel and Arne C. Bathke) |
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Tests for Independence Involving Spherical Data (Pierre Lafaye de Micheaux, Simos Meintanis and Thomas Verdebout) |
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Interval-Wise Testing of Functional Data Defined on Two-dimensional Domains(Patrick B. Langthaler, Alessia Pini and Arne C. Bathke) |
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Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas (Evgeny Levi and Radu V. Craiu) |
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Semiparametric weighting estimations of a zero-inflated Poisson regression with missing in covariates (Lukusa, M.T. and Phoa, F.K.H.) |
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The Discrepancy Method for Extremal Index Estimation (Natalia Markovich) |
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Correction for optimisation bias in structured sparse high-dimensional variable selection (Bastien Marquis and Maarten Jansen) |
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United Statistical Algorithms and Data Science: An Introduction To The Principles (Subhadeep Mukhopadhyay) |
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The Halfspace Depth Characterization Problem (Stanislav Nagy) |
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A component multiplicative error model for realized volatility measures (Antonio Naimoli and Giuseppe Storti) |
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Asymptotically distribution-free goodness-of-fit tests for testing independence in contingency tables of large dimensions (Thuong T. M. Nguyen) |
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Incorporating model uncertainty in the construction of bootstrap prediction intervals for functional time series (Efstathios Paparoditis and Han Lin Shang) |
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Measuring and Estimating Overlap of Distributions: A comparison of approaches from various disciplines (Judith H. Parkinson and Arne C. Bathke) |
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Bootstrap confidence intervals for sequences of missing values in multivariate time series (Maria Lucia Parrella, Giuseppina Albano, Michele La Rocca and Cira Perna) |
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On Parametric Estimation of Distribution Tails (Igor Rodionov) |
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An empirical comparison of global and local functional depths (Carlo Sguera and Rosa E. Lillo) |
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AutoSpec: Detecting Exiguous Frequency Changes in Time Series (David S. Stoffer) |
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Bayesian quantile regression in differential equation models (Qianwen Tan and Subhashis Ghosal) |
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Predicting plant endemicity based on herbarium data: application to French data (Jessica Tressou, Thomas Haevermans and Liliane Bel) |
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Monte Carlo Permutation Tests for Assessing Spatial Dependence at Different Scales (Craig Wang and Reinhard Furrer) |
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Introduction to independent counterfactuals (Marcin Wolski) |
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The Potential for Nonparametric Joint Latent Class Modeling of Longitudinal and Time-to-Event Data (Ningshan Zhang and Jeffrey S. Simonoff) |
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To Rank or to Permute when Comparing an Ordinal Outcome Between Two Groups While Adjusting for a Covariate? (Georg Zimmermann) |
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Preface |
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Portfolio optimisation via graphical least squares estimation (Saeed Aldahmani, Hongsheng Dai, Qiao-Zhen Zhang and Marialuisa Restaino) |
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Change of Measure Applications in Nonparametric Statistics (Mayer Alvo) |
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ＥＢ
