Search Results

There are 6774 results for: content related to: A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas

  1. Testing for Bivariate Extreme Dependence Using Kendall's Process

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 497–514, JEAN-FRANÇOIS QUESSY

    Version of Record online : 27 JUN 2011, DOI: 10.1111/j.1467-9469.2011.00739.x

  2. Estimating Archimedean Copulas in High Dimensions

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 461–479, CHRISTIAN HERING and ULRICH STADTMÜLLER

    Version of Record online : 22 AUG 2012, DOI: 10.1111/j.1467-9469.2012.00803.x

  3. Semi-Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case

    Scandinavian Journal of Statistics

    Volume 35, Issue 4, December 2008, Pages: 701–718, CLAUDIA KLÜPPELBERG, GABRIEL KUHN and LIANG PENG

    Version of Record online : 4 JUN 2008, DOI: 10.1111/j.1467-9469.2008.00602.x

  4. Markov Chain Monte Carlo for Exact Inference for Diffusions

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 294–321, GIORGOS SERMAIDIS, OMIROS PAPASPILIOPOULOS, GARETH O. ROBERTS, ALEXANDROS BESKOS and PAUL FEARNHEAD

    Version of Record online : 12 OCT 2012, DOI: 10.1111/j.1467-9469.2012.00812.x

  5. Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

    Scandinavian Journal of Statistics

    Volume 36, Issue 2, June 2009, Pages: 270–296, CECILIA MANCINI

    Version of Record online : 13 FEB 2009, DOI: 10.1111/j.1467-9469.2008.00622.x

  6. The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

    Scandinavian Journal of Statistics

    Volume 35, Issue 3, September 2008, Pages: 438–465, JULIE LYNG FORMAN and MICHAEL SØRENSEN

    Version of Record online : 24 APR 2008, DOI: 10.1111/j.1467-9469.2007.00592.x

  7. Weak Convergence of the Regularization Path in Penalized M-Estimation

    Scandinavian Journal of Statistics

    Volume 37, Issue 3, September 2010, Pages: 477–495, JEAN-FRANCOIS GERMAIN and FRANCOIS ROUEFF

    Version of Record online : 24 JAN 2010, DOI: 10.1111/j.1467-9469.2009.00682.x

  8. Large-sample tests of extreme-value dependence for multivariate copulas

    Canadian Journal of Statistics

    Volume 39, Issue 4, December 2011, Pages: 703–720, Ivan Kojadinovic, Johan Segers and Jun Yan

    Version of Record online : 6 JUL 2011, DOI: 10.1002/cjs.10110

  9. Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap

    Canadian Journal of Statistics

    Volume 40, Issue 3, September 2012, Pages: 480–500, Ivan Kojadinovic and Jun Yan

    Version of Record online : 3 JUL 2012, DOI: 10.1002/cjs.11135

  10. Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 619–646, HENDRIK P. LOPUHAÄ and GABRIELA F. NANE

    Version of Record online : 11 APR 2013, DOI: 10.1002/sjos.12008

  11. A Convolution Estimator for the Density of Nonlinear Regression Observations

    Scandinavian Journal of Statistics

    Volume 39, Issue 2, June 2012, Pages: 282–304, BÅRD STØVE and DAG TJØSTHEIM

    Version of Record online : 2 FEB 2012, DOI: 10.1111/j.1467-9469.2011.00762.x

  12. Subsampling Variance Estimation for Non-stationary Spatial Lattice Data

    Scandinavian Journal of Statistics

    Volume 35, Issue 1, March 2008, Pages: 38–63, MAGNUS EKSTRÖM

    Version of Record online : 23 OCT 2007, DOI: 10.1111/j.1467-9469.2007.00572.x

  13. Unsupervized aggregation of commensurate correlated attributes by means of the choquet integral and entropy functionals

    International Journal of Intelligent Systems

    Volume 23, Issue 2, February 2008, Pages: 128–154, Ivan Kojadinovic

    Version of Record online : 14 JAN 2008, DOI: 10.1002/int.20261

  14. Bayesian Optimal Adaptive Estimation Using a Sieve Prior

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 549–570, JULYAN ARBEL, GHISLAINE GAYRAUD and JUDITH ROUSSEAU

    Version of Record online : 22 FEB 2013, DOI: 10.1002/sjos.12002

  15. Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes

    Scandinavian Journal of Statistics

    Volume 36, Issue 4, December 2009, Pages: 800–821, MARIOS SERGIDES and EFSTATHIOS PAPARODITIS

    Version of Record online : 18 SEP 2009, DOI: 10.1111/j.1467-9469.2009.00652.x

  16. Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines

    Scandinavian Journal of Statistics

    Volume 34, Issue 3, September 2007, Pages: 451–477, JIANHUA Z. HUANG, LIANGYUE ZHANG and LAN ZHOU

    Version of Record online : 22 FEB 2007, DOI: 10.1111/j.1467-9469.2006.00550.x

  17. The Double Gaussian Approximation for High Frequency Data

    Scandinavian Journal of Statistics

    Volume 38, Issue 2, June 2011, Pages: 215–236, PER A. MYKLAND and LAN ZHANG

    Version of Record online : 10 MAY 2011, DOI: 10.1111/j.1467-9469.2011.00742.x

  18. Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data

    Scandinavian Journal of Statistics

    Volume 38, Issue 1, March 2011, Pages: 23–45, MARKUS BIBINGER

    Version of Record online : 30 SEP 2010, DOI: 10.1111/j.1467-9469.2010.00712.x

  19. A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 444–460, LORENZO TRIPPA and STEFANO FAVARO

    Version of Record online : 28 SEP 2011, DOI: 10.1111/j.1467-9469.2011.00749.x

  20. Two kinds of explicit preference information oriented capacity identification methods in the context of multicriteria decision analysis

    International Transactions in Operational Research

    Jian-Zhang Wu, Endre Pap and Aniko Szakal

    Version of Record online : 1 NOV 2017, DOI: 10.1111/itor.12472