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There are 38121 results for: content related to: Testing Semiparametric Hypotheses in Locally Stationary Processes

  1. Penalized Projection Estimator for Volatility Density

    Scandinavian Journal of Statistics

    Volume 33, Issue 4, December 2006, Pages: 875–893, F. COMTE and V. GENON-CATALOT

    Version of Record online : 11 JUL 2006, DOI: 10.1111/j.1467-9469.2006.00519.x

  2. On Projection-type Estimators of Multivariate Isotonic Functions

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 363–386, ABDELAATI DAOUIA and BYEONG U. PARK

    Version of Record online : 29 NOV 2012, DOI: 10.1111/j.1467-9469.2012.00815.x

  3. Non-parametric Regression for Circular Responses

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 238–255, MARCO DI MARZIO, AGNESE PANZERA and CHARLES C. TAYLOR

    Version of Record online : 3 SEP 2012, DOI: 10.1111/j.1467-9469.2012.00809.x

  4. Posterior Analysis for Normalized Random Measures with Independent Increments

    Scandinavian Journal of Statistics

    Volume 36, Issue 1, March 2009, Pages: 76–97, LANCELOT F. JAMES, ANTONIO LIJOI and IGOR PRÜNSTER

    Version of Record online : 24 JUL 2008, DOI: 10.1111/j.1467-9469.2008.00609.x

  5. 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

  6. Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 322–343, MAUD DELATTRE, VALENTINE GENON-CATALOT and ADELINE SAMSON

    Version of Record online : 7 DEC 2012, DOI: 10.1111/j.1467-9469.2012.00813.x

  7. 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

  8. An Adaptive Two-stage Estimation Method for Additive Models

    Scandinavian Journal of Statistics

    Volume 36, Issue 2, June 2009, Pages: 248–269, LU LIN, XIA CUI and LIXING ZHU

    Version of Record online : 24 FEB 2009, DOI: 10.1111/j.1467-9469.2008.00629.x

  9. 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

  10. Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data

    Scandinavian Journal of Statistics

    Volume 38, Issue 4, December 2011, Pages: 666–690, FLORYT VAN WESEL, HERBERT HOIJTINK and IRENE KLUGKIST

    Version of Record online : 22 DEC 2010, DOI: 10.1111/j.1467-9469.2010.00719.x

  11. Goodness-of-Fit Test for Monotone Functions

    Scandinavian Journal of Statistics

    Volume 37, Issue 3, September 2010, Pages: 422–441, CÉCILE DUROT and LAURENCE REBOUL

    Version of Record online : 23 APR 2010, DOI: 10.1111/j.1467-9469.2010.00688.x

  12. How Many Iterations are Sufficient for Efficient Semiparametric Estimation?

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 592–618, GUANG CHENG

    Version of Record online : 3 APR 2013, DOI: 10.1002/sjos.12005

  13. Parametric Estimation Procedures in Multivariate Generalized Pareto Models

    Scandinavian Journal of Statistics

    Volume 36, Issue 1, March 2009, Pages: 60–75, RENÉ MICHEL

    Version of Record online : 6 OCT 2008, DOI: 10.1111/j.1467-9469.2008.00619.x

  14. 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

  15. Smooth Residual Bootstrap for Empirical Processes of Non-parametric Regression Residuals

    Scandinavian Journal of Statistics

    Volume 36, Issue 2, June 2009, Pages: 204–228, NATALIE NEUMEYER

    Version of Record online : 24 FEB 2009, DOI: 10.1111/j.1467-9469.2008.00628.x

  16. Inference for Box–Cox Transformed Threshold GARCH Models with Nuisance Parameters

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 568–589, SANGYEOL LEE and TAEWOOK LEE

    Version of Record online : 20 JUN 2012, DOI: 10.1111/j.1467-9469.2012.00805.x

  17. Joint Estimation of Intersecting Context Tree Models

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 344–362, ANTONIO GALVES, AURÉLIEN GARIVIER and ELISABETH GASSIAT

    Version of Record online : 7 DEC 2012, DOI: 10.1111/j.1467-9469.2012.00814.x

  18. Change-Point Tests for the Error Distribution in Non-parametric Regression

    Scandinavian Journal of Statistics

    Volume 36, Issue 3, September 2009, Pages: 518–541, NATALIE NEUMEYER and INGRID VAN KEILEGOM

    Version of Record online : 16 JUL 2009, DOI: 10.1111/j.1467-9469.2009.00639.x

  19. On the Estimation of Integrated Covariance Functions of Stationary Random Fields

    Scandinavian Journal of Statistics

    Volume 37, Issue 1, March 2010, Pages: 47–66, URSA PANTLE, VOLKER SCHMIDT and EVGENY SPODAREV

    Version of Record online : 19 NOV 2009, DOI: 10.1111/j.1467-9469.2009.00663.x

  20. On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory

    Scandinavian Journal of Statistics

    Volume 38, Issue 2, June 2011, Pages: 311–331, TARAS BODNAR and YAREMA OKHRIN

    Version of Record online : 10 MAY 2011, DOI: 10.1111/j.1467-9469.2011.00729.x