The classical lasso estimation for sparse, high-dimensional regression models is typically biased and lacks the oracle properties. The desparsified ve......
In this paper, we consider the estimation problem for high quantiles of a heavy-tailed distribution from block data when only a few largest values are......
In this paper, we investigate the number of failed components in a coherent system with possibly dependent and not necessarily identically distributed......
We consider the selection of prediction models for Markovian time series. For this purpose, we study the theoretical properties of the hold-out method......
Marginalizing the importance of characterizing tail events can lead to catastrophic repercussions. Look no further than examples from meteorology and ......
In this paper, we define general weighted cumulative residual extropy (GWCRJ) and general weighted negative cumulative extropy (GWNCJ). We obtain simp......
We, in this paper, focus on the inference of conditional quantile difference (CQD) for left-truncated and right-censored model. Based on local conditi......
We aim at estimating in a non-parametric way the density pi of the stationary distribution of a d-dimensional stochastic differen-tial equation (X-t)(......
A new double sampling-based precedence and weighted precedence tests are introduced and analysed. The joint distributions of two precedence and weight......
Online averaged stochastic gradient algorithms are more and more studied since (i) they can deal quickly with large sample taking values in high-dimen......
A key assumption for the application of methods concerning censored data is that the random nature of the censoring mechanism should be ignorable when......
The Mann-Kendall test for trend has gained a lot of attention in a range of disciplines, especially in the environmental sciences. One of the drawback......
The paper focuses on the automatic selection of the grouped explanatory variables in a high-dimensional model, when the model blue error is asymmetric......
In many areas such as agriculture, forestry, and medicine the interference models arise when the response of a treatment is affected by the other trea......
The solution of the Montmort's matching problem can be seen as the probability mass function of the number of matches in an experiment for assessing t......
