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Index
Cover
Front Matter
Portfolio Optimisation via Graphical Least Squares Estimation
Change of Measure Applications in Nonparametric Statistics
Choosing Between Weekly and Monthly Volatility Drivers Within a Double Asymmetric GARCH-MIDAS Model
Goodness-of-fit Test for the Baseline Hazard Rate
Permutation Tests for Multivariate Stratified Data: Synchronized or Unsynchronized Permutations?
An Extension of the DgLARS Method to High-Dimensional Relative Risk Regression Models
A Kernel Goodness-of-fit Test for Maximum Likelihood Density Estimates of Normal Mixtures
Robust Estimation of Sparse Signal with Unknown Sparsity Cluster Value
Test for Sign Effect in Intertemporal Choice Experiments: A Nonparametric Solution
Nonparametric First-Order Analysis of Spatial and Spatio-Temporal Point Processes
Bayesian Nonparametric Prediction with Multi-sample Data
Algorithm for Automatic Description of Historical Series of Forecast Error in Electrical Power Grid
Linear Wavelet Estimation in Regression with Additive and Multiplicative Noise
Speeding up Algebraic-Based Sampling via Permutations
Obstacle Problems for Nonlocal Operators: A Brief Overview
Low and High Resonance Components Restoration in Multichannel Data
Kernel Circular Deconvolution Density Estimation
Asymptotic for Relative Frequency When Population Is Driven by Arbitrary Unknown Evolution
Semantic Keywords Clustering to Optimize Text Ads Campaigns
A Note on Robust Estimation of the Extremal Index
Multivariate Permutation Tests for Ordered Categorical Data
Smooth Nonparametric Survival Analysis
Density Estimation Using Multiscale Local Polynomial Transforms
On Sensitivity of Metalearning: An Illustrative Study for Robust Regression
Function-Parametric Empirical Processes, Projections and Unitary Operators
Rank-Based Analysis of Multivariate Data in Factorial Designs and Its Implementation in R
Tests for Independence Involving Spherical Data
Interval-Wise Testing of Functional Data Defined on Two-dimensional Domains
Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas
Semiparametric Weighting Estimations of a Zero-Inflated Poisson Regression with Missing in Covariates
The Discrepancy Method for Extremal Index Estimation
Correction for Optimisation Bias in Structured Sparse High-Dimensional Variable Selection
United Statistical Algorithms and Data Science: An Introduction to the Principles
The Halfspace Depth Characterization Problem
A Component Multiplicative Error Model for Realized Volatility Measures
Asymptotically Distribution-Free Goodness-of-Fit Tests for Testing Independence in Contingency Tables of Large Dimensions
Incorporating Model Uncertainty in the Construction of Bootstrap Prediction Intervals for Functional Time Series
Measuring and Estimating Overlap of Distributions: A Comparison of Approaches from Various Disciplines
Bootstrap Confidence Intervals for Sequences of Missing Values in Multivariate Time Series
On Parametric Estimation of Distribution Tails
An Empirical Comparison of Global and Local Functional Depths
AutoSpec: Detecting Exiguous Frequency Changes in Time Series
Bayesian Quantile Regression in Differential Equation Models
Predicting Plant Threat Based on Herbarium Data: Application to French Data
Monte Carlo Permutation Tests for Assessing Spatial Dependence at Different Scales
Introduction to Independent Counterfactuals
The Potential for Nonparametric Joint Latent Class Modeling of Longitudinal and Time-to-Event Data
To Rank or to Permute When Comparing an Ordinal Outcome Between Two Groups While Adjusting for a Covariate?
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