Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information

JOURNAL ARTICLE published November 2013 in Statistical Methodology

Authors: Xiaofeng Lv | Rui Li

The Supremum of Chi-Square Processes

JOURNAL ARTICLE published September 2014 in Methodology and Computing in Applied Probability

Authors: Charles-Elie Rabier | Alan Genz

Computation of the Distribution of the Maximum of Stationary Gaussian Processes

JOURNAL ARTICLE published December 2013 in Methodology and Computing in Applied Probability

Authors: Jean-Marc Azaïs | Alan Genz

Approximate Simulation of Hawkes Processes

JOURNAL ARTICLE published March 2006 in Methodology and Computing in Applied Probability

Authors: Jesper Møller | Jakob G. Rasmussen

Asymptotic Distributions of Empirical Interaction Information

JOURNAL ARTICLE published March 2021 in Methodology and Computing in Applied Probability

Authors: Mariusz Kubkowski | Jan Mielniczuk

Passage Times in Fluid Models with Application to Risk Processes

JOURNAL ARTICLE published December 2006 in Methodology and Computing in Applied Probability

Authors: V. Ramaswami

IPA Derivatives for Make-to-Stock Production-Inventory Systems with Backorders

JOURNAL ARTICLE published June 2006 in Methodology and Computing in Applied Probability

Authors: Yao Zhao | Benjamin Melamed

Option Pricing Under Jump-Diffusion Processes with Regime Switching

JOURNAL ARTICLE published September 2016 in Methodology and Computing in Applied Probability

Authors: Nikita Ratanov

The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Authors: Nour-Eddine Berrahou | Salim Bouzebda | Lahcen Douge

Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters

JOURNAL ARTICLE published March 2016 in Methodology and Computing in Applied Probability

Authors: Mathieu Balesdent | Jérôme Morio | Loïc Brevault

Smoothness Properties and Gradient Analysis Under Spatial Dirichlet Process Models

JOURNAL ARTICLE published June 2006 in Methodology and Computing in Applied Probability

Authors: Michele Guindani | Alan E. Gelfand

Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications

JOURNAL ARTICLE published March 2013 in Methodology and Computing in Applied Probability

Authors: Zhengyan Lin | Xinmei Shen

Empirical Mark Covariance and Product Density Function of Stationary Marked Point Processes—A Survey on Asymptotic Results

JOURNAL ARTICLE published June 2014 in Methodology and Computing in Applied Probability

Authors: Lothar Heinrich | Stella Klein | Martin Moser

General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters

JOURNAL ARTICLE published December 2022 in Methodology and Computing in Applied Probability

Authors: Salim Bouzebda | Issam Elhattab | Anouar Abdeldjaoued Ferfache

Market Viability and Martingale Measures under Partial Information

JOURNAL ARTICLE published March 2015 in Methodology and Computing in Applied Probability

Authors: Claudio Fontana | Bernt Øksendal | Agnès Sulem

Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications

JOURNAL ARTICLE published September 2013 in Methodology and Computing in Applied Probability

Authors: Chengguo Weng | Yi Zhang | Ken Seng Tan

Weak Convergence of Marked Empirical Processes for Focused Inference on AR(p) vs AR(p + 1) Stationary Time Series

JOURNAL ARTICLE published September 2012 in Methodology and Computing in Applied Probability

Authors: Alejandra Cabaña | Enrique M. Cabaña | Marco Scavino

Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback

JOURNAL ARTICLE published June 2022 in Methodology and Computing in Applied Probability

Authors: Prakash Chakraborty | Kiseop Lee

Bootstrap Algorithms for Risk Models with Auxiliary Variable and Complex Samples

JOURNAL ARTICLE published March 2009 in Methodology and Computing in Applied Probability

Authors: Giancarlo Manzi | Fulvia Mecatti

Errata

JOURNAL ARTICLE published March 2006 in Methodology and Computing in Applied Probability

Authors: