Quasi-independence is a common assumption for analyzing truncated data. To verify this condition, we consider a class of weighted log-rank type statistics that include existing te...
For estimating parameters in an unstable AR(2) model, the paper proposes a sequential least squares estimate with a special stopping time defined by the trace of the observed Fis...
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...
In this work we provide a new methodology for comparing regression functions m1 and m2 from two samples. Since apart from smoothness no other (parametric) assumptions are required...
We characterize the angular polyspectra, of arbitrary order, associated with isotropic fields defined on the sphere S2 = (x, y, z) : x2 + y2 + z2 = 1 . Our techniques rely heavi...
We present a new parametric model for the angular measure of a multivariate extreme value distribution. Unlike many parametric models that are limited to the bivariate case, the ...