This work proposes to generalize the method of cokriging when data are spatially sampled curves. A spatial functional linear model is constructed including spatial dependencies be...
David Nerini, Pascal Monestiez, Claude Manté...
Tail dependence and conditional tail dependence functions describe, respectively, the tail probabilities and conditional tail probabilities of a copula at various relative scales....
Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos
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...