Max-type rank tests in the two-sample problem
Mean square error for histograms when estimating Radon-Nikodym derivatives.
Mean square error of the estimator of the conditional hazard function
This paper deals with a scalar response conditioned by a functional random variable. The main goal is to estimate the conditional hazard function. An asymptotic formula for the mean square error of this estimator is calculated considering as usual the bias and variance.
Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies
Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies
We observe an infinitely dimensional Gaussian random vector x = ξ + v where ξ is a sequence of standard Gaussian variables and v ∈ l2 is an unknown mean. We consider the hypothesis testing problem H0 : v = 0versus alternatives for the sets . The sets Vε are lq-ellipsoids of semi-axes ai = i-s R/ε with lp-ellipsoid of semi-axes bi = i-r pε/ε removed or similar Besov bodies Bq,t;s (R/ε) with Besov bodies Bp,h;r (pε/ε) removed. Here or are the parameters which define the sets Vε for given radii...
Minimum Distance Estimation of the Center of Symmetry with Randomly Censored Data.
min-wise independent linear permutations.
Model and variable selection procedures for semiparametric time series regression.
Modelos GARCH e TARCH - estacionaridade forte, estacionaridade fraca, ergodicidade e comportamento limite do agregado temporal