[图书][B] Weak convergence

AW Van Der Vaart, JA Wellner, AW van der Vaart… - 1996 - Springer
Weak Convergence Page 1 1.3 Weak Convergence In this section IDl and IE are metric spaces
with metrics d and e, respectively. The set of all continuous, bounded functions f: IDl 1--+ IR is …

[图书][B] Weak convergence and empirical processes: with applications to statistics

J Wellner - 2013 - books.google.com
This book tries to do three things. The first goal is to give an exposition of certain modes of
stochastic convergence, in particular convergence in distribution. The classical theory of this …

A statistic for testing the null hypothesis of elliptical symmetry

A Manzotti, FJ Pérez, AJ Quiroz - Journal of multivariate analysis, 2002 - Elsevier
We present and study a procedure for testing the null hypothesis of multivariate elliptical
symmetry. The procedure is based on the averages of some spherical harmonics over the …

Box–Cox elliptical distributions with application

RA Morán-Vásquez, SLP Ferrari - Metrika, 2019 - Springer
We propose and study the class of Box–Cox elliptical distributions. It provides alternative
distributions for modeling multivariate positive, marginally skewed and possibly heavy-tailed …

[PDF][PDF] Automatic Time Series Forecasting with Ata Method in R: ATAforecasting Package.

AS Taylan, G Yapar, HT Selamlar - R Journal, 2021 - rjournal.github.io
Ata method is a new univariate time series forecasting method that provides innovative
solutions to issues faced during the initialization and optimization stages of existing …

Improving dimension reduction via contour-projection

H Wang, L Ni, CL Tsai - Statistica Sinica, 2008 - JSTOR
Most sufficient dimension reduction methods hinge on the existence of finite moments of the
predictor vector, a characteristic which is not necessarily warranted for every elliptically …

Transformation models in high-dimensions

S Klaassen, J Kueck, M Spindler - arXiv preprint arXiv:1712.07364, 2017 - arxiv.org
Transformation models are a very important tool for applied statisticians and
econometricians. In many applications, the dependent variable is transformed so that …

Tests for validity of the semiparametric heteroskedastic transformation model

M Hušková, SG Meintanis, C Pretorius - Computational Statistics & Data …, 2020 - Elsevier
There exist a number of tests for assessing the nonparametric heteroskedastic location-
scale assumption. The goodness-of-fit tests considered are for the more general hypothesis …

Estimation of quadratic functionals of a density

HV Martinez, MM Olivares - Statistics & probability letters, 1999 - Elsevier
Estimation of quadratic functionals of a density - ScienceDirect Skip to main contentSkip to
article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full issue …

Response transformations in repeated measures and growth curve models

RJ Boik, C Todd, SK Hyde - Communications in Statistics-Theory …, 2000 - Taylor & Francis
This article describes estimation and inference procedures for the parameters of the Box-
Cox and foided-power transformations in repeated measures and growth curve models …