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Model-implied simulation-based power estimation for correctly specified and distributionally misspecified models: Applications to nonlinear and linear structural equation models.
- Published in:
- Behavior Research Methods, 2024, v. 56, n. 8, p. 8955, doi. 10.3758/s13428-024-02507-z
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Volatility of Volatility Estimation: Central Limit Theorems for the Fourier Transform Estimator and Empirical Study of the Daily Time Series Stylized Facts*.
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- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 252, doi. 10.1093/jjfinec/nbac035
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A Consistent and Robust Test for Autocorrelated Jump Occurrences*.
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- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 157, doi. 10.1093/jjfinec/nbac031
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Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*.
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- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 1, doi. 10.1093/jjfinec/nbac026
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Arbitrage Pricing with Heterogeneous Spatial Effects and Heteroscedastic Disturbances.
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- Journal of Financial Econometrics, 2023, v. 21, n. 4, p. 1169, doi. 10.1093/jjfinec/nbab032
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Empirical Asset Pricing with Functional Factors.
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- Journal of Financial Econometrics, 2023, v. 21, n. 4, p. 1258, doi. 10.1093/jjfinec/nbac003
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Estimation of Distortion Risk Measures.
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- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 213, doi. 10.1093/jjfinec/nbt005
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- Article
Regression Analysis for Outcome-Dependent Sampling Design under the Covariate-Adjusted Additive Hazards Model.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/2790123
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- Article
Regression Analysis for Outcome-Dependent Sampling Design under the Covariate-Adjusted Additive Hazards Model.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/2790123
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- Article
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics.
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- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 2, p. 185, doi. 10.1007/s10463-023-00879-1
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Regression analysis for exponential family data in a finite population setup using two-stage cluster sample.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 3, p. 425, doi. 10.1007/s10463-022-00850-6
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- Article
Asymptotic theory in network models with covariates and a growing number of node parameters.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 2, p. 369, doi. 10.1007/s10463-022-00848-0
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Inference using an exact distribution of test statistic for random-effects meta-analysis.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 2, p. 281, doi. 10.1007/s10463-022-00844-4
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- Article
Flexible asymmetric multivariate distributions based on two-piece univariate distributions.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 1, p. 159, doi. 10.1007/s10463-022-00842-6
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- Article
A blockwise network autoregressive model with application for fraud detection.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 6, p. 1043, doi. 10.1007/s10463-022-00822-w
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Multi-round smoothed composite quantile regression for distributed data.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 5, p. 869, doi. 10.1007/s10463-021-00816-0
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Semiparametric inference on general functionals of two semicontinuous populations.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 3, p. 451, doi. 10.1007/s10463-021-00804-4
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Whittle estimation for continuous-time stationary state space models with finite second moments.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 2, p. 233, doi. 10.1007/s10463-021-00802-6
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- Article
Efficient likelihood-based inference for the generalized Pareto distribution.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 6, p. 1153, doi. 10.1007/s10463-020-00782-z
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Hypothesis tests for high-dimensional covariance structures.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 599, doi. 10.1007/s10463-020-00760-5
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Global jump filters and quasi-likelihood analysis for volatility.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 555, doi. 10.1007/s10463-020-00768-x
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On the proportional hazards model with last observation carried forward covariates.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 1, p. 115, doi. 10.1007/s10463-019-00739-x
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The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 6, p. 1479, doi. 10.1007/s10463-019-00733-3
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Flexible bivariate Poisson integer-valued GARCH model.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 6, p. 1449, doi. 10.1007/s10463-019-00732-4
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On the limiting distribution of sample central moments.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 399, doi. 10.1007/s10463-018-0695-4
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Estimation of extreme conditional quantiles under a general tail-first-order condition.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 4, p. 915, doi. 10.1007/s10463-019-00713-7
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Error density estimation in high-dimensional sparse linear model.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 427, doi. 10.1007/s10463-018-0699-0
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Asymptotic theory of the adaptive Sparse Group Lasso.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 297, doi. 10.1007/s10463-018-0692-7
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- Article
Sequential fixed accuracy estimation for nonstationary autoregressive processes.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 235, doi. 10.1007/s10463-018-0689-2
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Spline estimator for ultra-high dimensional partially linear varying coefficient models.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 657, doi. 10.1007/s10463-018-0654-0
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Dimension reduction for kernel-assisted M-estimators with missing response at random.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 889, doi. 10.1007/s10463-018-0664-y
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Weighted allocations, their concomitant-based estimators, and asymptotics.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 811, doi. 10.1007/s10463-018-0660-2
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M-based simultaneous inference for the mean function of functional data.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 577, doi. 10.1007/s10463-018-0656-y
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Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 473, doi. 10.1007/s10463-018-0655-z
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Weighted estimating equations for additive hazards models with missing covariates.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 2, p. 365, doi. 10.1007/s10463-018-0648-y
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A robust adaptive-to-model enhancement test for parametric single-index models.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1013, doi. 10.1007/s10463-017-0626-9
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Asymptotic results for jump probabilities associated to the multiple scan statistic.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 951, doi. 10.1007/s10463-017-0621-1
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A generalized partially linear framework for variance functions.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1147, doi. 10.1007/s10463-017-0619-8
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General rank-based estimation for regression single index models.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1115, doi. 10.1007/s10463-017-0618-9
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Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1049, doi. 10.1007/s10463-017-0620-2
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Flexible sliced designs for computer experiments.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 3, p. 631, doi. 10.1007/s10463-017-0603-3
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Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 3, p. 553, doi. 10.1007/s10463-017-0599-8
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Efficient estimation of quasi-likelihood models using B-splines.
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- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 5, p. 1099, doi. 10.1007/s10463-016-0575-8
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- Article
Median-based estimation of the intensity of a spatial point process.
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- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 2, p. 303, doi. 10.1007/s10463-015-0536-7
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- Article
Testing for additivity in nonparametric quantile regression.
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- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 3, p. 437, doi. 10.1007/s10463-014-0461-1
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A normal hierarchical model and minimum contrast estimation for random intervals.
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- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 2, p. 313, doi. 10.1007/s10463-014-0453-1
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Intrinsic means on the circle: uniqueness, locus and asymptotics.
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- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 1, p. 177, doi. 10.1007/s10463-013-0444-7
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Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 121, doi. 10.1007/s10463-013-0407-z
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Local consistency of Markov chain Monte Carlo methods.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 63, doi. 10.1007/s10463-013-0403-3
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Calibration of the empirical likelihood for high-dimensional data.
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- Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 3, p. 529, doi. 10.1007/s10463-012-0384-7
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