A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
A new multiple testing method in the dependent case
A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature
A new selection method for high-dimensionial instrumental setting: application to the Growth Rate convergence hypothesis
A new statistical procedure for testing the presence of a significative correlation in the residuals of stable autoregressive processes
A new test procedure of independence in copula models via chi-square-divergence
A new transform for solving the noisy complex exponentials approximation problem
A Newton-Like Algorithm for Likelihood Maximization: The Robust-Variance Scoring Algorithm
A non-linear Renewal Theorem with stationary and slowly changing perturbations
A nonmanipulable test
A nonparametric approach to the estimation of lengths and surface areas
A nonstandard uniform functional limit law for the increments of the multivariate empirical distribution function
A note about zonal polynomials
A note on a Marčenko-Pastur type theorem for time series
A note on a maximal Bernstein inequality
A Note on Bootstrap Moment Consistency for Semiparametric M-Estimation
A note on comparison of scientific impact expressed by the number of citations in different fields of science
A note on exact likelihoods of the Carr-Wu models for leverage effects and volatility in financial economics
A note on gaussian distributions in R^n
A note on insufficiency and the preservation of Fisher information