Semiparametric regression estimation using noisy nonlinear non invertible functions of the observations

Semiparametrically efficient inference based on signed ranks in symmetric independent component models

Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity

Separable regularization penalties and structured sparsity

Separation Theorem for Independent Subspace Analysis with Sufficient Conditions

Separation Theorem for K-Independent Subspace Analysis with Sufficient Conditions

Sequential adaptive estimators in nonparametric autoregressive models

Sequential Analysis in High Dimensional Multiple Testing and Sparse Recovery

Sequential change detection revisited

Sequential change-point detection when unknown parameters are present in the pre-change distribution

Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction

Sequential Implementation of Monte Carlo Tests with Uniformly Bounded Resampling Risk

Sequential importance sampling for multiway tables

Sequential monitoring of response-adaptive randomized clinical trials

Sequential Monte Carlo on large binary sampling spaces

Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models

Sequential multiple hypothesis testing in presence of control variables

Sequential nonparametrics and semiparametrics: Theory, implementation and applications to clinical trials

Sequential search based on kriging: convergence analysis of some algorithms

Sequential tests and estimates after overrunning based on $p$-value combination