A New Characterization of Elfving's Method for High Dimensional Computation
A new class of generalized Bayes minimax ridge regression estimators
A new concentration result for regularized risk minimizers
A new correlation coefficient, its orthogonal decomposition and associated tests of independence
A new criterion based on Kullback-Leibler information for space filling designs
A New Framework of Multistage Estimation
A New Framework of Multistage Hypothesis Tests
A New Generalization of Chebyshev Inequality for Random Vectors
A new method for fast computing unbiased estimators of cumulants
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