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Central limit theorem

A self-normalization and support vector regression based approach for detecting structural change points in time series

Nini Xie

A simple and efficient attack on the Merkle-Hellman knapsack cryptosystem

Jingguo Bi, Lei Su, Haipeng Peng, Lin Wang

Application of fused graphical lasso to statistical inference for multiple sparse precision matrices

Qiuyan Zhang, Lingrui Li, Hu Yang

Quantile regression for static panel data models with time-invariant regressors

Li Tao, Lingnan Tai, Maozai Tian

Sample size determination with a pilot study

Ben O’Neill

Minimum distance quantile regression for spatial autoregressive panel data models with fixed effects

Xiaowen Dai, Libin Jin

Quantile estimation of semiparametric model with time-varying coefficients for panel count data

Yijun Wang, Weiwei Wang

The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives

Yunyu Zhang

A new test of multivariate nonlinear causality

Zhidong Bai, Yongchang Hui, [ ... ], Shurong Zheng

Statistical Efficiency in Distance Sampling

Robert Graham Clark

Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem

Krzysztof Burnecki, Agnieszka Wylomanska, Aleksei Chechkin

Generalised Sandpile Dynamics on Artificial and Real-World Directed Networks

Nicky Zachariou, Paul Expert, Misako Takayasu, Kim Christensen

Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data

Maria Elvira Mancino, Maria Cristina Recchioni

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