Scandinavian journal of statistics: Theory and applications
Quantile Regression Estimator for GARCH Models.
Sangyeol Lee, Jungsik Noh
págs. 2-20
A Copula-Based Non-parametric Measure of Regression Dependence.
Holger Dette, Karl F. Siburg, Pavel A. Stoimenov
págs. 21-41
Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions.
Reinaldo Boris Arellano-Valle, Javier E. Contreras-Reyes
, Marc G. Gentonpágs. 42-62
Objective Bayesian Analysis of Skew-t Distributions.
Marcia D'Elia Branco, Marc G. Genton, Brunero Liseo
págs. 63-85
Leverage and Influence Diagnostics for Spatial Point Processes.
Adrian Baddeley, Ya-Mei Chang, Yong Song
págs. 86-104
Quality of Fit Measures in the Framework of Quantile Regression.
Hohsuk Noh, Anouar El Ghouch, Ingrid Van Keilegom
págs. 105-118
Decomposition of Variance for Spatial Cox Processes.
Abdollah Jalilian, Yongtao Guan, Rasmus Waagepetersen
págs. 119-137
Testing the Equality of Covariance Operators in Functional Samples.
Stefan Fremdt, Josef G. Steinebach, Lajos Horváth, Piotr Kokoszka
págs. 138-152
Non-Parametric Change-Point Tests for Long-Range Dependent Data.
Herold Dehling, Aeneas Rooch, Murad S. Taqqu
págs. 153-173
Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence.
Yuri Goegebeur, Armelle Guillou
págs. 174-189
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