Article-Journal

On a new test of fit to the beta distribution
We propose a new $L^2$-type goodness-of-fit test for the family of beta distributions based on a conditional moment characterization. …
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On combining the zero bias transform and the empirical characteristic function to test normality
We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of …
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On optimal tests for circular reflective symmetry about an unknown central direction
Symmetry is one of the most fundamental of dividing hypotheses, its rejection, or not, heavily influencing subsequent modeling …
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Preliminary test estimation in uniformly locally asymptotically normal models
Preliminary test estimation is a methodology that combines goodness-of-fit testing and estimation. It is a classical procedure when it …
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Probability of default estimation in credit risk using a nonparametric approach
In this paper, four nonparametric estimators of the probability of default in credit risk are proposed and compared. They are derived …
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Recent advances in directional statistics
Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts …
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Rejoinder on: Recent advances in directional statistics
We are most grateful to the five discussants for their enthusiastic response to our review, insightful comments on various aspects of …
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Sequential detection of parameter changes in dynamic conditional correlation models
A multivariate monitoring procedure is presented to detect changes in the parameter vector of the dynamic conditional correlation …
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Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
This paper aims to front with dimensionality reduction in regression setting when the predictors are a mixture of functional variable …
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Testing for more positive expectation dependence with application to model comparison
Modern data science tools are effective to produce predictions that strongly correlate with responses. Model comparison can therefore …
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