Article-Journal

Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
We study a novel class of affine invariant and consistent tests for normality in any dimension in an i.i.d.-setting. The tests are …
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The role of cardiac magnetic resonance in evaluation of idiopathic ventricular arrhythmia in children
The aim of the study was to assess the role of cardiovascular magnetic resonance (CMR) in the diagnosis of idiopathic VA in children. …
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Towards a mathematical framework to inform neural network modelling via polynomial regression
Even when neural networks are widely used in a large number of applications, they are still considered as black boxes and present some …
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A goodness-of-fit test for regression models with spatially correlated errors
The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that …
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A robust procedure to build dynamic factor models with cluster structure
Dynamic factor models provide a useful way to model large sets of time series. These data often have heterogeneity and cluster …
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Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
Modeling the volatility of energy commodity returns has become a topic of increased interest in recent years, because of the important …
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Detecting the direction of a signal on high-dimensional spheres: Non-null and Le Cam optimality results
We consider one of the most important problems in directional statistics, namely the problem of testing the null hypothesis that the …
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Discounted optimal stopping of a Brownian bridge, with application to American options under pinning
Mathematically, the execution of an American-style financial derivative is commonly reduced to solving an optimal stopping problem. …
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Estimation of proportions in small areas: application to the labour force using the Swiss Census Structural Survey
The main objectives of this paper are to find efficient but computationally simple estimators for the proportions of people in the …
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Inference for spherical location under high concentration
Motivated by the fact that circular or spherical data are often much concentrated around a location $\boldsymbol{\theta}$, we consider …
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