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Bootstrap confidence intervals: A comparative simulation study
Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. …
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Eigenvalues approximation of integral covariance operators with applications to weighted $L^2$ statistics
Finding the eigenvalues connected to the covariance operator of a centred Hilbert-space valued Gaussian process is genuinely considered …
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fsemipar: An R package for SoF semiparametric regression
Functional data analysis has become a tool of interest in applied areas such as economics, medicine, and chemistry. Among the …
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A general maximal projection approach to uniformity testing on the hypersphere
We propose a novel approach to uniformity testing on the $d$-dimensional unit hypersphere $\mathcal{S}^{d−1}$ based on maximal …
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Independent additive weighted bias distributions and associated goodness-of-fit tests
We use a Stein identity to define a new class of parametric distributions which we call “independent additive weighted bias …
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Is the Gompertz family a good fit to your data?
That data follow a Gompertz distribution is a widely used assumption in diverse fields of applied sciences, e.g., in biology or when …
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Stein's method of moments
Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we …
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Higher order differential analysis with vectorized derivatives
Higher order derivatives of functions are structured high dimensional objects which lend themselves to many alternative …
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