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4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019

Author

Listed:
  • Natalie Neumeyer
  • Miguel A. Delgado
  • Lajos Horváth
  • Simos Meintanis
  • Emanuele Taufer
  • Lixing Zhu

Abstract

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Suggested Citation

  • Natalie Neumeyer & Miguel A. Delgado & Lajos Horváth & Simos Meintanis & Emanuele Taufer & Lixing Zhu, 2021. "4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 371-374, June.
    • Handle: RePEc:bla:scjsta:v:48:y:2021:i:2:p:371-374
    DOI: 10.1111/sjos.12537
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    References listed on IDEAS

    as
    1. Mercedes Conde‐Amboage & Ingrid Van Keilegom & Wenceslao González‐Manteiga, 2021. "A new lack‐of‐fit test for quantile regression with censored data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 655-688, June.
    2. Jan Beran & Klaus Telkmann, 2021. "On inference for modes under long memory," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 429-455, June.
    3. Lajos Horváth & Curtis Miller & Gregory Rice, 2021. "Detecting early or late changes in linear models with heteroscedastic errors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 577-609, June.
    4. Eduardo García‐Portugués & Javier Álvarez‐Liébana & Gonzalo Álvarez‐Pérez & Wenceslao González‐Manteiga, 2021. "A goodness‐of‐fit test for the functional linear model with functional response," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 502-528, June.
    5. Maria Mohr & Natalie Neumeyer, 2021. "Nonparametric volatility change detection," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 529-548, June.
    6. Norbert Henze & María Dolores Jiménez‐Gamero, 2021. "A test for Gaussianity in Hilbert spaces via the empirical characteristic functional," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 406-428, June.
    7. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
    8. Monika Bours & Ansgar Steland, 2021. "Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 610-654, June.
    9. Ping‐Shou Zhong & Jun Li & Piotr Kokoszka, 2021. "Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 375-405, June.
    10. Xuehu Zhu & Jun Lu & Jun Zhang & Lixing Zhu, 2021. "Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 549-576, June.
    11. Sreenivasa Rao Jammalamadaka & Emanuele Taufer & György H. Terdik, 2021. "Asymptotic theory for statistics based on cumulant vectors with applications," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 708-728, June.
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