It is of fundamental interest in statistics to test the significance of a set of covariates. For example, in genomewide association studies, a joint null hypothesis of no genetic effect is tested for ...

Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...

Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order ...

An important part of the marginal maximum likelihood method described previously is the computation of the integral over the random effects. The default method in PROC NLMIXED for computing this ...

This paper describes a new numerical method, based on Stein’s method and zero bias transformation, of computing collateralized debt obligation (CDO) tranche prices. We propose first-order correction ...