Introduces quantile-based effectiveness persistence function as tail mean divided by quantile, shows equivalence to first L-moment of scaled tail, and develops nonparametric estimator with bootstrap equivalence test for biosimilar evaluation.
The Annals of Statistics , year =
2 Pith papers cite this work. Polarity classification is still indexing.
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A new test statistic and bootstrap for independence testing of high-dimensional nonstationary time series that avoids whitening by removing temporal dependence bias under the null.
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Quantile-Based Effectiveness Persistence Function: A Tail-Focused Metric with Theory, Estimation, and Application to Biosimilar Evaluation
Introduces quantile-based effectiveness persistence function as tail mean divided by quantile, shows equivalence to first L-moment of scaled tail, and develops nonparametric estimator with bootstrap equivalence test for biosimilar evaluation.
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Tests for Independence of High-Dimensional Nonstationary Time Series
A new test statistic and bootstrap for independence testing of high-dimensional nonstationary time series that avoids whitening by removing temporal dependence bias under the null.