most citedOn the Distribution of Extrema for a Class of Lévy Processes

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stat.AP2017

A Weighted Model Confidence Set: Applications to Local and Mixture Model Confidence Sets

Amir T. Payandeh Najafabadi, Ghobad Barmalzan, Shahla Aghaei

This article provides a weighted model confidence set, whenever underling model has been misspecified and some part of support of random variable conveys some important informa…