Rare trajectories of stochastic systems are important to understand because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to selection rules that favor the rare trajectories of interest. Such...

The Shewhart and the Bonferroni-adjustment S control charts are usually applied to monitor the standard deviation of a quality characteristic. The control limits of these charts are constructed using approximately the normal distribution in case that the standard deviation parameter is known or unknown. In this paper, we establish a new S chart that is based approximately on the normal distribu...

We consider a single-index structure to study heteroscedasticity in regression with high-dimensional predictors. A general class of estimating equations is introduced, the resulting estimators remain consistent even when the structure of the variance function is misspecified. The proposed estimators also possess an adaptive property in an asymptotic sense. That is, they estimate the conditional...