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» Multivariate matrix-exponential distributions
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EOR
2006
76views more  EOR 2006»
13 years 7 months ago
Regional development assessment: A structural equation approach
We propose a multivariate statistical framework for regional development assessment based on structural equation modelling with latent variables and show how such methods can be c...
Dario Cziráky, Joze Sambt, Joze Rovan, Jaks...
IOR
2008
103views more  IOR 2008»
13 years 7 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
APIN
2005
101views more  APIN 2005»
13 years 7 months ago
Pitch-Dependent Identification of Musical Instrument Sounds
This paper describes a musical instrument identification method that takes into consideration the pitch dependency of timbres of musical instruments. The difficulty in musical inst...
Tetsuro Kitahara, Masataka Goto, Hiroshi G. Okuno
CLASSIFICATION
2004
59views more  CLASSIFICATION 2004»
13 years 7 months ago
Oscillation Heuristics for the Two-group Classification Problem
: We propose a new nonparametric family of oscillation heuristics for improving linear classifiers in the two-group discriminant problem. The heuristics are motivated by the intuit...
Ognian Asparouhov, Paul A. Rubin
IJUFKS
2002
78views more  IJUFKS 2002»
13 years 7 months ago
On the Security of Microaggregation with Individual Ranking: Analytical Attacks
Microaggregation is a statistical disclosure control technique. Raw microdata (i.e. individual records) are grouped into small aggregates prior to publication. With fixed-size grou...
Josep Domingo-Ferrer, Josep Maria Mateo-Sanz, Anna...