711 search results - page 3 / 143 » On multivariate estimation by thresholding |
CORR
2010
Springer
13 years 7 months ago
2010
Springer
Threshold effects in the estimation of parameters of non
CSDA
2010
13 years 7 months ago
2010
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
ESANN
2004
13 years 9 months ago
2004
: Probability distribution mapping function, which maps multivariate data distribution to the function of one variable, is introduced. Distributionmapping exponent (DME) is somethi...
ML
2002
ACM
13 years 7 months ago
2002
ACM
Binningandtruncationofdataarecommonindataanalysisandmachinelearning.Thispaperaddresses the problem of fitting mixture densities to multivariate binned and truncated data. The EM ap...
CSDA
2006
13 years 7 months ago
2006
: Kernel density estimation for multivariate data is an important technique that has a wide range of applications. However, it has received significantly less attention than its un...