A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
The statistical perspective on boosting algorithms focuses on optimization, drawing parallels with maximum likelihood estimation for logistic regression. In this paper we present ...
Nonparametric neighborhood methods for learning entail estimation of class conditional probabilities based on relative frequencies of samples that are "near-neighbors" of...
We develop a nonlinear minimax estimator for the classical linear regression model assuming that the true parameter vector lies in an intersection of ellipsoids. We seek an estimat...
An adjusted least squares estimator is derived that yields a consistent estimate of the parameters of an implicit quadratic measurement error model. In addition, a consistent esti...
Alexander Kukush, Ivan Markovsky, Sabine Van Huffe...