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CSDA
2006
84views more  CSDA 2006»
13 years 9 months ago
Extremal financial risk models and portfolio evaluation
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...
Zhengjun Zhang, James Huang
CSDA
2006
62views more  CSDA 2006»
13 years 9 months ago
Nonparametric density estimation and clustering in astronomical sky surveys
We present a nonparametric method for galaxy clustering in astronomical sky surveys. We show that the cosmological definition of clusters of galaxies is equivalent to density cont...
Woncheol Jang
CSDA
2006
122views more  CSDA 2006»
13 years 9 months ago
The fuzzy approach to statistical analysis
For the last decades, research studies have been developed in which a coalition of Fuzzy Sets Theory and Statistics has been established with different purposes. These namely are:...
Renato Coppi, María Angeles Gil, Henk A. L....
CSDA
2006
98views more  CSDA 2006»
13 years 9 months ago
Fast estimation algorithm for likelihood-based analysis of repeated categorical responses
Likelihood-based marginal regression modelling for repeated, or otherwise clustered, categorical responses is computationally demanding. This is because the number of measures nee...
Jukka Jokinen
CSDA
2006
102views more  CSDA 2006»
13 years 9 months ago
An improved Akaike information criterion for state-space model selection
Following the work of Hurvich, Shumway, and Tsai (1990), we propose an "improved" variant of the Akaike information criterion, AICi, for state-space model selection. The...
Thomas Bengtsson, Joseph E. Cavanaugh