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, ...
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...
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:...
Likelihood-based marginal regression modelling for repeated, or otherwise clustered, categorical responses is computationally demanding. This is because the number of measures nee...
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...