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CSDA
2006
13 years 10 months ago
2006
Huber's M-estimation technique is applied to a block-angular regression problem, which may arise from some applications. A recursive, modified Newton approach to computing th...
CSDA
2006
13 years 10 months ago
2006
A new method is proposed to estimate the nonlinear functions in an additive regression model. Usually, these functions are estimated by penalized least squares, penalizing the cur...
CSDA
2006
13 years 10 months ago
2006
A signal extraction problem in simulated games is studied. A modelling technique is proposed for deriving beliefs for players in simulated games. Since standard Bayesian games pro...
CSDA
2007
13 years 9 months ago
2007
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
CSDA
2007
13 years 9 months ago
2007
Copulas enable to specify multivariate distributions with given marginals.Various parametric proposals were made in the literature for these quantities, mainly in the bivariate ca...