In this paper, we propose a novel non-parametric clustering method based on non-parametric local shrinking. Each data point is transformed in such a way that it moves a specific ...
A unifying model is presented that implies a categorical and/or dimensional reduction of one or several modes of a multiway data set. The model encompasses a broad range of (exist...
The log-likelihood function of threshold vector error correction models is neither differentiable, nor smooth with respect to some parameters. Therefore, it is very difficult to ...
Abstract. Censored quantile regressions (CQR) are a valuable tool in economics and engineering. The computation of estimators is highly complex and the performance of standard meth...
In a recent paper Sima, Van Huffel and Golub [Regularized total least squares based on quadratic eigenvalue problem solvers. BIT Numerical Mathematics 44, 793 - 812 (2004)] sugges...