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MA
2010
Springer
13 years 8 months ago
2010
Springer
For estimating parameters in an unstable AR(2) model, the paper proposes a sequential least squares estimate with a special stopping time defined by the trace of the observed Fis...
MA
2010
Springer
13 years 8 months ago
2010
Springer
The paper reconsiders the autoregressive aided periodogram bootstrap (AAPB) which has been suggested in Kreiß and Paparoditis (2003). Their idea was to combine a time domain param...
MA
2010
Springer
13 years 8 months ago
2010
Springer
We present a new parametric model for the angular measure of a multivariate extreme value distribution. Unlike many parametric models that are limited to the bivariate case, the ...
MA
2010
Springer
13 years 8 months ago
2010
Springer
This paper analyzes a data mining/bump hunting technique known as PRIM (Fisher and Friedman, 1999). PRIM finds regions in high-dimensional input space with large values of a real...
MA
2010
Springer
13 years 8 months ago
2010
Springer
Abstract − We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quanti...