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MA
2010
Springer
131views Communications» more  MA 2010»
13 years 7 months ago
Functional nonparametric estimation of conditional extreme quantiles
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...
Laurent Gardes, Stéphane Girard, Alexandre ...
MA
2010
Springer
172views Communications» more  MA 2010»
13 years 7 months ago
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...
Vivekananda Roy, James P. Hobert
MA
2010
Springer
206views Communications» more  MA 2010»
13 years 7 months ago
Quantization and clustering with Bregman divergences
 This paper deals with the quantization problem of a random variable X taking values in a separable and reexive Banach space, and with the related question of clustering independ...
Aurélie Fischer
MA
2010
Springer
106views Communications» more  MA 2010»
13 years 7 months ago
Meta densities and the shape of their sample clouds
A. A. Balkema, P. Embrechts, N. Nolde
MA
2010
Springer
85views Communications» more  MA 2010»
13 years 7 months ago
K-sample subsampling in general spaces: The case of independent time series
The problem of subsampling in two-sample and K-sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case ...
Dimitris N. Politis, Joseph P. Romano
MA
2010
Springer
143views Communications» more  MA 2010»
13 years 7 months ago
From Archimedean to Liouville copulas
We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Neˇslehov´a (2009)) to const...
Alexander J. McNeil, Johanna Neslehová
MA
2010
Springer
107views Communications» more  MA 2010»
13 years 7 months ago
The multiple hybrid bootstrap - Resampling multivariate linear processes
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...
Carsten Jentsch, Jens-Peter Kreiss
MA
2010
Springer
149views Communications» more  MA 2010»
13 years 7 months ago
A nonparametric approach to 3D shape analysis from digital camera images - I
In this article, for the first time, one develops a nonparametric methodology for an analysis of shapes of configurations of landmarks on real 3D objects from regular camera pho...
V. Patrangenaru, X. Liu, S. Sugathadasa
MA
2010
Springer
117views Communications» more  MA 2010»
13 years 7 months ago
Thresholding projection estimators in functional linear models
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine
Hervé Cardot, Jan Johannes