A two-stage sampling procedure for obtaining an optimal confidence interval for the largest or smallest mean of k independent normal populations is proposed, where the population ...
The three-mode partitioning model is a clustering model for three-way three-mode data sets that implies a simultaneous partitioning of all three modes involved in the data. In the...
Most dimension reduction techniques produce ordered coordinates so that only the first few coordinates need be considered in subsequent analyses. The choice of how many coordinate...
A general test statistic for detecting change-points in multidimensional stochastic processes with unknown parameters is proposed. The test statistic is specialized to the case of...
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
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, ...
A studentized range test using a two-stage and a one-stage sampling procedures, respectively, is proposed for testing the hypothesis that the average deviation of the normal means...
Time series models of global climate change tend to estimate a low climate-sensitivity (equilibrium effect on global temperature of doubling carbon dioxide concentrations) and a f...