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...
The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...
Abstract: Abrupt shifts in the level of a time series represent important information and should be preserved in statistical signal extraction. We investigate rules for detecting l...
The problem of choosing a good parameter setting for a better generalization performance in a learning task is the so-called model selection. A nested uniform design (UD) methodol...
Chien-Ming Huang, Yuh-Jye Lee, Dennis K. J. Lin, S...
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 ...
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...