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CSDA
2010
55views more  CSDA 2010»
13 years 8 months ago
Semiparametric Bayes hierarchical models with mean and variance constraints
Mingan Yang, David B. Dunson, Donna Baird
CSDA
2010
67views more  CSDA 2010»
13 years 8 months ago
Order selection tests with multiply imputed data
Fabrizio Consentino, Gerda Claeskens
CSDA
2010
139views more  CSDA 2010»
13 years 8 months ago
Detecting influential observations in Kernel PCA
Kernel Principal Component Analysis extends linear PCA from a Euclidean space to any reproducing kernel Hilbert space. Robustness issues for Kernel PCA are studied. The sensitivit...
Michiel Debruyne, Mia Hubert, Johan Van Horebeek
CSDA
2010
132views more  CSDA 2010»
13 years 8 months ago
Approximate low-rank factorization with structured factors
An approximate rank revealing factorization problem with structure constraints on the normalized factors is considered. Examples of structure, motivated by an application in micro...
Ivan Markovsky, Mahesan Niranjan
CSDA
2010
105views more  CSDA 2010»
13 years 8 months ago
James-Stein shrinkage to improve k-means cluster analysis
We study a general algorithm to improve accuracy in cluster analysis that employs the James-Stein shrinkage effect in k-means clustering. We shrink the centroids of clusters towar...
Jinxin Gao, David B. Hitchcock
CSDA
2010
51views more  CSDA 2010»
13 years 8 months ago
Modeling tick-by-tick realized correlations
Francesco Audrino, Fulvio Corsi
CSDA
2010
80views more  CSDA 2010»
13 years 8 months ago
Tests for cointegration with structural breaks based on subsamples
This paper considers tests for cointegration with allowance for structural breaks, using the extrema of residual-based tests over subsamples of the data. One motivation for the ap...
James Davidson, Andrea Monticini
CSDA
2010
74views more  CSDA 2010»
13 years 8 months ago
Real time detection of structural breaks in GARCH models
Zhongfang He, John M. Maheu