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44
Voted
CSDA
2010
117views more  CSDA 2010»
15 years 21 days ago
Penalized spline estimation for functional coefficient regression models
Yanrong Cao, Haiqun Lin, Tracy Z. Wu, Yan Yu
95
Voted
CSDA
2010
172views more  CSDA 2010»
15 years 21 days ago
Testing for two components in a switching regression model
We consider switching regression models with independent or Markov-dependent regime. Based on the modified likelihood ratio test (LRT) statistic by Chen, Chen and Kalbfleisch (200...
Jörn Dannemann, Hajo Holzmann
CSDA
2010
165views more  CSDA 2010»
15 years 21 days ago
A two-component Weibull mixture to model early and late mortality in a Bayesian framework
A two component parametric mixture is proposed to model survival after an invasive treatment, when patients may experience different hazards regimes: a risk of early mortality dir...
Alessio Farcomeni, Alessandra Nardi
CSDA
2010
175views more  CSDA 2010»
15 years 21 days ago
Testing, monitoring, and dating structural changes in exchange rate regimes
Linear regression models for de facto exchange rate regime classification are complemented by inferential techniques for evaluating the stability of the regimes. To simultaneously...
Achim Zeileis, Ajay Shah, Ila Patnaik
68
Voted
CSDA
2010
67views more  CSDA 2010»
15 years 21 days ago
Using combinatorial optimization in model-based trimmed clustering with cardinality constraints
Statistical clustering criteria with free scale parameters and unknown cluster sizes are inclined to create small, spurious clusters. To mitigate this tendency a statistical model ...
María Teresa Gallegos, Gunter Ritter
46
Voted
CSDA
2010
73views more  CSDA 2010»
15 years 21 days ago
Graphical methods for investigating the finite-sample properties of confidence regions
Christian de Peretti, Carole Siani
38
Voted
CSDA
2010
67views more  CSDA 2010»
15 years 21 days ago
Ensemble classification based on generalized additive models
Koen W. De Bock, Kristof Coussement, Dirk Van den ...
113
Voted
CSDA
2010
194views more  CSDA 2010»
15 years 21 days ago
A clipped latent variable model for spatially correlated ordered categorical data
We propose a model for a point-referenced spatially correlated ordered categorical response and methodology for estimation of model parameters. Models and methods for spatially co...
Megan Dailey Higgs, Jennifer A. Hoeting
46
Voted
CSDA
2010
75views more  CSDA 2010»
15 years 21 days ago
Clustering of discretely observed diffusion processes
Alessandro De Gregorio, Stefano Maria Iacus
57
Voted
CSDA
2010
74views more  CSDA 2010»
15 years 21 days ago
The Bayesian Additive Classification Tree applied to credit risk modelling
Junni L. Zhang, Wolfgang K. Härdle