Sciweavers

MA
2010
Springer
80views Communications» more  MA 2010»
13 years 1 months ago
A two-sample test for comparison of long memory parameters
Frédéric Lavancier, Anne Philippe, D...
MA
2010
Springer
123views Communications» more  MA 2010»
13 years 1 months ago
On the simplified pair-copula construction - Simply useful or too simplistic?
Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frig...
MA
2010
Springer
93views Communications» more  MA 2010»
13 years 1 months ago
Robustness of reweighted Least Squares Kernel Based Regression
Michiel Debruyne, Andreas Christmann, Mia Hubert, ...
MA
2010
Springer
150views Communications» more  MA 2010»
13 years 1 months ago
Cokriging for spatial functional data
This work proposes to generalize the method of cokriging when data are spatially sampled curves. A spatial functional linear model is constructed including spatial dependencies be...
David Nerini, Pascal Monestiez, Claude Manté...
MA
2010
Springer
85views Communications» more  MA 2010»
13 years 1 months ago
Tail dependence functions and vine copulas
Tail dependence and conditional tail dependence functions describe, respectively, the tail probabilities and conditional tail probabilities of a copula at various relative scales....
Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos
MA
2010
Springer
153views Communications» more  MA 2010»
13 years 5 months ago
Testing quasi-independence for truncation data
Quasi-independence is a common assumption for analyzing truncated data. To verify this condition, we consider a class of weighted log-rank type statistics that include existing te...
Takeshi Emura, Weijing Wang
MA
2010
Springer
147views Communications» more  MA 2010»
13 years 5 months ago
On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)
For estimating parameters in an unstable AR(2) model, the paper proposes a sequential least squares estimate with a special stopping time defined by the trace of the observed Fis...
Leonid Galtchouk, Victor Konev
MA
2010
Springer
140views Communications» more  MA 2010»
13 years 5 months ago
On the limiting spectral distribution of the covariance matrices of time-lagged processes
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...
Christian Y. Robert, Mathieu Rosenbaum
MA
2010
Springer
96views Communications» more  MA 2010»
13 years 5 months ago
Testing the stability of the functional autoregressive process
Lajos Horváth, Marie Husková, Piotr ...
MA
2010
Springer
135views Communications» more  MA 2010»
13 years 5 months ago
Nonparametric comparison of regression functions
In this work we provide a new methodology for comparing regression functions m1 and m2 from two samples. Since apart from smoothness no other (parametric) assumptions are required...
Ramidha Srihera, Winfried Stute